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...
| 出版年: | ACM transactions on mathematical software. 27, 1 (2001). |
|---|---|
| 第一著者: | |
| その他の著者: | |
| フォーマット: | 論文 |
| 言語: | English |
| 主題: |