autoregressive - integrated moving average process

autoregressive - integrated moving average process
процесс m авторегрессии - проинтегрированного скользящего среднего, АРПСС-процесс, процесс Бокса-Дженкинса

English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. . 1994.

Игры ⚽ Поможем решить контрольную работу

Смотреть что такое "autoregressive - integrated moving average process" в других словарях:

  • 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

  • Autoregressive moving average model — In statistics, autoregressive moving average (ARMA) models, sometimes called Box Jenkins models after the iterative Box Jenkins methodology usually used to estimate them, are typically applied to time series data.Given a time series of data X t …   Wikipedia

  • Autoregressive conditional heteroskedasticity — ARCH redirects here. For the children s rights organization, see Action on Rights for Children. In econometrics, AutoRegressive Conditional Heteroskedasticity (ARCH) models are used to characterize and model observed time series. They are used… …   Wikipedia

  • Time series — Time series: random data plus trend, with best fit line and different smoothings In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

  • Exponential smoothing — is a technique that can be applied to time series data, either to produce smoothed data for presentation, or to make forecasts. The time series data themselves are a sequence of observations. The observed phenomenon may be an essentially random… …   Wikipedia

  • Wold's theorem — This article is about the theorem as used in time series analysis. For an abstract mathematical statement, see Wold decomposition. In statistics, Wold s decomposition or the Wold representation theorem (not to be confused with the Wold theorem… …   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

  • Distribution mangagement system — SCADA systems have been a part of utility automation for at least 15 years and contributing to the decision making process of the control rooms. However, majority of the existing solutions are closely related to distribution network data… …   Wikipedia

  • List of mathematics articles (A) — NOTOC A A Beautiful Mind A Beautiful Mind (book) A Beautiful Mind (film) A Brief History of Time (film) A Course of Pure Mathematics A curious identity involving binomial coefficients A derivation of the discrete Fourier transform A equivalence A …   Wikipedia

  • List of probability topics — This is a list of probability topics, by Wikipedia page. It overlaps with the (alphabetical) list of statistical topics. There are also the list of probabilists and list of statisticians.General aspects*Probability *Randomness, Pseudorandomness,… …   Wikipedia


Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»