JOURNAL OF TIME SERIES ANALYSIS

Scope & Guideline

Unlocking the patterns of data through rigorous analysis.

Introduction

Explore the comprehensive scope of JOURNAL OF TIME SERIES ANALYSIS through our detailed guidelines, including its aims and scope. Stay updated with trending and emerging topics, and delve into declining areas to understand shifts in academic interest. Our guidelines also showcase highly cited topics, featuring influential research making a significant impact. Additionally, discover the latest published papers and those with high citation counts, offering a snapshot of current scholarly conversations. Use these guidelines to explore JOURNAL OF TIME SERIES ANALYSIS in depth and align your research initiatives with current academic trends.
LanguageEnglish
ISSN0143-9782
PublisherWILEY
Support Open AccessNo
CountryUnited States
TypeJournal
Convergefrom 1980 to 2024
AbbreviationJ TIME SER ANAL / J. Time Ser. Anal.
Frequency6 issues/year
Time To First Decision-
Time To Acceptance-
Acceptance Rate-
Home Page-
Address111 RIVER ST, HOBOKEN 07030-5774, NJ

Aims and Scopes

The Journal of Time Series Analysis aims to provide a comprehensive platform for the dissemination of advanced research in time series methodologies and applications. It encompasses a wide range of topics that explore theoretical developments, methodological innovations, and practical applications in the field of time series analysis.
  1. Time Series Modeling and Forecasting:
    The journal focuses on various modeling techniques for time series data, including ARIMA, GARCH, and structural models, emphasizing forecasting accuracy and model validation.
  2. Statistical Inference and Estimation Techniques:
    Research includes developments in statistical inference methods such as maximum likelihood estimation, Bayesian approaches, and bootstrap techniques tailored for time series data.
  3. Multivariate Time Series Analysis:
    The journal covers methodologies for analyzing multivariate time series, including factor models, cointegration, and dynamic conditional correlation models.
  4. Nonparametric and Semiparametric Methods:
    There is a significant emphasis on nonparametric and semiparametric approaches to time series analysis, allowing flexibility in model assumptions.
  5. Applications in Finance and Economics:
    The journal highlights applications of time series analysis in finance and economics, such as volatility modeling, risk management, and economic forecasting.
  6. Innovative Computational Techniques:
    Research on computational methods, including machine learning and numerical algorithms for time series analysis, is a prominent area of interest.
The Journal of Time Series Analysis has witnessed a shift in focus towards several emerging themes that reflect current trends in the field. These trends highlight the journal's commitment to addressing contemporary challenges and advancements in time series research.
  1. Machine Learning and Time Series:
    There is a growing trend of incorporating machine learning techniques into time series analysis, reflecting the need for advanced predictive models and automated methodologies.
  2. Functional Time Series Analysis:
    Emerging research on functional time series analysis, which deals with data that can be represented as functions over time, is gaining traction, particularly in applications involving complex data structures.
  3. High-Dimensional Time Series:
    The journal is increasingly publishing work on high-dimensional time series, focusing on challenges related to estimation and inference in settings with a large number of variables.
  4. Network and Graph-Based Approaches:
    The use of network and graph-based methods for modeling dependencies in time series data is an emerging theme, reflecting the interconnectedness of data in various applications.
  5. Robustness and Resilience in Time Series Models:
    Research focusing on the robustness of time series models to outliers and structural breaks is on the rise, emphasizing the importance of model reliability in practical scenarios.

Declining or Waning

While the Journal of Time Series Analysis has a broad and dynamic range of topics, certain areas of focus have seen a decline in prominence over recent years. These waning themes reflect shifts in research priorities and methodological advancements.
  1. Traditional Autoregressive Models:
    There has been a noticeable decrease in the publication of papers focusing solely on traditional autoregressive models, as researchers increasingly explore more complex structures and non-linear forms.
  2. Basic Time Series Decomposition Methods:
    Simple decomposition methods for time series data have become less frequent, with a growing preference for advanced techniques that incorporate seasonal and trend components in a more sophisticated manner.
  3. Static Models Without Time-Varying Parameters:
    Research on static time series models that do not account for time-varying parameters is declining, as the focus shifts toward dynamic models that better capture the evolving nature of data.
  4. Univariate Analysis:
    The trend indicates a waning interest in purely univariate time series analysis, with more emphasis placed on multivariate approaches that consider interactions between multiple time series.

Similar Journals

SCANDINAVIAN JOURNAL OF STATISTICS

Elevating the discourse in statistics since 1996.
Publisher: WILEYISSN: 0303-6898Frequency: 4 issues/year

SCANDINAVIAN JOURNAL OF STATISTICS is a premier publication in the field of statistics, published by Wiley. With an impressive impact factor that reflects its influence, this journal is recognized for its rigorous peer-reviewed research articles that contribute to the advancement of statistical methods and their applications. As a leading resource, the journal spans a wide range of topics within Statistics and Probability, maintaining a strong scholarly presence with a Q1 rank in Statistics and Probability and a Q2 rank in Statistics, Probability and Uncertainty as per the 2023 category quartiles. The journal has been diligently publishing high-quality research since 1996, and now encompasses studies up to 2024, reinforcing its commitment to providing valuable insights for researchers, professionals, and students alike. While the journal does not offer open access, it remains an essential repository of knowledge in statistical sciences, fostering collaboration and innovation within the global academic community.

Korean Journal of Applied Statistics

Empowering Researchers with Rigorous Statistical Insights
Publisher: KOREAN STATISTICAL SOCISSN: 1225-066XFrequency: 6 issues/year

Korean Journal of Applied Statistics, published by the Korean Statistical Society, is a prominent journal dedicated to advancing the field of applied statistics. ISSN 1225-066X (Print) and E-ISSN 2383-5818 (Online), this journal serves as a vital platform for disseminating high-quality research that addresses the latest methodologies, applications, and innovations in statistical practices. Though currently not an open-access journal, it aims to foster collaboration among statisticians, researchers, and practitioners by providing rigorous peer-reviewed articles that enhance understanding and application of statistical techniques across various disciplines. With a commitment to integrating theory and practice, the Korean Journal of Applied Statistics stands as a crucial resource for those seeking to influence the evolving landscape of statistical research and its applications in Korea and beyond.

STATISTICA NEERLANDICA

Fostering excellence in statistical research since 1946.
Publisher: WILEYISSN: 0039-0402Frequency: 4 issues/year

STATISTICA NEERLANDICA is a prestigious peer-reviewed journal published by Wiley, focusing on the fields of statistics and probability. Established in 1946 and addressing key issues in statistical theory and its applications, the journal has significantly contributed to the development of modern statistical practices. With an impressive Q2 categorization in both Statistics and Probability, as well as Statistics, Probability, and Uncertainty, STATISTICA NEERLANDICA stands out within its field, ranking in the 62nd percentile among its peers in mathematics, specifically in statistics and probability. Researchers, professionals, and students can benefit from its rigorous scholarship and innovative methodologies, aiding in the advancement of statistical science. Although the journal does not operate under an open access model, it maintains a commitment to disseminating high-quality research, making it a vital resource for those engaged in statistical inquiry.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Pioneering research in statistical computation for a data-driven world.
Publisher: TAYLOR & FRANCIS LTDISSN: 0094-9655Frequency: 12 issues/year

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, published by Taylor & Francis Ltd, is a premier journal dedicated to advancing the fields of statistical computation, modeling, and simulation. With a notable impact factor and a ranking in the Q2 quartile across important categories such as Applied Mathematics and Statistics, this journal serves as a vital resource for researchers, practitioners, and students alike. Established in 1972, it has consistently provided cutting-edge research insights, fostering a deeper understanding of statistical methodologies and their practical applications. Although it operates under a subscription model, the journal's commitment to disseminating high-quality research is reflected in its rigorous peer-review process and a broad international readership. With its scope spanning the intersections of statistics, probability, and computational techniques, the journal is essential for anyone looking to stay at the forefront of statistical innovation and practice.

Journal of Econometrics

Exploring New Dimensions in Econometric Theory and Practice.
Publisher: ELSEVIER SCIENCE SAISSN: 0304-4076Frequency: 12 issues/year

Journal of Econometrics, published by ELSEVIER SCIENCE SA, is a leading journal in the fields of applied mathematics and econometrics, with a commendable reputation established since its inception in 1973. The journal's ISSN 0304-4076 and E-ISSN 1872-6895, reflect its commitment to quality research output, and it enjoys a high impact factor, ranking in the Q1 category for economics and applied mathematics as per the latest 2023 assessments. The journal aims to provide rigorous theoretical developments, empirical analyses, and methodologies in the rapidly evolving discipline of econometrics, thus catering to a diverse audience of researchers, professionals, and students alike. While currently not offered in an open access format, the quality and depth of research articles published within its pages make it a vital resource for anyone interested in the quantitative analysis of economic data. With a strong ranking in Scopus, particularly in the 96th percentile for applied mathematics, Journal of Econometrics continues to be at the forefront of academic inquiry, fostering advancements in both theory and practice within the global economy.

JIRSS-Journal of the Iranian Statistical Society

Innovating Methodologies, Transforming Disciplines.
Publisher: IRANIAN STATISTICAL SOCISSN: 1726-4057Frequency: 2 issues/year

JIRSS - Journal of the Iranian Statistical Society is a prominent academic journal dedicated to the field of statistics and probability, published by the esteemed Iranian Statistical Society. With its ISSN number 1726-4057 and E-ISSN 2538-189X, this journal serves as a vital platform for disseminating cutting-edge research and advancements in statistical methodology and its applications. Established in 2011, JIRSS has consistently contributed to the academic community, achieving a 2023 Scopus rank of #180 out of 278 in its category, placing it within the 35th percentile in the dynamic domain of Mathematics: Statistics and Probability. As an Open Access publication, it enhances accessibility for researchers, professionals, and students, facilitating a wider engagement with innovative statistical techniques and theories. The journal aims to foster collaboration and knowledge exchange among statisticians, ultimately enriching the field and its impact on various scientific disciplines.

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS

Unraveling the Complexity of Nonlinear Dynamics
Publisher: WALTER DE GRUYTER GMBHISSN: 1081-1826Frequency: 4 issues/year

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, published by Walter de Gruyter GmbH, is a leading journal that explores the intersections of nonlinear dynamics, econometric modeling, and their applications across various fields. Since its inception in 2002, this journal has been dedicated to disseminating high-quality research that challenges conventional methodologies and promotes innovative analytical techniques in economics and social sciences. With an impressive impact through its rankings, being placed in the Q3 category for Analysis and Econometrics, and achieving a Q2 ranking in Social Sciences (miscellaneous) as of 2023, it serves as a vital resource for scholars and practitioners aiming to deepen their understanding of complex systems and dynamic processes. The journal facilitates open discourse and comprises contributions from both emerging and established researchers, fostering an academic environment that prioritizes rigorous peer-reviewed scholarship. Researchers are encouraged to access its rich content, which provides insights into contemporary methodologies and empirical findings, further enhancing the discourse surrounding nonlinear dynamics and statistics. For more information and to explore the latest research, please visit its page on the publisher's website.

Thailand Statistician

Elevating the Standards of Statistical Methodologies
Publisher: THAI STATISTICAL ASSOCISSN: 1685-9057Frequency: 2 issues/year

Thailand Statistician, published by the THAI STATISTICAL ASSOCIATION, is a pivotal journal in the realms of computational mathematics and statistics. With an ISSN of 1685-9057 and an E-ISSN of 2351-0676, this journal aims to disseminate high-quality research and innovative methodologies that advance the fields of statistics and probability. Covering a range of topics from theoretical statistics to applied computational techniques, it provides a platform for researchers, professionals, and students in Thailand and beyond to contribute their findings and insights. The journal has been gaining recognition, boasting a Scopus ranking of Q3 in Computational Mathematics and Q4 in Statistics and Probability as of 2023. With its commitment to open access, the Thailand Statistician stands as an essential resource for those striving to stay abreast of advancements in statistical methodologies and their applications, fostering the growth of statistical science in the region and globally.

STATISTICS

Advancing statistical science for a brighter future.
Publisher: TAYLOR & FRANCIS LTDISSN: 0233-1888Frequency: 6 issues/year

STATISTICS is a distinguished journal published by Taylor & Francis Ltd, dedicated to advancing the field of statistical science since its inception in 1985. With a strong focus on both the theoretical and practical aspects of Statistics and Probability, this journal serves as a vital platform for researchers, professionals, and students seeking to disseminate their findings and contribute to critical discussions in the discipline. Although categorized in the Q3 quartile for both Statistics and Probability and Statistics, Probability and Uncertainty, the journal's commitment to quality research is evidenced by its inclusion in relevant Scopus rankings. It holds respectable positions, ranked #132/168 in Decision Sciences and #219/278 in Mathematics. By providing a venue for high-quality research articles and reviews, STATISTICS aims to foster innovation, reinforce methodological advancements, and address contemporary challenges in statistical applications. The journal does not currently offer open access, but it is widely distributed, ensuring that significant research reaches the communities that need it most. Researchers are encouraged to submit their work to this essential resource that continues to shape the landscape of statistical inquiry.

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

Elevating Research Standards in Statistical Theory
Publisher: SPRINGER HEIDELBERGISSN: 0020-3157Frequency: 5 issues/year

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, published by SPRINGER HEIDELBERG, is a prestigious academic journal that has played a pivotal role in the field of statistical mathematics since its inception in 1949. With a focus on advancing research in statistics and probability, this journal is ranked in the Q2 quartile for 2023, indicating its significance and impact within the academic community. Researchers and professionals engaged in statistical theory and methodology will find the journal's comprehensive coverage of contemporary issues essential for furthering their work and understanding of the discipline. The journal is accessible in print and digital formats, facilitating wide dissemination of knowledge among its readership. With a history of rigorous peer review and a commitment to high-quality research, the ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS continues to be a vital resource for academics and practitioners alike.