Special Analysis of Time Series Generated by Simulated Models

George S. Fishman, Philip J. Kiviat

ResearchPublished 1965

An application of spectral analysis to the study of time series using mathematical models known as covariance stationary stochastic processes, which are useful representations of autocorrelated time series. A discussion of the rationale, backgrounds, and basic ideas of the study is given. Three simulated experiments are presented as examples of how to apply spectral analysis. An application of spectral analysis to the study of time series using mathematical models known as covariance stationary stochastic processes, which are useful representations of autocorrelated time series. A discussion of the rationale, backgrounds, and basic ideas of the study is given. Three simulated experiments are presented as examples of how to apply spectral analysis. (See also RM-3789-PR.)

Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1965
  • Pages: 80
  • Document Number: RM-4393-PR

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Fishman, George S. and Philip J. Kiviat, Special Analysis of Time Series Generated by Simulated Models. Santa Monica, CA: RAND Corporation, 1965. https://www.rand.org/pubs/research_memoranda/RM4393.html.
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