A generalized time‐effect factor model and its application: recovering trend of temperature by pollen data | Zendy

Hu YuPin | Zendy; Chou RouhJane | Zendy

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A generalized time‐effect factor model and its application: recovering trend of temperature by pollen data

Author(s) -

Hu YuPin,

Chou RouhJane

Publication year - 2008

Publication title -

environmetrics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.68

H-Index - 58

eISSN - 1099-095X

pISSN - 1180-4009

DOI - 10.1002/env.884

Subject(s) - statistic , factor (programming language) , pollen , statistics , series (stratigraphy) , set (abstract data type) , econometrics , data set , factor analysis , computer science , mathematics , geology , ecology , paleontology , biology , programming language

In order to extract the time‐effect factors of multiple time series, a generalized time‐effect factor model (GTFM) and a statistic for identifying the model are proposed. This model is a general form of the Peña‐Box model. Based on the model, a pollen data set from Taiwan is analyzed. A factor, named temperature, is extracted. Its trend is then used to recover the weather of Taiwan over the past 5000 years. Copyright © 2007 John Wiley & Sons, Ltd.

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