Journal of Time Series Analysis

Cover image for Vol. 36 Issue 6

Edited By: Robert Taylor

Impact Factor: 0.783

ISI Journal Citation Reports © Ranking: 2014: 69/99 (Mathematics Interdisciplinary Applications); 70/122 (Statistics & Probability)

Online ISSN: 1467-9892


Aims and Scope

During the last 30 years Time Series Analysis has become one of the most important and widely used branches of Mathematical Statistics. Its fields of application range from neurophysiology to astrophysics and it covers such well-known areas as economic forecasting, study of biological data, control systems, signal processing and communications and vibrations engineering.

The Journal of Time Series Analysis started in 1980, has since become the leading journal in its field, publishing papers on both fundamental theory and applications, as well as review papers dealing with recent advances in major areas of the subject and short communications on theoretical developments. The editorial board consists of many of the world's leading experts in Time Series Analysis.


time, series, analysis, statistics, variable, data, forecasting, Bernoulli, probability, parametric, estimate, model, economic, applied, stochastic, Bayesian, statistical, research, journal, periodical, article, reviews, book

Abstracting and Indexing Information

  • ABI/INFORM Database (ProQuest)
  • Academic Search (EBSCO Publishing)
  • Academic Search Alumni Edition (EBSCO Publishing)
  • Academic Search Premier (EBSCO Publishing)
  • CompuMath Citation Index (Thomson Reuters)
  • Current Contents: Physical, Chemical & Earth Sciences (Thomson Reuters)
  • Current Index to Statistics (ASA/IMS)
  • EconLit (AEA)
  • IBSS: International Bibliography of the Social Sciences (ProQuest)
  • Journal Citation Reports/Science Edition (Thomson Reuters)
  • Mathematical Reviews/MathSciNet/Current Mathematical Publications (AMS)
  • ProQuest Central (ProQuest)
  • Quality Control & Applied Statistics (Executive Sciences Institute)
  • RePEc: Research Papers in Economics
  • Science Citation Index (Thomson Reuters)
  • Science Citation Index Expanded (Thomson Reuters)
  • SCOPUS (Elsevier)
  • Statistical Theory & Method Abstracts (Zentralblatt MATH)
  • ZBMATH (Zentralblatt MATH)