Change search
ReferencesLink to record
Permanent link

Direct link
En tidsseriestudie av varviga sjösediment från Kassjön
Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
2001 (Swedish)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

This thesis aims to analyse a time series containing the annual accumulation rate of minerogenic matter in the lake Kassjön. First there is a theoretical survey of some frequently used tools for the analysis of time series in the time domain and in the frequency domain. This survey is followed by a simulation study that illustrates how the theoretical tools work in practice. After this, the time series "toolbox" is used to analyse the time series from Kassjön (5701 data points). The time series data is analysed in the time domain as well as in the frequency domain. The time domain study focuses on the behaviour of the autocorrelation and the partial autocorrelation function. The frequency domain study analyses the standard periodogram and the periodogram smoothed with Tukey weights. The periodogram study tells us that the important components - for the behaviour of the series - are those with low angular frequency which corresponds to slow oscillations. The interesting cycles are approximately 330 years and can be identified more or less throughout the series. 

Place, publisher, year, edition, pages
National Category
Probability Theory and Statistics
URN: urn:nbn:se:umu:diva-51319OAI: diva2:479013
Physics, Chemistry, Mathematics
Available from: 2012-03-01 Created: 2012-01-17 Last updated: 2012-03-01Bibliographically approved

Open Access in DiVA

fulltext(2570 kB)188 downloads
File information
File name FULLTEXT01.pdfFile size 2570 kBChecksum SHA-512
Type fulltextMimetype application/pdf

By organisation
Department of Mathematics and Mathematical Statistics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
Total: 188 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 73 hits
ReferencesLink to record
Permanent link

Direct link