- differencing in time series
- Статистика: разность в анализе временных рядов
Универсальный англо-русский словарь. Академик.ру. 2011.
differencing in time series
Смотреть что такое "differencing in time series" в других словарях:
Time zone — Timezone and TimeZone redirect here. For other uses, see Time zone (disambiguation). Local time redirects here. For the mathematical concept, see Local time (mathematics). This article is about time zones in general. For a list of time zones by… … Wikipedia
Autoregressive fractionally integrated moving average — In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA ( autoregressive integrated moving average ) models by allowing non integer values of the differencing parameter and are… … Wikipedia
Stochastic drift — In probability theory, stochastic drift is the change of the average value of a stochastic (random) process. A related term is the drift rate which is the rate at which the average changes. This is in contrast to the random fluctuations about… … Wikipedia
Autoregressive integrated moving average — In statistics, an autoregressive integrated moving average (ARIMA) model is a generalisation of an autoregressive moving average or (ARMA) model. These models are fitted to time series data either to better understand the data or to predict… … Wikipedia
Predictive analytics — encompasses a variety of techniques from statistics and data mining that analyze current and historical data to make predictions about future events. Such predictions rarely take the form of absolute statements, and are more likely to be… … Wikipedia
Clive Granger — Clive W. J. Granger Keynesian economics Born September 4, 1934(1934 09 04) Swanse … Wikipedia
Recurrence relation — Difference equation redirects here. It is not to be confused with differential equation. In mathematics, a recurrence relation is an equation that recursively defines a sequence, once one or more initial terms are given: each further term of the… … Wikipedia
Current sea level rise — This article is about the current and future rise in sea level associated with global warming. For sea level changes in Earth s history, see Sea level#Changes through geologic time. Sea level measurements from 23 long tide gauge records in… … Wikipedia
Box-Jenkins — In econometrics, the Box Jenkins methodology, named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average ARMA or ARIMA models to find the best fit of a time series to past values of this time series, in… … Wikipedia
Box-Jenkins Model — A mathematical model designed to forecast data within a time series. The Box Jenkin model alters the time series to make it stationary by using the differences between data points. This allows the model to pick out trends, typically using… … Investment dictionary
Harry V. Roberts — (1923 2004), statistician, was a distinguished teacher and a pioneer in looking at the applications of Bayesian statistics to business decision making and in Total Quality Management.Roberts began teaching at the University of Chicago Graduate… … Wikipedia
