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Environmental time series interpolation based on Spartan random processes

✍ Scribed by Milan Žukovič; D.T. Hristopulos


Book ID
113478305
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
511 KB
Volume
42
Category
Article
ISSN
1352-2310

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Spartan random processes in time series
✍ M. Žukovič; D.T. Hristopulos 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 384 KB

A Spartan random process (SRP) is used to estimate the correlation structure of time series and to predict (interpolate and extrapolate) the data values. SRPs are motivated from statistical physics, and they can be viewed as Ginzburg-Landau models. The temporal correlations of the SRP are modeled in