autoregressive process वाक्य
उदाहरण वाक्य
मोबाइल
- This generalized inverse Wishart distribution has been applied to estimating the distributions of multivariate autoregressive processes.
- For higher-order autoregressive processes, the sample autocorrelation needs to be supplemented with a partial autocorrelation plot.
- By including lags of the order " p " the ADF formulation allows for higher-order autoregressive processes.
- Where \ alpha is a constant, \ beta the coefficient on a time trend and p the lag order of the autoregressive process.
- Thus data from an asymmetric tent map cannot be distinguished, using the autocorrelation function, from data generated by a first-order autoregressive process.
- Where " k " is the slope of the trend and u _ t is noise ( white noise in the simplest case; more generally, noise following its own stationary autoregressive process ).
- He made contributions in the areas of optimal filter banks, nonlinear phase extensions of discrete Walsh-Hadamard transform and discrete Fourier transform, principal component analysis of first-order autoregressive process, sparse approximation, financial signal processing and quantitative finance.
- A sequence { v _ n } will have the same autocorrelation function as will data from the first-order autoregressive process w _ { n + 1 } = ( 2a-1 ) w _ n + u _ { n + 1 } with { u _ n } independently and identically distributed.
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