autoregressive estimate - traduzione in russo
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autoregressive estimate - traduzione in russo

STATISTICAL MODEL USED IN TIME SERIES ANALYSIS
Autoregressive moving average; ARMAX; Autoregressive moving average model; ARMA model; Autoregressive moving-average model; Autoregressive-moving-average model

autoregressive estimate      

математика

авторегрессионная оценка

autoregressive model         
  • AR(0); AR(1) with AR parameter 0.3; AR(1) with AR parameter 0.9; AR(2) with AR parameters 0.3 and 0.3; and AR(2) with AR parameters 0.9 and −0.8
  • right
  • right
REPRESENTATION OF A TYPE OF RANDOM PROCESS
Autoregressive; AR(1); Autoregressive process; AR noise; Auto-regressive process; Auto-regression; AR process; Stochastic difference equation; AR model; Autoregression; Autoregressive forecasting; Autoregressive Modeling; Stochastic term; Yule-Walker equations; Burg algorithm; Burg method; Autoregressive models

математика

авторегрессионная модель

autoregressive forecasting         
  • AR(0); AR(1) with AR parameter 0.3; AR(1) with AR parameter 0.9; AR(2) with AR parameters 0.3 and 0.3; and AR(2) with AR parameters 0.9 and −0.8
  • right
  • right
REPRESENTATION OF A TYPE OF RANDOM PROCESS
Autoregressive; AR(1); Autoregressive process; AR noise; Auto-regressive process; Auto-regression; AR process; Stochastic difference equation; AR model; Autoregression; Autoregressive forecasting; Autoregressive Modeling; Stochastic term; Yule-Walker equations; Burg algorithm; Burg method; Autoregressive models

математика

авторегрессионное прогнозирование

Definizione

Estimator
·noun One who estimates or values; a valuer.

Wikipedia

Autoregressive–moving-average model

In the statistical analysis of time series, autoregressive–moving-average (ARMA) models provide a parsimonious description of a (weakly) stationary stochastic process in terms of two polynomials, one for the autoregression (AR) and the second for the moving average (MA). The general ARMA model was described in the 1951 thesis of Peter Whittle, Hypothesis testing in time series analysis, and it was popularized in the 1970 book by George E. P. Box and Gwilym Jenkins.

Given a time series of data X t {\displaystyle X_{t}} , the ARMA model is a tool for understanding and, perhaps, predicting future values in this series. The AR part involves regressing the variable on its own lagged (i.e., past) values. The MA part involves modeling the error term as a linear combination of error terms occurring contemporaneously and at various times in the past. The model is usually referred to as the ARMA(p,q) model where p is the order of the AR part and q is the order of the MA part (as defined below).

ARMA models can be estimated by using the Box–Jenkins method.

Traduzione di &#39autoregressive estimate&#39 in Russo