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 : MAY 1966

Pagination or Media Count : 5

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