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| Preface | p. xi |
| Contributing authors | p. xiii |
| Methodology | p. 1 |
| Introduction | p. 3 |
| What is a trend? | p. 4 |
| Why analyse trends? | p. 5 |
| Some simple examples | p. 6 |
| Dutch wind speeds | p. 6 |
| North Sea haddock stocks | p. 8 |
| Alkalinity in the Round Loch of Glenhead | p. 10 |
| Atmospheric ozone in eastern Engla... MORE | p. 12 |
| Considerations and difficulties | p. 14 |
| Autocorrelation | p. 14 |
| Effect of other variables | p. 15 |
| Lack of designed experiments | p. 15 |
| Consideration of auxiliary information | p. 16 |
| The necessity of extrapolation | p. 17 |
| Scope of the book | p. 19 |
| Further reading | p. 20 |
| References | p. 21 |
| Exploratory analysis | p. 25 |
| Data visualisation | p. 25 |
| Time series plots | p. 26 |
| Boxplots | p. 28 |
| The autocorrelation function | p. 30 |
| Irregularly spaced data - the variogram | p. 35 |
| Relationships between variables | p. 38 |
| Simple smoothing | p. 41 |
| Moving averages | p. 41 |
| Local polynomial fitting | p. 42 |
| Further considerations | p. 43 |
| Linear filters | p. 45 |
| Frequency considerations | p. 46 |
| The convolution theorem and filter design | p. 48 |
| Dealing with end effects | p. 50 |
| Other applications | p. 51 |
| Classical test procedures | p. 54 |
| Concluding comments | p. 57 |
| References | p. 58 |
| Parametric modelling - deterministic trends | p. 61 |
| The linear trend | p. 63 |
| Checking the model assumptions | p. 65 |
| Choosing the time index | p. 69 |
| An overview of least squares | p. 70 |
| Extrapolation | p. 74 |
| Influential observations | p. 76 |
| Other methods of model fitting | p. 79 |
| Multiple regression techniques | p. 82 |
| Representing seasonality in regression models | p. 83 |
| Interactions | p. 86 |
| Model building and selection | p. 87 |
| Violations of assumptions | p. 94 |
| Dealing with heteroscedasticity | p. 94 |
| Dealing with non-normality | p. 96 |
| Dealing with autocorrelation | p. 97 |
| Nonlinear trends | p. 105 |
| Nonlinear least squares | p. 105 |
| Cycles | p. 106 |
| Changepoints and interventions | p. 108 |
| Generalised linear models | p. 111 |
| Parameter estimation | p. 113 |
| Model comparison | p. 115 |
| Model checking | p. 116 |
| Prediction with GLMs | p. 117 |
| Extensions and refinements | p. 118 |
| Inference with small samples | p. 120 |
| References | p. 122 |
| Nonparametric trend estimation | p. 127 |
| An introduction to nonparametric regression | p. 127 |
| Linear smoothing | p. 128 |
| Local linear regression | p. 129 |
| Spline smoothing | p. 130 |
| Choice of smoothing parameter | p. 131 |
| Variance estimators | p. 135 |
| Standard errors for the regression function | p. 135 |
| Testing for consistency with parametric models | p. 136 |
| Multiple covariates | p. 140 |
| Additive, semiparametric and bivariate models | p. 140 |
| The backfitting algorithm | p. 142 |
| Inference for additive models | p. 144 |
| Handling autocorrelation | p. 148 |
| Other nonparametric estimation techniques | p. 151 |
| Lowess smoothing | p. 151 |
| Wavelets | p. 154 |
| Varying coefficient models | p. 160 |
| Discontinuity detection | p. 161 |
| Quantile regression | p. 162 |
| Parametric or nonparametric? | p. 166 |
| References | p. 167 |
| Stochastic trends | p. 171 |
| Stationary time series models and their properties | p. 171 |
| Autoregressive processes | p. 171 |
| Moving average processes | p. 174 |
| Mixed ARMA processes | p. 174 |
| Model identification | p. 175 |
| Parameter estimation | p. 177 |
| Model checking | p. 182 |
| Forecasting | p. 186 |
| The backshift operator | p. 190 |
| Trend removal via differencing | p. 193 |
| ARIMA models | p. 194 |
| Spurious regressions | p. 199 |
| Long memory models | p. 201 |
| Models for irregularly spaced series | p. 205 |
| State space and structural models | p. 207 |
| Simple structural time series models | p. 207 |
| The state space representation | p. 209 |
| The Kalman filter | p. 213 |
| Parameter estimation | p. 217 |
| Connection with nonparametric smoothing | p. 219 |
| Nonlinear models | p. 228 |
| References | p. 231 |
| Other issues | p. 235 |
| Multisite data | p. 235 |
| Visualisation | p. 236 |
| Modelling | p. 239 |
| Multivariate series | p. 241 |
| Dimension reduction | p. 241 |
| Multivariate models | p. 244 |
| Point process data | p. 245 |
| Poisson processes | p. 246 |
| Other point process models | p. 249 |
| Marked point processes | p. 250 |
| Trends in extremes | p. 250 |
| Approaches based on block maxima | p. 251 |
| Approaches based on threshold exceedances | p. 253 |
| Modern developments | p. 256 |
| Censored data | p. 257 |
| References | p. 260 |
| Case Studies | p. 265 |
| Additive models for sulphur dioxide pollution in Europe | p. 267 |
| Introduction | p. 267 |
| Additive models with correlated errors | p. 269 |
| An introduction to additive models | p. 269 |
| Smoothing techniques | p. 270 |
| Smoothing correlated data | p. 272 |
| Fitting additive models | p. 273 |
| Comparing nonparametric models | p. 276 |
| Models for the SO2 data | p. 277 |
| Conclusions | p. 281 |
| Acknowledgement | p. 282 |
| References | p. 282 |
| Rainfall trends in southwest Western Australia | p. 283 |
| Motivation | p. 283 |
| The study region | p. 285 |
| Data used in the study | p. 285 |
| Modelling methodology | p. 289 |
| Generalised linear models for daily rainfall | p. 289 |
| Temporal and spatial dependence | p. 290 |
| Covariates considered | p. 291 |
| Modelling strategy | p. 292 |
| Results | p. 293 |
| Diagnostics | p. 294 |
| Trends in wet-day precipitation amounts | p. 295 |
| Trends in precipitation occurrence | p. 296 |
| Combined trends in occurrence and amounts | p. 302 |
| Summary and conclusions | p. 303 |
| References | p. 304 |
| Estimation of common trends for trophic index series | p. 307 |
| Introduction | p. 307 |
| Data exploration | p. 311 |
| Common trends and additive modelling | p. 314 |
| Adding autocorrelation to the additive model | p. 316 |
| Combining the data from the eight stations | p. 319 |
| Doing it all within a parametric model | p. 323 |
| Dynamic factor analysis to estimate common trends | p. 324 |
| The underlying model | p. 324 |
| Discussion | p. 328 |
| Acknowledgement | p. 329 |
| References | p. 329 |
| A space-time study on forest health | p. 333 |
| Forest health: survey and data | p. 333 |
| Regression models for longitudinal data with ordinal responses | p. 336 |
| Spatiotemporal models | p. 340 |
| Penalised splines | p. 341 |
| Interaction surfaces | p. 343 |
| Spatial trends | p. 344 |
| Inference in spatiotemporal models | p. 346 |
| Spatiotemporal modelling and analysis of forest health data | p. 348 |
| Acknowledgements | p. 357 |
| References | p. 357 |
| Index | p. 359 |
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