Descriptive Analysis of Matrix-Valued Time-Series. G. Antille

Математика. Прикладная эконометрика. Научные статьи

Название
Descriptive Analysis of Matrix-Valued Time-Series
Автор:
G. Antille
Серия:
Прикладная эконометрика. Научные статьи
Жанр:
Математика
Год выпуска:
2007
isbn:
Аннотация:
In this article we present a technique of data analysis applied to three-dimensional tables as, for instance, matrix-valued time-series. The main goal of the method is to describe the evolution of the statistical units with respect to time in a space summarizing the set of matrices. Moreover, our technique points out similar statistical units provided by a classification of their trajectories.