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On the alignment of multiple time series fragments

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  • K. Mukherjee
  • R. H. Shumway
  • K. L. Verosub

Abstract

We consider a local least-squares criterion for aligning multiple time series fragments differing by locations and show the consistency of the time-lag estimator and the asymptotic normality of the location estimator. We apply the criterion to the problem of aligning 50 glacial varve fragments and construct a 3000-year surrogate for global temperature. Copyright 2007, Oxford University Press.

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  • K. Mukherjee & R. H. Shumway & K. L. Verosub, 2007. "On the alignment of multiple time series fragments," Biometrika, Biometrika Trust, vol. 94(2), pages 347-358.
    • Handle: RePEc:oup:biomet:v:94:y:2007:i:2:p:347-358
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    File URL: http://hdl.handle.net/10.1093/biomet/asm023
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