Estimating common trends in multivariate time series using dynamic factor analysis

By A. Zuur, R. Fryer, Ian T. Jolliffe, R. Dekker, J. Beukema. 2003

335 citations recorded by the source corpus.

Subfields: Analytical Chemistry, Oceanography, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/fdbee7ad205454023e443faad584889cde2e984c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Analytical Chemistry

1. J. Linares
2. A. Zuur

In Oceanography

1. J. Linares
2. Andrew Gonzalez
3. A. Rijnsdorp
4. A. Zuur
5. Michel Loreau

In Statistical and Nonlinear Physics

1. J. Linares

Citations in the corpus

• Dynamic factor analysis to estimate common trends in fisheries time series (2003, methodology): “It can be shown that Q can be set to the identity matrix (Zuur et al. 2003).”
• MARSS: Multivariate Autoregressive State-space Models for Analyzing Time-series Data (2012, neutral): “DFA has been applied in a number of fields (e.g. Harvey, 1989) and can be thought of as a principal components analysis for time-series data (Zuur et al., 2003a,b).”
• Growth patterns and sensitivity to climate predict silver fir decline in the Spanish Pyrenees (2012, methodology): “Dynamic factor analysis (DFA) was used to estimate the common underlying trends in tree growth data (Zuur et al. 2003).”
• Common trends in northeast Atlantic squid time series (2004, neutral): “Further details are given in Zuur et al. (2003a).”
• Signals from the shallows: in search of common patterns in long-term trends in Dutch estuarine and coastal fish (2008, methodology): “Second, dynamic factor analysis (DFA) was used to estimate underlying common patterns within each of the three regions (Harvey, 1989; Zuur et al., 2003; Zuur et al., 2007).”
• The Causes and Consequences of Compensatory Dynamics in Ecological Communities (2009, background): “These methods can extract and identify multiple common trends from time series to evaluate interactions between response variables and to determine the effects of environmental explanatory variables (Solow 1994; Zuur et al. 2003a,b).”
• Competition modulates the adaptation capacity of forests to climatic stress: insights from recent growth decline and death in relict stands of the Mediterranean fir Abies pinsapo (2010, methodology): “DFA (see Zuur et al. 2003) was used to estimate underlying common patterns in both the climate and tree-ring data.”