EXTENSIONS TO THEORY OF TIME-SERIES ANALYSIS.
Abstract
During the quarter, various questions of meterological prediction have been considered. One of the difficulties of applying known techniques of statistical analysis of random processes to meteorological problems is that the processes occuring in such applications cannot be considered spatially stationary. Let us consider an idealized example. In the dynamical statistical approach one is concerned with random solutions of differential equations. The initial values of the solution u(x,t) were assumed to be u(x,o) = v(x). In a typical meteorological situation, the values of the meteorological quantities are observed at a sequence of weather-stations. So it is assumed that v(x) is observed at a sequence of points x = x sub m. To solve the prediction problem, the initial field is obtained by interpolating between the values v(x) sub m. v(x) is estimated by that linear combination of the observed stochastic variables which has the smallest mean square error.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 31, 1964
- Accession Number
- AD0609369
Entities
People
- Walter Freiberger
Organizations
- Brown University