An Autoregressive Model for Time Series of Circular Data |
| |
Authors: | Rinaldo Artes Clelia M. C. Toloi |
| |
Affiliation: | 1. Insper Institute of Education and Research , S?o Paulo , Brazil rinaldoa@isper.org.br;3. IME-USP , S?o Paulo , Brazil |
| |
Abstract: | This article focuses on estimating an autoregressive regression model for circular time series data. Simulation studies have shown the difficulties involved in obtaining good estimates from low concentration data or from small samples. It presents an application using real data. |
| |
Keywords: | Autoregressive models Circular data Circular mean von Mises distribution |
|