Some Simple Examples of Time Series in M Dimensions: An Introduction.
Abstract
Some simple theoretical examples of time series in m dimensions, their main properties, estimation, and forecasting are given. These are generalizations of the usual time series to events in both time and space. How these models may be simulated is explained. One practical example of flooding on the Mohawk River is given. Included are new results in forecasting; the regions for permissible values of the autocorrelation and cross correlations; and methods for obtaining these correlations. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 25, 1980
- Accession Number
- ADA091733
Entities
People
- Leo A. Aroian
- Vidya Taneja
Organizations
- Union College