Time series in m-dimensions definition,problems and prospects |
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Authors: | Leo A Aroian |
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Institution: | Union College and University , Institute of Administration and Management , Schenectady, N.Y, 12308 |
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Abstract: | 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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Keywords: | stationarity spatial correlation space-time correlations moving average models autoregressive models spacetime examples |
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