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文章基本信息

  • 标题:A Primer on Statistical Analysis of Dynamical Systems in Historical Social Sciences (with a Particular Emphasis on Secular Cycles)
  • 作者:Turchin, Peter
  • 期刊名称:Structure and Dynamics: eJournal of Anthropological and Related Sciences
  • 印刷版ISSN:1554-3374
  • 出版年度:2005
  • 卷号:1
  • 期号:1
  • 出版社:University of California eScholarship Repository Journals
  • 摘要:This primer explicates the conceptual foundations of the statistical approach to detecting dynamical feedbacks. It is assumed that we have time-series data on several aspects of the studied system. The basic idea of the approach is to regress discrete rates of change of measured variables on variables themselves. I discuss several issues involved in the analysis, such as how to select the appropriate time step, or the delay parameter. The goal of the analysis is to determine whether a particular predictor variable, or set of variables, has a statistically detectable effect on the response. This is accomplished by cross-validation.
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