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