Longitudinal Data Analysis and Time Series Commons^™

A New Approach To Modeling Multivariate Time Series On Multiple Temporal Scales, Tucker Zeleny

Department of Statistics: Dissertations, Theses, and Student Work

In certain situations, observations are collected on a multivariate time series at a certain temporal scale. However, there may also exist underlying time series behavior on a larger temporal scale that is of interest. Often times, identifying the behavior of the data over the course of the larger scale is the key objective. Because this large scale trend is not being directly observed, describing the trends of the data on this scale can be more difficult. To further complicate matters, the observed data on the smaller time scale may be unevenly spaced from one larger scale time point to the …