Statistical Models for Time Series of Circular Data
| Project/Area Number |
20740065
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | The Institute of Statistical Mathematics |
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Principal Investigator |
KATO Shogo The Institute of Statistical Mathematics, 数理・推論研究系, 助教 (60468535)
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| Project Period (FY) |
2008 – 2009
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| Project Status |
Completed (Fiscal Year 2009)
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| Budget Amount *help |
¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2009: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2008: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
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| Keywords | 統計数学 / 確率過程 / マルコフ過程 / 円周上のデータ / 非対称分布 / 自己回帰過程 |
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| Research Abstract |
Data which can be expressed as sets of observations on the circle arise in a number of areas of applications such as meteorology and biology. On occasions, circular observations appear in a time series context. For instance, a series of wind directions measured hourly at a weather station can be considered an example of time series of circular data. Another example is a time series of directions of movements of migratory birds observed in biology. For the modeling of such data, we have proposed some statistical models and investigated their properties. Applications of the models have been given. It has been shown that the presented models provide better fits to some data than the well-known existing processes.
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Report
(3 results)
Research Products
(42 results)
