Time series valued experimental designs: A review

A review is given of the literature on time-series valued experimental designs. Most of this literature is divided into two categories depending upon the factor status of the time variable. In one category, time is an experimental factor, and in the other it is a non-specific factor and enters the design in the context of replications. Analyses in both the time and frequency domain are reviewed. Signal detection models, Bayesian methods and optimal designs are surveyed. A discussion is also presented of application areas which include field trials and medical experiments. A main theme of the literature is that application of standard F-tests to highly correlated data can be misleading. A bibliography of relevant publications from 1949 onward is presented.