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Journal of Time Series Analysis
H-index 9

Journal of Time Series Analysis

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Mathematics 299 33 56 9

Additional Metrics

Number of Best Scientists*: 47
Documents by Best Scientists*: 69
Top 100 Ranked Scientists*: 1
SCIMAGO H-index: 62
SCIMAGO SJR: 0.944
Impact Factor: 1

Overview

Top Research Topics at Journal of Time Series Analysis?

The journal mainly tackles studies in Applied mathematics, Statistics, Autoregressive model, Series (mathematics) and Estimator. The research on Applied mathematics tackled can also make contributions to studies in the areas of Autoregressive–moving-average model, Mathematical optimization, Autocorrelation and Asymptotic distribution. Statistics studies presented in the journal focus on topics such as Unit root, Monte Carlo method, Statistical hypothesis testing, Test statistic and Statistic.

Journal of Time Series Analysis connects the study in Unit root with the closely related area of Unit root test. Research on Autoregressive model presented in the journal concerns the broader topic of Econometrics. Many of the studies tackled connect Econometrics with a similar field of study like Multivariate statistics.

Topics in Series (mathematics) explored in it were investigated in conjunction with research in Algorithm, Nonlinear system and Time series. The concepts on Estimator presented in it can also apply to other research fields, including Spectral density and Consistency (statistics). In particular, the STAR model works presented emphasize discussions on SETAR.

  • Applied mathematics (44.81%)
  • Statistics (37.03%)
  • Autoregressive model (32.61%)

What are the most cited papers published in the journal?

  • THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (2478 citations)
  • AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (2235 citations)
  • Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1279 citations)

Research areas of the most cited articles at Journal of Time Series Analysis:

The journal papers are organized to reinforce research efforts on Applied mathematics, Statistics, Series (mathematics), Autoregressive model and Econometrics. The Applied mathematics research presented in the published papers focuses mostly on Mathematical optimization and, on occasion, topics in Algorithm, Stochastic process and Long memory. While Series (mathematics) is the focus of the journal publications, it also provides insights into the studies of Range (statistics), Time series and Nonlinear system.

What topics the last edition of the journal is best known for?

  • Statistics
  • Normal distribution
  • Mathematical analysis

The previous edition focused in particular on these issues:

The concepts of Applied mathematics, Series (mathematics), Autoregressive model, Estimator and Autoregressive conditional heteroskedasticity are tackled in Journal of Time Series Analysis. While Applied mathematics is the focus of Journal of Time Series Analysis, it also provided insights into the studies of Asymptotic distribution, Autocovariance, Heteroscedasticity and Spectral density. The journal facilitates discussions on Series (mathematics) that incorporate concepts from other fields like Econometrics, Statistics, Cointegration, Range (statistics) and Discrete Fourier transform.

Consistency (statistics), Wilcoxon signed-rank test and Cusum test research are fields of study within Statistics but they also intertwine with concepts in Joint (geology). Journal of Time Series Analysis addresses concerns in Autoregressive model which are intertwined with other disciplines, such as Model selection, Identifiability, Markov chain, Vector autoregression and Conditional expectation. Estimator research featured in the journal incorporates concerns from various other topics such as Sampling bias, Monte Carlo method, Moving average and Algorithm.

The most cited articles from the last journal are:

  • A new approach for open‐end sequential change point monitoring (11 citations)
  • Mixtures of Nonlinear Poisson Autoregressions (3 citations)
  • Local Whittle estimation of long-range dependence for functional time series (2 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Journal of Time Series Analysis (based on the number of publications) are:

  • A. M. Robert Taylor (23 papers) published 1 paper at the last edition, 1 less than at the previous edition,
  • T. Subba Rao (19 papers) absent at the last edition,
  • Stephen J. Leybourne (17 papers) absent at the last edition,
  • Dimitris N. Politis (15 papers) published 2 papers at the last edition, 1 more than at the previous edition,
  • Murad S. Taqqu (15 papers) published 1 paper at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Journal of Time Series Analysis (based on the number of publications) are:

  • University of Manchester (53 papers) published 1 paper at the last edition,
  • University of California, San Diego (29 papers) published 2 papers at the last edition the same number as at the previous edition,
  • University of Nottingham (27 papers) absent at the last edition,
  • University of York (27 papers) published 3 papers at the last edition, 2 more than at the previous edition,
  • University of Essex (27 papers) published 2 papers at the last edition the same number as at the previous edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 4.41% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 21.54% were posted by at least one author from the top 10 institutions publishing in the journal. Another 9.23% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 18.46% of all publications and 50.77% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Top Publications

  • Wasserstein autoregressive models for density time series

    Chao Zhang;Piotr Kokoszka;Alexander Petersen;Alexander Petersen

    (2021)
    32 Citations
  • A new approach for open‐end sequential change point monitoring

    Josua Gӧsmann;Tobias Kley;Holger Dette

    (2021)
    27 Citations
  • Local Whittle estimation of long-range dependence for functional time series

    Degui Li;Peter M. Robinson;Han Lin Shang

    (2021)
    15 Citations
  • Factor models for high‐dimensional functional time series II: Estimation and forecasting

    (2022)
    12 Citations
  • Sparsity concepts and estimation procedures for high-dimensional vector autoregressive models

    Jonas Krampe;Efstathios Paparoditis

    (2021)
    12 Citations
  • Count network autoregression

    (2023)
    12 Citations
  • Mixtures of Nonlinear Poisson Autoregressions

    Paul Doukhan;Konstantinos Fokianos;Joseph Rynkiewicz

    (2021)
    11 Citations
  • Seasonal functional autoregressive models

    Atefeh Zamani;Hossein Haghbin;Maryam Hashemi;Rob J. Hyndman

    (2021)
    9 Citations
  • Factor models for high‐dimensional functional time series I: Representation results

    (2022)
    9 Citations
  • A Local Limit Theorem for Linear Random Fields

    Timothy Fortune;Magda Peligrad;Hailin Sang

    (2021)
    8 Citations

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