Notebooks

Spatial-Temporal Statistics

20 Jul 2022 11:44

That is, statistics for random variables spread out in space and evolving in time; this is not quite the intersection of time series and spatial statistics...

This notebook is currently grossly undersupplied with recommendations, but I don't have time at the moment to add more. Soon, with any luck...

To look into: parts of the applied math community seem to be very into "dynamic mode decompositions"; from what I can tell, this just means ignoring the actual dynamics to fit a big VAR(1), and then prophesying upon the eigenvectors. Is there more to it?

See also: Cellular Automata; Factor Models for High-Dimensional Time Series and Spatio-Temporal Data; Interacting Particle Systems; Pattern Formation; Point Processes; Synchronization


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