A Framework for the Analysis of Unevenly Spaced Time Series Data

@inproceedings{Eckner2014AFF,
  title={A Framework for the Analysis of Unevenly Spaced Time Series Data},
  author={Andreas Eckner},
  year={2014}
}
  • Andreas Eckner
  • Published 2014
This paper presents methods for analyzing and manipulating unevenly spaced time series without a transformation to equally spaced data. Processing and analyzing such data in its unaltered form avoids the biases and information loss caused by resampling. Care is taken to develop a framework consistent with a traditional analysis of equally spaced data, as in Brockwell and Davis (1991), Hamilton (1994) and Box, Jenkins, and Reinsel (2004).