Coherence of time series

Pankūnas, Vytautas; Janeiko, Julija; Krapavickaitė, Danutė

Use this url to cite publication: https://hdl.handle.net/20.500.14911/122532

Coherence of time series

Details

Publication Type (CRIS)

Straipsnis nerecenzuojamoje užsienio tarptautinės konferencijos medžiagoje / Article in non-peer-reviewed foreign international conference proceedings (P2a)

Publication Type (eLABa)

Straipsnis nerecenzuotame konferencijos darbų leidinyje / Article in an un-reviewed conference proceedings (P2)

VILNIUS TECH Research Priorities and Topics

Fizinių, technologinių ir ekonominių procesų matematiniai modeliai / Mathematical models of physical, technological and economic processes (FM0101)

Lithuanian Intelligent Specialization

Įtrauki ir kūrybinga visuomenė / Inclusive and creative society (L103)

Author(s)

Author	Affiliation
Pankūnas, Vytautas	Matematinės statistikos katedra / Department of Mathematical Statistics (1022)
Janeiko, Julija	Matematinės statistikos katedra / Department of Mathematical Statistics (1022)
Krapavickaitė, Danutė	Matematinės statistikos katedra / Department of Mathematical Statistics (1022)

Title

Coherence of time series

[en]

Vytautas Pankūnas, Julija Janeiko, Danutė Krapavickaitė

Is part of

Workshop of the Baltic-Nordic-Ukrainian Network on Survey Statistics 2018, August 21-24, Jelgava, Latvia : lecture materials and contributed papers

Published In

Year	Start Page	End Page
2018	66	69

Publisher

Riga : Central Statistical Bureau of Latvia, 2018

Publisher (trusted)

University of Latvia

Extent

p. 66-69

URI

URI
https://hdl.handle.net/20.500.14911/122532

Cited references

Science / Art Area

Gamtos mokslai / Natural Sciences (N)

Field of Science / Art

Matematika / Mathematics (N001)

Keywords (en)

Abstract (en)

The aim of this paper is to present a way to measure strength of a relationship between the two time series by a coefficient of coherence. A definition of the coherence coefficient is given and an example of its application is provided.