Time Series Analysis of Compositional Data Using a Dynamic Linear Model Approach

@inproceedings{Ravishanker2002TimeSA,
  title={Time Series Analysis of Compositional Data Using a Dynamic Linear Model Approach},
  author={Nalini Ravishanker},
  year={2002}
}
Compositional time series data comprises of multivariate observations that at each time point are essentially proportions of a whole quantity. This kind of data occurs frequently in many disciplines such as economics, geology and ecology. Usual multivariate statistical procedures available in the literature are not applicable for the analysis of such data since they ignore the inherent constrained nature of these observations as parts of a whole. This article describes new techniques for… CONTINUE READING