- autoregression
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An autoregressive process that is used to model many types of natural behaviour
Wikipedia foundation.
Wikipedia foundation.
Autoregression — Autoregression, Statistik: Regression … Universal-Lexikon
Vector autoregression — (VAR) is an econometric model used to capture the evolution and the interdependencies between multiple time series, generalizing the univariate AR models. All the variables in a VAR are treated symmetrically by including for each variable an… … Wikipedia
Christopher A. Sims — Born October 21, 1942 (1942 10 21) (age 69) Washington, D.C. Nationality American Institution Princeton University Field Macroeconomics Econometrics Time ser … 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
John von Neumann — Von Neumann redirects here. For other uses, see Von Neumann (disambiguation). The native form of this personal name is Neumann János. This article uses the Western name order. John von Neumann … Wikipedia
Cyclostationary process — A cyclostationary process is a signal having statistical properties that vary cyclically with time.[1] A cyclostationary process can be viewed as multiple interleaved stationary processes. For example, the maximum daily temperature in New York… … Wikipedia
autoregressive — adjective Employing autoregression, using a weighted sample of past data to predict future results An autoregressive model was used. See Also: regressive, autoregression … Wiktionary
Auto-régression simultanée — Le Modèle d’Auto régression simultanée (« Simultaneous AutoRegressive Model » ou « SAR ») est une généralisation du modèle de régression linéaire défini pour tenir compte de l autocorrelation spatiale dans les problèmes de… … Wikipédia en Français
Arithmetic mean — In mathematics and statistics, the arithmetic mean, often referred to as simply the mean or average when the context is clear, is a method to derive the central tendency of a sample space. The term arithmetic mean is preferred in mathematics and… … Wikipedia
Analysis of variance — In statistics, analysis of variance (ANOVA) is a collection of statistical models, and their associated procedures, in which the observed variance in a particular variable is partitioned into components attributable to different sources of… … Wikipedia