Refereed Papers with Preprints & Supplements

1.      A. I. McLeod (2016). Book Review for "Models for Dependent Time Series" by Granville Tunnicliffe Wilson, Marco Reale and John Haywood Published by CRC Press, 2016. Total number of pages: 323. ISBN 978-1-58488-650-1. Journal of Time Series Analysis, online: 28 JUN 2016 | DOI: 10.1111/jtsa.1220  Reprint

2.      Leanna M. King, Ian McLeod and Slobodan P. Simonovic (2015). Improved weather generator algorithm for multisite simulation of precipitation and temperature. Journal of the American Water Resources Association, Volume 51, Issue 5, p. 1305-1320. Reprint

3.      Chrysi Bogiatzi, Daniel G. Hackam, A. Ian McLeod, and J. David Spence (2014). Secular Trends in Ischemic Stroke Subtypes and Stroke Risk Factors, Stroke 2014, 45: 3208-3221.  Reprint

4.      Bogiatzi C., Wannarong T., McLeod A.I., Heisel M.B., Hackam D. Spence J.D. (2014). SPARKLE (Subtypes of Ischaemic Stroke Classification System), Incorporating Measurement of Carotid Plaque Burden: A New Validated Tool for the Classification of Ischemic Stroke Subtypes, Neuroepidemiology 42:243-251.  ReprintReprint

5.      Leanna M. King,  A. Ian McLeod and Slobodan P. Simonovic (2014).  Simulation of historical temperatures using a multisite, multivariate block resampling algorithm with perturbation. Hydrological Processes, Volume 28, Issue 3, pp. 905-912.  Reprint

6.      Aizhan Meirambayeva, Evelyn Vingilis, A. Ian McLeod, Yoassry Elzohairy, Jinkun Xiao, Guangyong Zou and Yuanhao L. (2014). Road safety impact of Ontario street racing and stunt driving law, Accident Analysis & Prevention, Volume 71, October 2014, Pages 72–81. ReprintReprint

7.      McLeod, A. I. and  Hyukjun Gweon.  (2013). Optimal Deseasonalization for Geophysical Time Series. Journal of Environmental Statistics. Vol. 4, Issue 11, Apr 2013  Preprint.

8.      Zhang, Ying, Yu, H. and McLeod, A. I. (2013). Developments in Maximum Likelihood Unit Root Tests.  Communications in Statistics - Simulation and Computation. 42:5, 1088-1103. Reprint

9.      McLeod,  A. I., H. Yu and E. Mahdi (2012). Time Series Analysis with R. In Time Series Analysis: Methods and Applications, Chapter 23 (pp. 661-712) in Handbook in Statistics, Volume 30, Edited by T. S. Rao, S. S. Rao and C. R. Rao. ISBN: 978-0-444-53858-1. Elsevier.  Preprint & Online Appendix: .

10.  Leanna M. King, Sarah Irwin, Rubaiya Sarwar,  A. lan Mcleod, and Slobodan P, Simonovic  (2012). The Effects of Climate Change on Extreme Precipitation Events in the Upper Thames River Basin: A Comparison of Downscaling Approaches. Canadian Water Resources Journal, 37(3): 253-274, 10.4296/cwrj2011-938.

11.  Xu ChangJiang and McLeod, A. I. (2012). Further asymptotic properties of the generalized information criterion. Electronic Journal of Statistics 6, 656-663.

12.  Mahdi, E. and McLeod, A.I. (2012). Improved multivariate portmanteau diagnostic test.   Journal of Time Series Analysis 33/2, 211-222, DOI: 10.1111/j.1467-9892.2011.00752.x.

13.  Jain, Arsh,  Cuerden, Meaghan S, McLeod, Ian,  Hemmelgarn, Brenda, Akbari, Ayub, Tonelli, Marcello, Quinn, Rob R, Oliver, Matt J, Garg, Amit  (published prior to June 30, 2012) (2012). Reporting of the estimated glomerular filtration rate was associated with increased use of angiotensin-converting enzyme inhibitors and angiotensin-II receptor blockers in CKD. Kidney International doi: 10.1038/ki.2012.18.

14.  Jain, Arsh,  McLeod, Ian,  Huo, Cindy,  Cuerden, Meaghan,  Akbari, Ayub,  Tonelli, Marcello, van Walraven, Carl, Quinn, Rob R, Hemmelgarn, Brenda, Oliver, Matt J, Li, Ping, Garg, Amit  (2009). When laboratories report estimated glomerular filtration rates in addition to serum creatinines, nephrology consults increase. Kidney International, 76, 318-323. 

15.  McLeod, A.I. and Zhang, Ying (2008). Improved Subset Autoregression: With R Package.  Journal of Statistical Software 28/2 1-28.

16.  Vingilis, E.R.; McLeod, A.I.; Mann, R.E. and Seeley, J.F. (2008). A tale of two cities: the effect of extended drinking hours in licensed establishments on assaults and impaired driving offences. Traffic Injury Prevention, 9, 527-533.

17.  Lin, Jen-Wen and McLeod (2008). Portmanteau Tests for ARMA Models with Infinite Variance.  Journal of Time Series Analysis, 29, 600-617.  PreprintReprint

  1. A.I. McLeod andY. Zhang (2008), Faster ARMA maximum likelihood estimation, Computational Statistics & Data Analysis, 52-4, 2166-2176.   Preprint  DOI link: Web Supplement
  2. McLeod, A.I and Vingilis, E. (2008). Power Computations in Time Series Analyses for Traffic Safety Interventions. Accident Analysis & Prevention, 40, 1244-1248.  Preprint PDF Online power calculator. Also available online at PubMed Central: 
  3. McLeod, A.I., Yu, Hao and Krougly, Z. (2007).  Algorithms for Linear Time Series Analysis: With R Package.  Journal of Statistical Software  23/5 1-26.    CRAN:ltsa  CRAN:FGN
  4. Vingilis, E., McLeod, A.I., Stoduto, G., Seeley, J. and Mann, R.E. (2007). Impact of Extended Drinking Hours in Ontario on Motor Vehicular Collision and Non-Motor Vehicular Collision Injuries. Journal of Studies on Alcohol and Drugs  68/6, 905--912. Preprint. Javascript Power Calculator
  5. J.-W. Lin and McLeod, A.I. (2006).  Improved Pena-Rodriguez Portmanteau Test.  Computational Statistics and Data Analysis, 51, 1731-1738. Reprint
  6. McLeod, A.I. and Zhang, Y. (2006).  Partial autocorrelation parameterization for subset autoregression.  Journal of Time Series Analysis, 27, 599-612.  Reprint.
  7. Zhang, Y. and McLeod, A.I. (2006).  Fitting MA(q) Models in the Closed Invertible Region, Statistics and Probablity Letters, 76, 1331-1334 Preprint. Reprint
  8. Zhang, Y. and McLeod, A.I. (2006), Computer Algebra Derivation of the Bias of Burg Estimators, Journal of Time Series Analysis 27, 157-165.   PDF  Webpage Reprint
  9. Vingilis, E., McLeod, A.I., Seeley, J., Mann, R., Voas, R. and Compton, C. (2006), The Impact of Ontario, Canada’s Extended Drinking Hours on Cross-Border Cities of Windsor and Detroit,  Accident Analysis and Prevention 38, 63-70.  PDF.
  10. McLeod, A.I. and Vingilis, E.R. (2005), Power Computations for Intervention Analysis, Technometrics. 47, 174-180.    ReprintCompanion Webpage The manuscript NIHMS51329 "Power Computations for Intervention Analysis" has been loaded into PubMed Central and made available for public access:
  11. Kajitani, Y., Hipel, K.W. and McLeod, A.I. (2005),  Forecasting Nonlinear Time Series with Feed-Forward Neural Networks: A Case Study of Canadian Lynx Data, Journal of Forecasting. 24, 105--117.   PDF 
  12. Vingilis, E., McLeod, A.I.,  Seeley, J., Mann, R.E., Stoduto, G., Compton, C.,  Beirness, D. (2005), Road Safety Impact of Extended Drinking Hours in Ontario, Accident Analysis and Prevention. 37, 547-556.  PDF  HTML
  13. McLeod, A.I., Zhang, Y. and Yu, H. (2003).  Multiple Choice Randomization,  Journal of Statistics Education, Volume 11, Number 1,
  14. McLeod, A.I. and Provost, S.P. (2001).  Multivariate Data Visualization in Encyclopedia of Environmetrics, pp.1333-1344.  Edited by Abdel El-Shaarawi and Walter Piegorsch. New York: Wiley. PDF    PDF-Notebook
  15. McLeod, A.I. and Quenneville, B. (2001), Mean likelihood estimators.  Statistics and Computing 11, 57-65.  Electronic Supplements.    PDF  Reprint
  16. McLeod, A.I. (1999), Necessary and sufficient condition for nonsingular Fisher information matrix in ARMA and fractional ARMA models.  The Americian Statistician 53, 71-72. Software   PDF
  17. McLeod, A.I. (1999), Improved spread-location visualization.  Journal of Graphical and Computational Statistics  8, 135-141.  Software   PDF       Mathematica Notebook
  18. McLeod, A.I., (1996), Diagnostic checking for monotone spread. Computational Statistics and Data Analysis 26, 437-443.    Summary    Software  PDF File
  19. McLeod, A.I. (1998), Hyperbolic decay time series.  The Journal of Time Series Analysis 19, 473-484. PDF
  20. McLeod, A.I. & Hipel, K.W. (1995), Exploratory spectral analysis of hydrological time series, Journal of Stochastic Hydrology and Hydraulics 9, 171-205. PDF
  21. Valz, P., McLeod, A.I. & Thompson, M.E., (1995), Cumulant generating function and tail probability approximations for Kendall's score with tied rankings, Annals of Statistics 23, 144-160. PDF.
  22. McLeod, A.I. (1994) Diagnostic Checking Periodic Autoregression Models with Application, The Journal of Time Series Analysis 15, 221-233. Addendum, Journal of Time Series Analysis 16, p.647-648.    PDF
  23. McLeod, A.I., (1993), Parsimony, model adequacy and periodic correlation in forecasting time series, International Statistical Review 61, 387-393.   PDF
  24. McLeod, A.I. (1993), A note on ARMA model parameter redundancy, The Journal of Time Series Analysis 14, 207-208.   PDF
  25. Kheoh, T.S. & McLeod, A.I. (1992), Comparison of two modified portmanteau tests for model adequacy, Computational Statistics and Data Analysis 14, 99-106.
  26. McLeod, A.I., Hipel, K.W. & Bodo, B. (1991), Trend analysis methodology for water quality time series, Envirometrics 2, 169-200.
  27. Valz, P.D. & McLeod, A.I. (1990), A simplified derivation of the variance of Kendall's tau, The American Statistician 44, 39--40.   PDF
  28. Camacho, F., McLeod, A.I. & Hipel, K.W. (1987), Contemporaneous bivariate time series, Biometrika 74, 103-113.  PDF
  29. Hipel, K.W. & McLeod, A.I. (1989), Intervention Analysis in Environmental Engineering,  Environmental Monitoring and Assessment, 12, 185--201.
  30. Jimenez, C., McLeod, A.I. & Hipel, K.W. (1989), Kalman filter estimation of periodic autoregressive-moving average models, Journal of Stochastic Hydrology and Hydraulics, 3,227-240.
  31. Kheoh, T.S. & McLeod, A.I. (1989), On the forecast error variance of fitted time series models, Pakistan Journal of Statistics, 5(3) B, 239-243.
  32. Hipel, K.W., McLeod, A.I. & Weiler, R.R. (1988), Data analysis of water quality time series in Lake Erie, Water Resources Bulletin 24,  533-544. PDF
  33. McLeod, A.I. (1987). Simple Random Sampling in Encyclopedia of Statistical Sciences, Volume 7, ed. S. Kotz, N.L. Johnson & C.B. Read. Wiley: New York.
  34. Camacho, F., McLeod, A.I. &  Hipel, K.W. (1987),  Multivariate contemporaneous ARMA models with application to hydrology,  Stochastic Hydrology and Hydraulics, V.1, pp.141--154.  PDF
  35. Li, W.K. & McLeod, A.I. (1987).  ARMA modelling with non-Gaussian innovations,  Journal of Time Series Analysis, V.9,  pp.155--168. PDF
  36. Noakes, D.J., Hipel, K.W. & McLeod, A.I. (1987).  Forecasting experiments with annual geophysical time series,  The International Journal of Forecasting, V.4, pp.103--115.
  37. McLeod, A.I., Noakes, D.J., Hipel, K.W. & Thompstone, R.M. (1987), Combining hydrologic forecasts, Water Resources Planning and Management (ASCE) 113, 29-41.  PDF
  38. Thompstone, R.M., Hipel, K.W. & McLeod, A.I. (1986), Powerhouse Inflow Forecasting, International Journal of Hydroelectric Energy,  4,  289--298.
  39. Li, W.K. & McLeod, A.I. (1986), Fractional time series modelling, Biometrika 73, 217--221.   PDF
  40. Noakes, D.J., McLeod, A.I. & Hipel, K.W. (1985), Forecasting seasonal hydrological time series, The International Journal of Forecasting 1, 179-190.  PDF
  41. McLeod, A.I. & Jiménez, C. (1984), Nonnegative definiteness of the sample autocorrelation function, The American Statistician, 38, p.297.   PDF
  42. McLeod, A.I. (1984), Duality and other properties of multiplicative autoregressive-moving average models, Biometrika 71, 207-211.  PDF
  43. McLeod, A.I. & Li, W.K. (1983), Diagnostic checking ARMA time series models using squared-residual autocorrelations, Journal of Time Series Analysis 4, 269-273.    PDF
  44. McLeod, A.I., Hipel, K.W. & Camacho, F. (1983), Trend assessment of water quality time series, Water Resources Bulletin, 19 537-547.  PDF
  45. McLeod, A.I. & Sales, P.R.H. (1983), An algorithm for approximate likelihood calculation of ARMA and seasonal ARMA models, Applied Statistics 32, 211-223.  PDF
  46. McLeod, A.I. & Bellhouse, D.R. (1983), A convenient algorithm for drawing a simple random sample, Applied Statistics 32, 182-184. Summary    PDF
  47. Thompstone, R.M., Hipel, K.W. \& McLeod, A.I. (1983).  Transfer function noise modelling for powerhouse inflow forecasting.  INFOR 21, 258-269.
  48. Li, W.K. & McLeod, A.I. (1981), Distribution of the residual autocorrelation in multivariate ARMA time series models, Journal of the Royal Statistical Society B 43, 231-239.  PDF
  49. Baracos, P.C., Hipel, K.W. & McLeod, A.I. (1981).   Modelling hydrological time series from the Arctic. Water Resources Bulletin, V.17, pp.414--422.
  50. Hipel, K.W., Lettenmaier, D.P. \& McLeod, A.I. (1979).  Assessment of environmental impact, Part 1, Intervention analysis.   Environmental Management, V.2, pp.529--535. 
  51.  Lettenmaier, D.P., Hipel, K.W. \& McLeod, A.I. (1979).  Assessment of environmental impact, Part 2, Data collection.  Environmental Management, V.2, pp.537--554.
  52. McLeod, A.I. (1979), Distribution of the residual cross correlations in univariate ARMA time series models, Journal of the American Statistical Association 74, 849-855.   PDF
  53. McLeod, A.I. (1978), On the distribution and applications of residual autocorrelations in Box-Jenkins modelling, Journal of the Royal Statistical Society B 40, 296-302.    PDF
  54. McLeod, A.I. & Hipel, K.W. (1978), Simulation procedures for Box-Jenkins models, Water Resources Research 14, 969-975. Appendix Containing Fortran Code for WASIM.   PDF
  55. McLeod, A.I. & Hipel, K.W. (1978), Preservation of the rescaled adjusted range, Part 1, A reassessment of the Hurst phenomenon, Water Resources Research 14, 491-508.  PDF
  56. Hipel, K.W. & McLeod, A.I. (1978), Preservation of the rescaled adjusted range, Part 2, Simulation studies using Box-Jenkins models, Water Resources Research 14, 509-516.  PDF
  57. Hipel, K.W., McLeod, A.I. & Lennox, W.C. (1977). Advances in Box-Jenkins modelling, Part 1, Theory. Water Resources Research, V.13, pp.567--575. PDF
  58. McLeod, A.I., Hipel, K.W. & Lennox, W.C. (1977).  Advances in Box-Jenkins modelling, Part 2, Applications.  Water Resources Research, V.13, pp.576--586.  PDF
  59. Hipel, K.W., McLeod, A.I. & McBean,  E.A. (1977).  Stochastic modelling of the effects of reservoir operation.  Journal of Hydrology, V.32, pp.99--113.
  60. McLeod, A.I. (1977), Improved Box-Jenkins estimators, Biometrika 64, 531-534.  PDF
  61. Hipel, K.W., McLeod, A.I. & McBean, E.A. (1977). Stochastic modelling of the effects of reservoir operation''.  Journal of Hydrology  32, 99-113.
  62. Thompson, M.E. & McLeod, A.I. (1976), The effects of economic variables upon the demand for cigarettes in Canada, The Mathematical Scientist, 1, 121-132.  PDF
  63. Hipel, K.W., Lennox, W.C., Unny, T.E. & McLeod, A.I. (1975).  Intervention analysis in water resources.  Water Resources Research, V.11, pp.855--861.