JOURNAL OF TIME SERIES ANALYSIS

Scope & Guideline

Pioneering methodologies for the future of data analysis.

Introduction

Delve into the academic richness of JOURNAL OF TIME SERIES ANALYSIS with our guidelines, detailing its aims and scope. Our resource identifies emerging and trending topics paving the way for new academic progress. We also provide insights into declining or waning topics, helping you stay informed about changing research landscapes. Evaluate highly cited topics and recent publications within these guidelines to align your work with influential scholarly 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

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS

Illuminating the Intersections of Economics and Complexity
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.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Elevating the field of statistics with impactful research and simulation.
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 Time Series Econometrics

Unraveling Temporal Patterns to Inform Economic Theory
Publisher: WALTER DE GRUYTER GMBHISSN: 2194-6507Frequency: 2 issues/year

Journal of Time Series Econometrics, published by WALTER DE GRUYTER GMBH, serves as a pivotal platform for current research within the fields of Economics and Econometrics. With an ISSN of 2194-6507 and E-ISSN 1941-1928, this journal is dedicated to the advancement of time series analysis techniques and their practical application in economic contexts. Operating from Germany, the journal seeks to foster a vibrant intellectual environment, inviting contributions that push the boundaries of established theories and methodologies. With an established influence in academia, recent evaluations have placed the journal within the Q4 category in the 2023 rankings for Economics and Econometrics, alongside a notable 39th percentile ranking in Scopus. Although currently lacking open access options, the journal promotes crucial discussions and knowledge dissemination on innovative econometric practices. The period from 2016 to 2024 marks a significant phase of convergence in the journal's evolution, promising ongoing relevance and engagement for researchers, professionals, and students eager to explore the complexities of time series analysis and its implications within economic theory.

JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Bridging Theory and Practice in Economic Statistics
Publisher: TAYLOR & FRANCIS INCISSN: 0735-0015Frequency: 4 issues/year

JOURNAL OF BUSINESS & ECONOMIC STATISTICS is a premier academic journal published by Taylor & Francis Inc, dedicated to disseminating high-quality research in the fields of business, economics, and statistics. With an impressive impact in the academic community, the journal maintains a distinguished Q1 ranking across various categories including Economics and Econometrics, Social Sciences (miscellaneous), and Statistics and Probability, showcasing its relevance and influence in contemporary research. Since its inception in 1983, the journal has served as a vital resource for researchers, professionals, and students seeking insights into quantitative methodologies and their application in the economic domain. While the journal is not currently open access, its rigorous peer-review process ensures that published articles are of the highest scholarly standards. Researchers and practitioners alike will find a rich repository of empirical and theoretical studies that foster knowledge advancement in the intersecting realms of business, economics, and statistical analysis.

Brazilian Journal of Probability and Statistics

Fostering Dialogue Between Academics and Practitioners
Publisher: BRAZILIAN STATISTICAL ASSOCIATIONISSN: 0103-0752Frequency: 3 issues/year

The Brazilian Journal of Probability and Statistics, published by the Brazilian Statistical Association, stands as a pivotal platform for researchers and practitioners in the realms of probability and statistics. With an ISSN of 0103-0752, this esteemed journal has contributed significantly to the advancement of statistical theory and its applications since its inception. The journal is currently indexed in Scopus, holding a rank of #175 in the Statistics and Probability category and a third quartile (Q3) designation as of 2023, indicating its steady impact within the field. Covering a broad scope of topics, from theoretical advancements to practical applications, it invites submissions that enhance understanding and fosters discussion among academics and professionals alike. The journal is based in São Paulo, Brazil, and operates without open access, ensuring a quality review process that adheres to the highest scholarly standards. Researchers, professionals, and students interested in the latest findings and innovative methodologies in statistics are encouraged to engage with the Brazilian Journal of Probability and Statistics, a vital resource at the intersection of theory and practice.

STATISTICS

Empowering researchers to shape the future of statistics.
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.

Korean Journal of Applied Statistics

Elevating Statistical Methodologies for Real-World Impact
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.

Econometrics

Empowering Economists with Open Access Insights
Publisher: MDPIISSN: Frequency: 4 issues/year

Econometrics, published by MDPI, is a prominent open access journal based in Switzerland, dedicated to advancing research in the fields of economics and econometrics. Since its inception in 2013, this journal has been pivotal in disseminating innovative theories and empirical findings, fostering an engaging dialogue among scholars and practitioners. With an impressive Q2 ranking in the 2023 category of Economics and Econometrics and a solid position at #378 out of 716 in Scopus rankings, it stands as a vital resource for those seeking to enhance their understanding and application of econometric methods. The journal offers immediate open access to its published articles, ensuring that researchers, professionals, and students alike can easily access and contribute to the evolving body of knowledge in this essential discipline. The scope of Econometrics encourages submissions that cover a broad array of topics, making it a dynamic platform for innovative research until 2024 and beyond.

REVSTAT-Statistical Journal

Cultivating a Community of Statistical Pioneers.
Publisher: INST NACIONAL ESTATISTICA-INEISSN: 1645-6726Frequency: 4 issues/year

REVSTAT-Statistical Journal, published by the Instituto Nacional de Estatística (INE)Open Access model established in 2003, REVSTAT promotes the free dissemination of high-quality research, ensuring broad accessibility to its published works. Although it currently holds a Q4 category ranking in Statistics and Probability according to Scopus, the journal aims to enhance its contributions to the statistical community by featuring innovative methodologies, theoretical advancements, and applied statistical research. With a convergence period extending from 2010 to 2024, REVSTAT invites submissions that not only enrich the discipline but also encourage interdisciplinary collaboration. Its commitment to developing statistical knowledge makes it a noteworthy avenue for anyone seeking to engage with contemporary statistical discourse.

JOURNAL OF MULTIVARIATE ANALYSIS

Innovating Statistical Methods for Real-World Applications
Publisher: ELSEVIER INCISSN: 0047-259XFrequency: 10 issues/year

Journal of Multivariate Analysis, published by Elsevier Inc, stands as a pivotal resource in the disciplines of Numerical Analysis and Statistics. With a history of scholarly contribution since 1971, this journal has maintained a reputation for excellence, evidenced by its Q2 ranking in critical categories as of 2023. The journal covers a wide array of topics within multivariate statistical methods and their applications, making it an essential publication for researchers, professionals, and students seeking to deepen their understanding and application of sophisticated analytical techniques. Although not open-access, the journal provides valuable insights into the ever-evolving fields of statistics and probability, enabling readers to access and contribute to cutting-edge research up to the year 2024. By addressing significant theoretical and practical challenges in statistical analysis, Journal of Multivariate Analysis fosters a community of intellectual rigor and innovation.