[R] multiple comparisons of time series data
Kyle Hall
kylehall at vt.edu
Fri May 26 18:02:31 CEST 2006
I am interested in a statistical comparison of multiple (5) time series'
generated from modeling software (Hydrologic Simulation Program Fortran). The
model output simulates daily bacteria concentration in a stream. The multiple
time series' are a result of varying our representation of the stream within
the model.
Our main question is: Do the different methods used to represent a stream
produce different results at a statistically significant level?
We want to compare each otput time series to determine if there is a
difference before looking into the cause within the model. In a previous
study, the Kolmogorov-Smirnov k-sample test was used to compare multiple time
series'.
I am unsure about the strength of the Kolmogorov-Smirnov test and I have set
out to determine if there are any other tests to compare multiple time
series'.
I know htat R has the ks.test but I am unsure how this test handles multiple
comparisons. Is there something similar to a pairwise.t.test with a
bonferroni corection, only with time series data?
Does R currently (v 2.3.0) have a comparison test that takes into account the
strong serial correlation of time series data?
Kyle Hall
Graduate Research Assistant
Biological Systems Engineering
Virginia Tech
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