2012 Fiscal Year Final Research Report
A circular stochastic process with asymmetric errors
| Project/Area Number |
22740076
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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 統計数理研究所, 大学共同利用機関等の部局等, 助教 (60468535)
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| Project Period (FY) |
2010 – 2012
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| Keywords | 統計数学 / 円周上のデータ / 非対称分布 |
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| Research Abstract |
Time series of circular data arise in a number of scientific fields. For example, 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. In our study we have proposed a circular autoregressive process with asymmetric angular errors and investigated some properties of the proposed process. An application of the proposed model has been briefly discussed.
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