Analyzing Categorical Time Series
Christian Weiß · 2018
In Chapters 6 and 7, we are concerned with categorical processes, where the range of the observations is not only assumed to be discrete, but also to be qualitative, consisting of a finite number of categories (state space). In some applications, the range exhibits at least a natural ordering, it is then referred to as an ordinal range; otherwise, we are concerned with a nominal range. For a categorical range, the well-known analytic tools for quantitative time series are not applicable. Therefore, this chapter presents tailor-made solutions for visualizing a categorical time series, and for quantifying its location, dispersion and serial dependence.