En tidsseriestudie av varviga sjösediment från Kassjön

Detta är en Master-uppsats från Institutionen för matematik och matematisk statistik

Författare: Per-ola Carlén; [2001]

Nyckelord: ;

Sammanfattning: 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. 

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