Accession Number : AD0609369
Title : EXTENSIONS TO THEORY OF TIME-SERIES ANALYSIS.
Descriptive Note : Quarterly rept. no. 9, 1 Aug-31 Oct 64,
Corporate Author : BROWN UNIV PROVIDENCE R I
Personal Author(s) : Freiberger,Walter
Report Date : 31 OCT 1964
Pagination or Media Count : 8
Abstract : During the quarter, various questions of meterological prediction have been considered. One of the difficulties of applying known techniques of statistical analysis of random processes to meteorological problems is that the processes occuring in such applications cannot be considered spatially stationary. Let us consider an idealized example. In the dynamical statistical approach one is concerned with random solutions of differential equations. The initial values of the solution u(x,t) were assumed to be u(x,o) = v(x). In a typical meteorological situation, the values of the meteorological quantities are observed at a sequence of weather-stations. So it is assumed that v(x) is observed at a sequence of points x = x sub m. To solve the prediction problem, the initial field is obtained by interpolating between the values v(x) sub m. v(x) is estimated by that linear combination of the observed stochastic variables which has the smallest mean square error.
Descriptors : (*STATISTICAL ANALYSIS, THEORY), (*SERIES(MATHEMATICS), TIME), (*STATISTICAL PROCESSES, METEOROLOGY), (*PROBABILITY, WEATHER FORECASTING), MATHEMATICAL PREDICTION, CORRELATION TECHNIQUES, STOCHASTIC PROCESSES, MATRICES(MATHEMATICS), VECTOR ANALYSIS
Distribution Statement : APPROVED FOR PUBLIC RELEASE