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61 autoregressive parameter
Математика: параметр авторегрессииУниверсальный англо-русский словарь > autoregressive parameter
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62 autoregressive prediction
Техника: автокорреляционный прогнозУниверсальный англо-русский словарь > autoregressive prediction
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63 autoregressive process
1) Компьютерная техника: авторегрессионный процесс2) Техника: авторегрессивный процессУниверсальный англо-русский словарь > autoregressive process
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64 autoregressive scheme
1) Математика: авторегрессионная модель2) Общая лексика: авторегрессионная схема, авторегрессионный процесс -
65 autoregressive sequence
Математика: авторегрессионная последовательностьУниверсальный англо-русский словарь > autoregressive sequence
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66 autoregressive series
1) Техника: авторегрессивный ряд2) Математика: авторегрессионный ряд -
67 autoregressive transformation
Математика: авторегрессивное преобразованиеУниверсальный англо-русский словарь > autoregressive transformation
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68 autoregressive-moving average
Техника: авторегрессивное скользящее среднееУниверсальный англо-русский словарь > autoregressive-moving average
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69 autoregressive series
English-russian dictionary of physics > autoregressive series
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70 autoregressive algorithm
English-Russian electronics dictionary > autoregressive algorithm
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71 autoregressive conditional heteroscedastic model
= ARCHEnglish-Russian electronics dictionary > autoregressive conditional heteroscedastic model
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72 autoregressive conditional heteroscedastic model
English-Russian electronics dictionary > autoregressive conditional heteroscedastic model
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73 autoregressive conditional heteroscedasticity
English-Russian electronics dictionary > autoregressive conditional heteroscedasticity
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74 autoregressive distributed lag
English-Russian electronics dictionary > autoregressive distributed lag
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75 autoregressive distributed lags model
авторегрессионная модель с распределённым запаздыванием, проф. авторегрессионная модель распределённых лаговEnglish-Russian electronics dictionary > autoregressive distributed lags model
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76 autoregressive errors
English-Russian electronics dictionary > autoregressive errors
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77 autoregressive integrated moving average model
= ARIMAEnglish-Russian electronics dictionary > autoregressive integrated moving average model
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78 autoregressive least squares
вчт авторегрессионный метод наименьших квадратовEnglish-Russian electronics dictionary > autoregressive least squares
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79 autoregressive moving average model
= ARMAEnglish-Russian electronics dictionary > autoregressive moving average model
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80 autoregressive moving avg
English-Russian electronics dictionary > autoregressive moving avg
См. также в других словарях:
Autoregressive — A stochastic process used in statistical calculations in which future values are estimated based on a weighted sum of past values. An autoregressive process operates under the premise that past values have an effect on current values. A process… … Investment dictionary
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
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
Autoregressive conditional heteroskedasticity — ARCH redirects here. For the children s rights organization, see Action on Rights for Children. In econometrics, AutoRegressive Conditional Heteroskedasticity (ARCH) models are used to characterize and model observed time series. They are used… … Wikipedia
Autoregressive integrated moving average — In statistics, an autoregressive integrated moving average (ARIMA) model is a generalisation of an autoregressive moving average or (ARMA) model. These models are fitted to time series data either to better understand the data or to predict… … Wikipedia
Autoregressive bedingte Heteroskedastizität — Das von Robert F. Engle in den 80er Jahren entwickelte ARCH Modell (autoregressive conditional heteroskedasticity) beschrieb ursprünglich die Entwicklung der Volatilität. Es geht von der Annahme aus, dass die Varianz der zufälligen Modellfehler… … Deutsch Wikipedia
Autoregressive fractionally integrated moving average — In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA ( autoregressive integrated moving average ) models by allowing non integer values of the differencing parameter and are… … 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
Autoregressive Integrated Moving Average - ARIMA — A statistical analysis model that uses time series data to predict future trends. It is a form of regression analysis that seeks to predict future movements along the seemingly random walk taken by stocks and the financial market by examining the … Investment dictionary
Autoregressive — Using past data to predict future data. The New York Times Financial Glossary … Financial and business terms
autoregressive — Using past data or variable of interest to predict future values of the same variable. Bloomberg Financial Dictionary … Financial and business terms