Recent content by tonino1984
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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...- tonino1984
- Post #5
- Forum: Calculus and Beyond Homework Help
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Transition Matrix of Correlations
Hi there, any suggestion?- tonino1984
- Post #3
- Forum: Calculus and Beyond Homework Help
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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...- tonino1984
- Post #2
- Forum: Calculus and Beyond Homework Help
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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...- tonino1984
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- Matrix Transition Transition matrix
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- Forum: Calculus and Beyond Homework Help