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