Time series in m-dimensions definition, problems and prospects
作者:
Leo A. Aroian,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1980)
卷期:
Volume 9,
issue 5
页码: 453-465
ISSN:0361-0918
年代: 1980
DOI:10.1080/03610918008812168
出版商: Marcel Dekker, Inc.
关键词: stationarity;spatial correlation;space-time correlations;moving average models;autoregressive models;spacetime examples
数据来源: Taylor
摘要:
We define time series in m dimensions x, as follows: the observed variable z depends on and similarly n time series in m variables where f(x,t) and x are vectors. This is the discrete case. The continuous case is similar. Distinction is made between m time series in zero dimension, at a particular point x, and one time series in m dimensions.
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