ISSN:
1432-1009
Schlagwort(e):
Intervention analysis
;
Environmental impact
;
Box-Jenkins models
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Energietechnik
Notizen:
Abstract Intervention analysis is a relatively new branch of time series analysis. The power of this technique, which gives the probability that changes in mean level can be distinguished from natural data variability, is quite sensitive to the way the data are collected. The principal independent variables influenced by the data collection design are overall sample size, sampling frequency, and the relative length of record before the occurrence of the event (intervention) that is postulated to have caused a change in mean process level. For three of the four models investigated, data should be collected so that the post-intervention record is substantially longer than the pre-intervention record. This is in conflict with the intuitive approach, which would be to collect equal amounts of data before and after the intervention. The threshold (minimum) level of change that can be detected is quite high unless sample sizes of at least 50 and preferably 100 are available; this minimum level is dependent on the complexity of the model required to describe the response of the process mean to the intervention. More complex models tend to require larger sample sizes for the same threshold detectable change level. Uniformity of sampling frequency is a key consideration. Environmental data collection programs have not historically been oriented toward data analysis using time series techniques, thus eliminating a potentially powerful tool from use in many environmental assessment applications.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01866712
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