Estimation of parameters and eigenmodes of multivariate autoregressive models.
Dynamical characteristics of a complex system can often be inferred from analysis of a stochastic time series model fitted to observations of the system. Oscillations in geophysical systems, for example, are sometimes characterized by principal oscillation patterns, eigenmodes of estimated autoregre...
| Publicado no: | ACM transactions on mathematical software. 27, 1 (2001). |
|---|---|
| Autor principal: | |
| Outros Autores: | |
| Formato: | Artigo |
| Idioma: | English |
| Assuntos: |