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

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dc.contributorGraduate Program in Mathematics.
dc.contributor.advisorIşlak, Ümit.
dc.contributor.advisorBaydoğan, Mustafa Gökçe.
dc.contributor.authorDağıdır, Can Hakan.
dc.date.accessioned2023-10-15T11:13:21Z
dc.date.available2023-10-15T11:13:21Z
dc.date.issued2022
dc.description.abstractCovariance 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.format.pagesix, 43 leaves
dc.identifier.otherMATH 2022 D34
dc.identifier.urihttps://digitalarchive.library.bogazici.edu.tr/handle/123456789/19896
dc.publisherThesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2022.
dc.subject.lcshAnalysis of covariance.
dc.titleCovariance estimation of spatio-temporal random variables with kronecker product based models

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