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Dynamic factor analysis to estimate common trends in fisheries time series

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Abstract:

Dynamic factor analysis (DFA) is a technique used to detect common patterns in a set of time series and relationships between these series and explanatory variables. Although DFA is used widely in econometric and psychological fields, it has not been used in fisheries and aquatic sciences to the best of our knowledge. To make the technique more widely accessible, an introductory guide for DFA, at an intermediate level, is presented in this paper. A case study is presented. The analysis of 13 landings-per-unit-effort series for Nephrops around northern Europe identified three common trends for 12 of the series, with one series being poorly fitted, but no relationships with the North Atlantic Oscillation (NAO) or sea surface temperature were found. The 12 series could be divided into six groups based on factor loadings from the three trends.

L'analyse factorielle dynamique (DFA) est une technique qui permet de détecter les structures communes dans des séries temporelles, ainsi que les relations entre les séries et les variables explicatives. Bien qu'utilisée régulièrement en économétrie et en psychologie, la méthode n'a pas été employée, au meilleur de notre connaissance, dans les domaines des pêches et des sciences aquatiques. On trouvera ici un guide d'introduction à la DFA, à un niveau intermédiaire, qui rendra la méthodologie plus généralement accessible. Nous présentons une étude de cas qui consiste en l'analyse de 13 séries de débarquements de Nephrops par unité d'effort de pêche sur les côtes de l'Europe du Nord. Il y a trois tendances communes à douze des séries; une des séries s'ajuste mal; il n'existe aucune relation ni avec l'oscillation nord-atlantique (NAO), ni avec la température de surface de la mer. Les 12 séries se divisent en six groupes d'après le poids des facteurs dans les trois tendances.[Traduit par la Rédaction]

Document Type: Research Article

Publication date: May 1, 2003

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  • Published continuously since 1901 (under various titles), this monthly journal is the primary publishing vehicle for the multidisciplinary field of aquatic sciences. It publishes perspectives (syntheses, critiques, and re-evaluations), discussions (comments and replies), articles, and rapid communications, relating to current research on cells, organisms, populations, ecosystems, or processes that affect aquatic systems. The journal seeks to amplify, modify, question, or redirect accumulated knowledge in the field of fisheries and aquatic science. Occasional supplements are dedicated to single topics or to proceedings of international symposia.
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