IDEAS home Printed from https://ideas.repec.org/a/bla/jorssb/v72y2010i5p655-672.html
   My bibliography  Save this article

A Markov process for circular data

Author

Listed:
  • Shogo Kato

Abstract

Summary. We propose a discrete time Markov process which takes values on the unit circle. Some properties of the process, including the limiting behaviour and ergodicity, are investigated. Many computations associated with this process are shown to be greatly simplified if the variables and parameters of the model are represented in terms of complex numbers. A further discussion is given on some submodels, in particular on the stationary process. The proposed model is compared with some existing Markov processes for circular data. Some statistical issues of the model, such as statistical inference, model selection and diagnostic checks, are considered. Finally, an application of the model to wind direction data is provided.

Suggested Citation

  • Shogo Kato, 2010. "A Markov process for circular data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(5), pages 655-672, November.
  • Handle: RePEc:bla:jorssb:v:72:y:2010:i:5:p:655-672
    DOI: 10.1111/j.1467-9868.2010.00748.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9868.2010.00748.x
    Download Restriction: no

    File URL: https://libkey.io/10.1111/j.1467-9868.2010.00748.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. M. Jones, 2004. "The Möbius distribution on the disc," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(4), pages 733-742, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Fatemeh Hassanzadeh, 2021. "A smoothing spline model for multimodal and skewed circular responses: Applications in meteorology and oceanography," Environmetrics, John Wiley & Sons, Ltd., vol. 32(2), March.
    2. Fangpo Wang & Alan E. Gelfand, 2014. "Modeling Space and Space-Time Directional Data Using Projected Gaussian Processes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(508), pages 1565-1580, December.
    3. Jan Beran & Sucharita Ghosh, 2020. "Estimating the Mean Direction of Strongly Dependent Circular Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(2), pages 210-228, March.
    4. Xiaoping Zhan & Tiefeng Ma & Shuangzhe Liu & Kunio Shimizu, 2018. "Markov-Switching Linked Autoregressive Model for Non-continuous Wind Direction Data," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(3), pages 410-425, September.
    5. Toshihiro Abe & Hiroaki Ogata & Takayuki Shiohama & Hiroyuki Taniai, 2017. "Circular autocorrelation of stationary circular Markov processes," Statistical Inference for Stochastic Processes, Springer, vol. 20(3), pages 275-290, October.
    6. Manolopoulou, Ioanna & Kepler, Thomas B. & Merl, Daniel M., 2012. "Mixtures of Gaussian wells: Theory, computation, and application," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3809-3820.
    7. Louis-Paul Rivest & Thierry Duchesne & Aurélien Nicosia & Daniel Fortin, 2016. "A general angular regression model for the analysis of data on animal movement in ecology," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(3), pages 445-463, April.
    8. Jan Beran & Britta Steffens & Sucharita Ghosh, 2022. "On nonparametric regression for bivariate circular long-memory time series," Statistical Papers, Springer, vol. 63(1), pages 29-52, February.
    9. Harvey, Andrew & Hurn, Stan & Palumbo, Dario & Thiele, Stephen, 2024. "Modelling circular time series," Journal of Econometrics, Elsevier, vol. 239(1).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Uesu, Kagumi & Shimizu, Kunio & SenGupta, Ashis, 2015. "A possibly asymmetric multivariate generalization of the Möbius distribution for directional data," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 146-162.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssb:v:72:y:2010:i:5:p:655-672. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.