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Some major purposes of the statistical analysis of
time
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series are:
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To understand the
variability of the time series.
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To identify the
regular and irregular oscillations of the time series.
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To describe the
characteristics of these oscillations.
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To understand
the physical processes that give rise to each of these
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oscillations.
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To achieve the above, we need to:
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Identify the regular cycle (harmonic analysis)
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Estimate the importance of these cycles (power spectral analysis)
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Isolate or remove these cycles (filtering)
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