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Time Series Analysis and Models by Trịnh Tâm is a document available to read on EtoBox.
What is Time Series Analysis and Models about?
The document discusses various statistical models for time series analysis, including white noise, moving averages, autoregressions, and random walks. White noise refers to uncorrelated random variables with constant mean and variance. Moving averages replace values with local averages to smooth out noise. Autoregressions model a time series as a function of prior values using an equation. Random walks model a time series as a cumulative sum of random movements, optionally including a drift term. Examples a
- Author
- Trịnh Tâm
- Language
- EN