论文标题
随机矩阵时间序列
Random Matrix Time Series
论文作者
论文摘要
在本文中，提出了带有系数的时间序列模型，该模型提出了从随机矩阵集合中获取值的时间序列模型。形式定义，理论解决方案和统计特性得出了。与示例讨论了随机矩阵时间序列的估计和预测方法。最后，建议在结尾提出时间序列模型的随机矩阵微分方程和潜在应用。
In this paper, a time series model with coefficients that take values from random matrix ensembles is proposed. Formal definitions, theoretical solutions, and statistical properties are derived. Estimation and forecast methodologies for random matrix time series are discussed with examples. Random matrix differential equations and potential applications of the time series model are suggested at the end.
