论文标题
常规多维固定时间序列
Regular multidimensional stationary time series
论文作者
论文摘要
本文的目的是为通用弱固定时间序列的规律性提供更简单,更可用的足够条件。同样,该条件用于显示如何通过较低的等级\ emph {常规}过程近似满足这些充分条件的规则过程。这些问题的相关性通过最近在许多领域中不断增加的高维数据的存在来表明,因此,低级过程和低级近似值变得越来越重要。此外,常规过程是完全受随机创新影响的过程,因此它们是理论和应用中的主要目标。
The aim of this paper is to give a simpler, more usable sufficient condition to the regularity of generic weakly stationary time series. Also, this condition is used to show how regular processes satisfying these sufficient conditions can be approximated by a lower rank \emph{regular} process. The relevance of these issues is shown by the ever increasing presence of high-dimensional data in many fields lately, and because of this, low rank processes and low rank approximations are becoming more important. Moreover, regular processes are the ones which are completely influenced by random innovations, so they are primary targets both in the theory and applications.