Covariance estimation of spatio-temporal random variables with kronecker product based models

dc.contributor	Graduate Program in Mathematics.
dc.contributor.advisor	Işlak, Ümit.
dc.contributor.advisor	Baydoğan, Mustafa Gökçe.
dc.contributor.author	Dağıdır, Can Hakan.
dc.date.accessioned	2023-10-15T11:13:21Z
dc.date.available	2023-10-15T11:13:21Z
dc.date.issued	2022
dc.identifier.other	MATH 2022 D34
dc.identifier.uri	http://digitalarchive.boun.edu.tr/handle/123456789/19896
dc.description.abstract	Covariance estimation is a widely studied topic. Due to the nature of many prob lems, high-dimensional Spatio-temporal scenarios are considered frequently. In some cases, the true covariance matrices are also expected to have a Kronecker product-based representation. Especially in wind speed analysis, the true covariance matrix can be as sumed to have spatial and temporal Kronecker factors. This thesis studies Kronecker product-based covariance estimation models. Also, a new Kronecker product-based method is proposed with experimentation results showing its performance.
dc.publisher	Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2022.
dc.subject.lcsh	Analysis of covariance.
dc.title	Covariance estimation of spatio-temporal random variables with kronecker product based models
dc.format.pages	ix, 43 leaves