Search engine for discovering works of Art, research articles, and books related to Art and Culture
Javascript must be enabled to continue!
ARIMA Algebra
View through CrossRef
The goal of Chapter 2 is to derive the properties of common processes and, based on these properties, to develop a general scheme for classifying processes. Stationary processes includes white noise, moving average (MA), and autoregressive (AR) processes. MA and AR models can approximate mixed ARMA models. A lag or backshift operator is used to solve ARIMA models for time series observations or random shocks. Covariance functions are derived for each of the common processes.Maximum likelihood estimates are introduced for the purposes of estimating autoregressive and moving average parameters.
Oxford University Press
Title: ARIMA Algebra
Description:
The goal of Chapter 2 is to derive the properties of common processes and, based on these properties, to develop a general scheme for classifying processes.
Stationary processes includes white noise, moving average (MA), and autoregressive (AR) processes.
MA and AR models can approximate mixed ARMA models.
A lag or backshift operator is used to solve ARIMA models for time series observations or random shocks.
Covariance functions are derived for each of the common processes.
Maximum likelihood estimates are introduced for the purposes of estimating autoregressive and moving average parameters.
Related Results
Álgebra y Geometría
Álgebra y Geometría
El presente material es producto de la experiencia en cátedras del área Álgebra y cursos de ingreso y la previa elaboración de apuntes para Álgebra, Cálculo Numérico y Geometría An...
The Cohomology of Groups
The Cohomology of Groups
Abstract
This book presents an account of the theory of the cohomology ring of a finite group. The aim is to present a modern approach from the point of view of homo...
Topological Topics
Topological Topics
Professor Peter Hilton is one of the best known mathematicians of his generation. He has published almost 300 books and papers on various aspects of topology and algebra. The prese...
Álgebra Lineal con aplicaciones
Álgebra Lineal con aplicaciones
Este libro está pensado como texto para ser utilizado en la parte inicial de un curso, de duración semestral, sobre Álgebra Lineal para carreras de Ingeniería y otras Ciencias Apli...
Automata and Languages
Automata and Languages
Abstract
Theoretical models of simple computing machines, known as automata, play a central role in theoretical computer science. This textbook presents an introduct...
Time Series
Time Series
Abstract
Time series analysis is one of several branches of statistics whose practical importance has increased with the availability of powerful computing tools. Me...
Logic Colloquium '01
Logic Colloquium '01
Since their inception, the Perspectives in Logic and Lecture Notes in Logic series have published seminal works by leading logicians. Many of the original books in the series have ...
Logic Colloquium 2004
Logic Colloquium 2004
The Annual European Meeting of the Association for Symbolic Logic, generally known as the Logic Colloquium, is the most prestigious annual meeting in the field. Many of the papers ...