Time Series Analysis and Forecasting Using Complex Variables
Complex Correlation Function Estimation
Correlation, Variance and Covariance (Matrices) for complex variables
Complex Linear Model
Functions that transform real and imaginary parts of a complex variabl...
Complex Normal Distribution
Functions to manipulate complex variables and matrices
Scatterplots for complex variables
Functions scale real and imaginary parts of a complex variable
Function calculates inverse of matrix of complex variables
Implements the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov & Svetunkov (2024) <doi: 10.1007/978-3-031-62608-1>.