Descriptive Analysis of Matrix-Valued Time-Series. G. Antille

Descriptive Analysis of Matrix-Valued Time-Series - G. Antille

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.