Перевод: со всех языков на все языки

со всех языков на все языки

lag covariance

См. также в других словарях:

  • Covariance function — In probability theory and statistics, covariance is a measure of how much two variables change together and the covariance function describes the variance of a random variable process or field. For a random field or stochastic process Z(x) on a… …   Wikipedia

  • Singular Spectrum Analysis — The Singular Spectrum Analysis (SSA) techniqueis a powerful technique of time series analysisincorporating the elements of classical time series analysis,multivariate statistics, multivariate geometry, dynamical systemsand signal processing. The… …   Wikipedia

  • Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   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

  • 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

  • Variogram — In spatial statistics the theoretical variogram 2γ(x,y) is a function describing the degree of spatial dependence of a spatial random field or stochastic process Z(x). It is defined as the variance of the difference between field values at two… …   Wikipedia

  • Variance — In probability theory and statistics, the variance of a random variable, probability distribution, or sample is one measure of statistical dispersion, averaging the squared distance of its possible values from the expected value (mean). Whereas… …   Wikipedia

  • Cross-correlation — In signal processing, cross correlation is a measure of similarity of two waveforms as a function of a time lag applied to one of them. This is also known as a sliding dot product or sliding inner product. It is commonly used for searching a long …   Wikipedia

  • Newey–West estimator — A Newey–West estimator is used in statistics and econometrics to provide an estimate of the covariance matrix of the parameters of a regression type model when this model is applied in situations where the standard assumptions of regression… …   Wikipedia

  • Аналитические функции — появились в версии Oracle 8.1.6. и являются расширением SQL. Эти расширения сейчас изучаются комитетом ANSI SQL с целью включения в спецификацию языка SQL. Сфера применения Ряд запросов, которые сложно сформулировать на обычном языке SQL, весьма… …   Википедия

  • Аналитические функции (SQL) — Аналитические функции появились в версии Oracle 8.1.6. и являются расширением SQL. Эти расширения сейчас изучаются комитетом ANSI SQL с целью включения в спецификацию языка SQL. Сфера применения Ряд запросов, которые сложно сформулировать на… …   Википедия

Поделиться ссылкой на выделенное

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