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partial autocorrelation

См. также в других словарях:

  • Partial autocorrelation function — In time series analysis, the partial autocorrelation function (PACF) or PARtial autoCORrelation (PARCOR) plays an important role in data analyses aimed at identifying the extent of the lag in an autoregressive model. The use of this function was… …   Wikipedia

  • Partial correlation — In probability theory and statistics, partial correlation measures the degree of association between two random variables, with the effect of a set of controlling random variables removed. Contents 1 Formal definition 2 Computation 2.1 Using… …   Wikipedia

  • Correlogram — A plot showing 100 random numbers with a hidden sine function, and an autocorrelation (correlogram) of the series on the bottom …   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

  • Box-Jenkins — In econometrics, the Box Jenkins methodology, named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average ARMA or ARIMA models to find the best fit of a time series to past values of this time series, in… …   Wikipedia

  • Predictive analytics — encompasses a variety of techniques from statistics and data mining that analyze current and historical data to make predictions about future events. Such predictions rarely take the form of absolute statements, and are more likely to be… …   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

  • Moving-average model — In time series analysis, the moving average (MA) model is a common approach for modeling univariate time series models. The notation MA(q) refers to the moving average model of order q: where μ is the mean of the series, the θ1, ..., θq are the… …   Wikipedia

  • NumXL — Developer(s) Spider Financial Corp …   Wikipedia

  • Régression linéaire multiple — Pour les articles homonymes, voir Régression. La régression linéaire multiple est une analyse statistique qui décrit les variations d une variable endogène associée aux variations de plusieurs variables exogènes. Par exemple, une analyse de… …   Wikipédia en Français

  • Wiener filter — In signal processing, the Wiener filter is a filter proposed by Norbert Wiener during the 1940s and published in 1949.ref|Wiener1949 Its purpose is to reduce the amount of noise present in a signal by comparison with an estimation of the desired… …   Wikipedia

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