Time Series Analysis of Circular Data
研究了单位二维向量形式测量值的时间序列建模与分析,推荐结合两类模型并利用标准时间序列算法,以风方向数据为例展示应用。
SUMMARY The paper considers the problem of modelling and analysing a time series of measurements which take the form of unit two-dimensional vectors. Several general classes of existing and new models are studied in terms of feasibility and flexibility. An approach is recommended which uses two of these classes, and which takes advantage of several standard time series algorithms that are available in modern software packages. An application is given to the analysis of a series of data on wind directions.