Descriptive Analysis of Matrix-Valued Time-Series. G. Antille
Descriptive Analysis of Matrix-Valued Time-Series
Год выпуска: 2007
Автор произведения: G. Antille
Серия: Прикладная эконометрика. Научные статьи
Жанр: Математика
Издательство: НОУ «МФПУ «Синергия»
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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.