Discrete-time autoregressive model for unequally spaced time-series observations
نویسندگان
چکیده
منابع مشابه
Statictical Models for Unequally Spaced Time Series
Irregularly observed time series and their analysis are fundamental for any application in which data are collected in a distributed or asynchronous manor. We propose a theoretical framework for analyzing both stationary and non-stationary irregularly spaced time series. Our models can be viewed as extensions of the well known autoregression (AR) model. We provide experiments suggesting that, i...
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ژورنال
عنوان ژورنال: Astronomy & Astrophysics
سال: 2019
ISSN: 0004-6361,1432-0746
DOI: 10.1051/0004-6361/201935560