An Autoregressive Model for Time Series of Circular Data

被引：3

作者：

Artes, Rinaldo ^{[1
]}

Toloi, Clelia M. C. ^{[2
]}

机构：

[1] Insper Inst Educ & Res, Sao Paulo, Brazil

[2] IME USP, Sao Paulo, Brazil

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2010年 / 39卷 / 01期

基金：

巴西圣保罗研究基金会;

关键词：

Autoregressive models; Circular data; Circular mean; von Mises distribution;

D O I：

10.1080/03610920802650338

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：186 / 194

页数：9

共 50 条

[41] Models for circular data from time series spectra
Taniguchi, Masanobu
Kato, Shogo
Ogata, Hiroaki
Pewsey, Arthur
JOURNAL OF TIME SERIES ANALYSIS, 2020, 41 (06) : 808 - 829
[42] Modeling a nonlinear process using the exponential autoregressive time series model
Xu, Huan
Ding, Feng
Yang, Erfu
NONLINEAR DYNAMICS, 2019, 95 (03) : 2079 - 2092
[43] Multiple-index approach to multiple autoregressive time series model
Park, Jin-Hong
STATISTICS AND COMPUTING, 2013, 23 (02) : 201 - 208
[44] SPARSE AUTOREGRESSIVE MODEL ESTIMATION FOR LEARNING GRANGER CAUSALITY IN TIME SERIES
Songsiri, Jitkomut
2013 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2013, : 3198 - 3202
[45] DAMNETS: A Deep Autoregressive Model for Generating Markovian Network Time Series
Clarkson, Jase
Cucuringu, Mihai
Elliott, Andrew
Reinert, Gesine
LEARNING ON GRAPHS CONFERENCE, VOL 198, 2022, 198
[46] A multinomial autoregressive model for finite-range time series of counts
Zhang, Jie
Wang, Dehui
Yang, Kai
Xu, Yanju
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2020, 207 : 320 - 343
[47] PREDICTION OF MULTIVARIATE TIME-SERIES BY AUTOREGRESSIVE MODEL-FITTING
LEWIS, R
REINSEL, GC
JOURNAL OF MULTIVARIATE ANALYSIS, 1985, 16 (03) : 393 - 411
[48] Multiple-index approach to multiple autoregressive time series model
Jin-Hong Park
Statistics and Computing, 2013, 23 : 201 - 208
[49] An autoregressive model for analysis of ice sheet elevation change time series
Ferguson, AC
Davis, CH
Cavanaugh, JE
IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING, 2004, 42 (11): : 2426 - 2436
[50] A Smooth Transition Autoregressive Model for Matrix-Variate Time Series
Bucci, Andrea
COMPUTATIONAL ECONOMICS, 2025, 65 (01) : 429 - 458

← 1 2 3 4 5 →