Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525194 | Journal of Statistical Planning and Inference | 2005 | 25 Pages |
Abstract
The dependence structure of an observed process induced by temporal aggregation of a time evolving hidden spatial phenomenon is addressed. Data are described by means of chain graph models and an algorithm to compute the chain graph resulting from the temporal aggregation of a directed acyclic graph is provided. This chain graph is the best graph which covers the independencies of the resulting process within the chain graph class. A sufficient condition that produces a memory loss of the observed process with respect to its hidden origin is analyzed. Some examples are used for illustrating algorithms and results.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Juan Ferrándiz, Enrique F. Castillo, Pilar SanmartÃn,