6533b862fe1ef96bd12c6089

RESEARCH PRODUCT

Temporal aggregation in chain graph models

Pilar SanmartínJuan FerrándizEnrique Castillo

subject

Statistics and ProbabilityApplied MathematicsVoltage graphDirected graphStrength of a graphTopologyGraph (abstract data type)Statistics Probability and UncertaintyNull graphGraph propertyAlgorithmComplement graphMathematicsofComputing_DISCRETEMATHEMATICSMoral graphMathematics

description

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.

yearjournalcountryeditionlanguage
2005-07-01Journal of Statistical Planning and Inference
https://doi.org/10.1016/j.jspi.2004.03.012