Moving Average Models--Time Series in M-Dimensions.

reportActive / Technical Report | Accession Number: ADA054585 | Open PDF

Abstract:

Stochastic models for discrete time series in the time domain are well known but such models lack consideration of spatial dependency. We expand on their work by constructing spatially depending moving average models. Definitions of order, stationarity, invertibility, autocorrelation function, and spectrum are made as natural extensions of those in zero dimensions and are implemented in the one and two-space dimensional models. Author

Author(s):
Voss, D. A. ; Oprian, C. A. ; Aroian, L. A.
Author Organization(s):
UNION COLL SCHENECTADY N Y INST OF ADMINISTRATION AND MANAGEMENT
Descriptive Note:
Technical rept.,
Pagination:
0027

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
AES-7802
Contract/Grant Number(s):
N00014-77-C-0438
 Subject Terms
Joint Capability Areas:
JCA_6.3.3_Spectrum Management; JCA_6.3_Net Management; JCA_6_Net Centric; JCA_1.2_Force Preparation; JCA_1_Force Support; JCA_1.2.3_Educating; JCA_5_Command and Control; JCA_3.2_Engagement; JCA_3_Force Application; JCA_5.3_Planning
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
*MATHEMATICAL MODELS, *TIME SERIES ANALYSIS, SPATIAL DISTRIBUTION, STOCHASTIC PROCESSES, AUTOCORRELATION, POWER SPECTRA, REGRESSION ANALYSIS, STATIONARY, DISCRETE DISTRIBUTION, INVERSION
Field(s)/Group(s):
Statistics and Probability
Report Date:
1978 Jan 15