TIME-SERIES ANALYSIS OF CIRCULAR DATA

被引：0

作者：

FISHER, NI ^{[1
]}

LEE, AJ ^{[1
]}

机构：

[1] UNIV AUCKLAND,AUCKLAND,NEW ZEALAND

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1994年 / 56卷 / 02期

关键词：

AUTOREGRESSIVE MOVING AVERAGE PROCESSES; CIRCULAR AUTOCORRELATION; EM ALGORITHM; MAXIMUM LIKELIHOOD; VONMISES DISTRIBUTION; WRAPPED NORMAL DISTRIBUTION;

D O I：

暂无

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：

The paper considers the problem of modelling and analysing a time series of measurements which take the form of unit two-dimensional vectors. Several general classes of existing and new models are studied in terms of feasibility and flexibility. An approach is recommended which uses two of these classes, and which takes advantage of several standard time series algorithms that are available in modern software packages. An application is given to the analysis of a series of data on wind directions.

引用

页码：327 / 339

页数：13

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