- autoregressive errors
- авторегрессионные ошибки
The New English-Russian Dictionary of Radio-electronics. F.V Lisovsky . 2005.
autoregressive errors
Смотреть что такое "autoregressive errors" в других словарях:
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 - 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
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
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
Outline of regression analysis — In statistics, regression analysis includes any technique for learning about the relationship between one or more dependent variables Y and one or more independent variables X. The following outline is an overview and guide to the variety of… … 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
Time series — Time series: random data plus trend, with best fit line and different smoothings In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at … Wikipedia
Economic model — A diagram of the IS/LM model In economics, a model is a theoretical construct that represents economic processes by a set of variables and a set of logical and/or quantitative relationships between them. The economic model is a simplified… … Wikipedia
Heteroscedasticity — In statistics, a sequence or a vector of random variables is heteroskedastic, or heteroscedastic, if the random variables have different variances. The complementary concept is called homoskedasticity. The term means differing variance and comes… … Wikipedia
Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function … Wikipedia
Wind power forecasting — A wind power forecast corresponds to an estimate of the expected production of one or more wind turbines (referred to as a wind farm) in the near future. By production is often meant available power for wind farm considered (with units kW or MW… … Wikipedia
