Recent content by tonino1984

  1. T

    Transition Matrix of Correlations

    Hi hgfalling, thanks for your reply. I've extrapolated several series from those matrix, ie a(1) at T0 then a(1) at T1 etc. to obtain an historical series, and I found that there's a sort of periodical trend in most series, like harmonical series. In fact it's a matrix of waves height, so it's...
  2. T

    Transition Matrix of Correlations

    Hi there, any suggestion?
  3. T

    Transition Matrix of Correlations

    Sorry for the bad explanation, I'm trying to do better: suppose you have a matrix doing like this (0.2 0.3 0.4) (0.1 0.1 0.5) (0.4 0.4 0.1) at time T0, where at time T1 it changes in (0.1 0.6 0.2) (0.4 0.2 0.1) (0.3 0.2 0.7) Suppose I've a lot of this hist matrices, how can I determine that...
  4. T

    Transition Matrix of Correlations

    Homework Statement Hi all, I've the following problem: I've a series of correlations matrices, suppose 15x15 matrix of correlations between waves heights. Giving an historical series of correlation values, how can I determine a model to establish that the next correlation matrix has a...
Back
Top