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