Time series in m-dimensions definition, problems and prospects: Time series in m-dimensions definition
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 p...
Gespeichert in:
Veröffentlicht in: | Communications in statistics. Simulation and computation 1980-01, Vol.9 (5), p.453-465 |
---|---|
1. Verfasser: | |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | 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. |
---|---|
ISSN: | 0361-0918 1532-4141 |
DOI: | 10.1080/03610918008812168 |