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...
| Udgivet i: | ACM transactions on mathematical software. 27, 1 (2001). |
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| Format: | Article |
| Sprog: | English |
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