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autocorrelated data

См. также в других словарях:

  • Durbin–Watson statistic — In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation (a relationship between values separated from each other by a given time lag) in the residuals (prediction errors) from a regression… …   Wikipedia

  • Spatial ecology — is a specialization of ecology and geography that is concerned with the identification of spatial patterns and their relationships to ecological events. In spatial ecology, ecological events can be explained through the detection of patterns at a …   Wikipedia

  • Trend estimation — is a statistical technique to aid interpretation of data. When a series of measurements of a process are treated as a time series, trend estimation can be used to make and justify statements about tendencies in the data. By using trend estimation …   Wikipedia

  • Control chart — One of the Seven Basic Tools of Quality First described by Walter A. Shewhart …   Wikipedia

  • Computational phylogenetics — is the application of computational algorithms, methods and programs to phylogenetic analyses. The goal is to assemble a phylogenetic tree representing a hypothesis about the evolutionary ancestry of a set of genes, species, or other taxa. For… …   Wikipedia

  • Ultrasound Research Interface — An Ultrasound Research Interface (URI) is a software tool loaded onto a diagnostic clinical ultrasound device which provides functionality beyond typical clinical modes of operation. Before an ultrasound image can be displayed to the user, it… …   Wikipedia

  • Standard error (statistics) — For a value that is sampled with an unbiased normally distributed error, the above depicts the proportion of samples that would fall between 0, 1, 2, and 3 standard deviations above and below the actual value. The standard error is the standard… …   Wikipedia

  • Hedge fund — A hedge fund is a private investment fund open to a limited range of investors which is permitted by regulators to undertake a wider range of activities than other investment funds and which pays a performance fee to its investment manager.… …   Wikipedia

  • Galton's problem — Galton’s problem, named after Sir Francis Galton, is the problem of drawing inferences from cross cultural data, due to the statistical phenomenon now called autocorrelation. The problem is now recognized as a general one that applies to all… …   Wikipedia

  • Autoregressive conditional duration — In financial econometrics, an autoregressive conditional duration (ACD, Engle and Russell (1998)) model considers irregularly spaced and autocorrelated intertrade durations. ACD is analogous to GARCH. Indeed, in a continuous double auction (a… …   Wikipedia

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