Descriptive Analysis of Matrix-Valued Time-Series

Descriptive Analysis of Matrix-Valued Time-Series

Gerard Antille

     

электронная книга



Дата выхода: февраль 2013
Размер файла: 104 Кб

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.