autoregressive-moving average

авторегрессивное скользящее среднее

Англо-русский словарь технических терминов. 2005.

Смотреть что такое "autoregressive-moving average" в других словарях:

  • 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 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

  • 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 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 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

  • Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Process — An econometric term developed in 1982 by Robert F. Engle, an economist and 2003 winner of the Nobel Memorial Prize for Economics to describe an approach to estimate volatility in financial markets. There are several forms of GARCH modeling. The… …   Investment dictionary

  • ARMA — autoregressive moving average …   Medical dictionary

  • ARMA — • autoregressive moving average …   Dictionary of medical acronyms & abbreviations

  • ARMA — Autoregressive Moving Average (Academic & Science » Ocean Science) ** Association Of Records Managers And Administrators (Medical) * Association for Renaissance Martial Arts (Miscellaneous » Hobbies) * Agung Rai Museum Of Art (Community »… …   Abbreviations dictionary

  • ARMA — Autoregressive Moving Average Statistik …   Acronyms

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