"Recent Improvements in Water Flow Time Series Analysis" by Ian McLeod

CEPEL Road Map Workshop, May 20, 2005

Online version of "Time Series Modelling of Water Resources and Environmental Systems" by Keith W. Hipel & A. Ian McLeod.
R Programming Language (CRAN website) R Package for Mann-Kendall Test.
Wang, Yazhen (1995). Jump and Sharp Cusp Detection by Wavelets. Biometrika, 82, 385-397
S-Plus software for Transfer-Function and Intervention Analysis Modelling (Requires S-Plus Version 8). This will be made available on the CSAN Website.
Power Computations for Intervention Analysis
Brillinger, D.R. (1989). Consistent detection of a montonic trend superimposed on a stationary time series. Biometrika 76, 23-30.
McLeod, A.I. (2005). Mis-specified long-range dependence. Working Paper.
Verrill, S. and Durst, M. (2005). The Decline and Fall of Type II Error Rates. The American Statistician 59, 287-291.
Barnard, G.A. (1983). Pivotal Inference and the Conditional View of Robustness (Why we have for so long managed with normality assumptions?). In Scientific Inference, Data Analysis and Robustness, Ed. G.E.P. Box, Tom Leonard and Chien-Fu Wu. Academic Press.
R Package for Fitting Gamma AR and Periodic Gamma AR Models (forthcoming)
Feedforward neural net for forecasting nonlinear time series: Kajitani, Y., Hipel, K.W. and McLeod, A.I. (2005), Forecasting Nonlinear Time Series with Feed-Forward Neural Networks: A Case Study of Canadian Lynx Data, Journal of Forecasting. 24, 105--117. PDF