Accession Number:

AD0485857

Title:

EXTENSIONS TO THEORY OF TIME SERIES ANALYSIS.

Descriptive Note:

Quarterly rept. no. 3, 1 Feb-30 Apr 66,

Corporate Author:

BROWN UNIV PROVIDENCE RI DIV OF APPLIED MATHEMATICS

Personal Author(s):

• Freiberger, Walter F.
• Adenstedt, Rolf

Report Date:

1966-05-01

Pagination or Media Count:

5.0

Abstract:

We consider a stationary stochastic process X sub t t 0,1,... based upon the presence of weather regimes in which the regime indices K sub t t 0,1,... form a finite-state stationary ergodic first-order Markov chain. The probabilistic problem was considered in previous reports. Here, we now consider the problem of estimating the transition matrix P p sug ij 1 or i,j or N when N and the finite-dimensional joint distribution functions of the X-process are known. Author

Descriptors:

• (*STOCHASTIC PROCESSES
• METEOROLOGICAL PHENOMENA)
• PROBABILITY
• DISTRIBUTION FUNCTIONS
• SERIES(MATHEMATICS)
• THEORY
• MATRICES(MATHEMATICS)
• STATISTICAL PROCESSES
• TIME
• WEATHER FORECASTING

Subject Categories:

• Meteorology
• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE