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Auto-regressive (ar) process
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- A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an ar(p) process. when the current value is related to the previous two values, it is an ar(2) process. an ar(1)
- A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an ar(p) process. when the current value is related to the previous two values, it is an ar(2) process. an ar(1) process has an infinite memory.
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Stationary, английский
Стационарный
Stochastic, английский
- With respect to radiation protection , stochastic effects (also referred to as probabilistic ) represent radiation harm for which there is no threshold (see linear dose response ) . even the smallest quantity of ionising radiation exposure can be said to
- Стохастический (случайный или вероятностный характер процесса)
- Стохастический
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Auto-regressive conditional heteroskedasticity (arch), английский
A nonlinear stochastic process, where the variance is time-varying, and a function of the past variance. arch processes have frequency distributions which have high peaks at the mean and fat-tails, much like fractal distributions. the generalized arch (ga
Autoregressive, английский
- Using past data or variable of interest to predict future values of the same variable.
- A term, adapted from time series models, that refers to a model that depends on previous states. see also: autoregressive network.
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