Prediction of Multivariate Time SeriesSource: Journal of Applied Meteorology:;1964:;volume( 003 ):;issue: 003::page 285Author:Jones, Richard H.
DOI: 10.1175/1520-0450(1964)003<0285:POMTS>2.0.CO;2Publisher: American Meteorological Society
Abstract: A method of linear prediction of stationary multivariate time series is discussed from the point of view of meteorological applications. Tests of significance are given and it is shown by examples that the method is practical even when the dimensionality of the series becomes quite large.
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| contributor author | Jones, Richard H. | |
| date accessioned | 2017-06-09T16:36:25Z | |
| date available | 2017-06-09T16:36:25Z | |
| date copyright | 1964/06/01 | |
| date issued | 1964 | |
| identifier issn | 0021-8952 | |
| identifier other | ams-7082.pdf | |
| identifier uri | http://onlinelibrary.yabesh.ir/handle/yetl/4212645 | |
| description abstract | A method of linear prediction of stationary multivariate time series is discussed from the point of view of meteorological applications. Tests of significance are given and it is shown by examples that the method is practical even when the dimensionality of the series becomes quite large. | |
| publisher | American Meteorological Society | |
| title | Prediction of Multivariate Time Series | |
| type | Journal Paper | |
| journal volume | 3 | |
| journal issue | 3 | |
| journal title | Journal of Applied Meteorology | |
| identifier doi | 10.1175/1520-0450(1964)003<0285:POMTS>2.0.CO;2 | |
| journal fristpage | 285 | |
| journal lastpage | 289 | |
| tree | Journal of Applied Meteorology:;1964:;volume( 003 ):;issue: 003 | |
| contenttype | Fulltext |