moving-average process
1Moving average — For other uses, see Moving average (disambiguation). In statistics, a moving average, also called rolling average, rolling mean or running average, is a type of finite impulse response filter used to analyze a set of data points by creating a… …
2Moving-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… …
3Autoregressive 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 …
4Autoregressive 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… …
5process — 01. In recent months, a [process] has begun in North and South Korea which the people there hope will lead to the eventual reunification of the two countries. 02. It is important to learn a [process] which will help you to deduce the meaning of… …
6Stationary process — In the mathematical sciences, a stationary process (or strict(ly) stationary process or strong(ly) stationary process) is a stochastic process whose joint probability distribution does not change when shifted in time or space. Consequently,… …
7Markov process — In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time varying random phenomenon for which a specific property (the Markov property) holds. In a common description, a stochastic… …
8Cyclostationary process — A cyclostationary process is a signal having statistical properties that vary cyclically with time.[1] A cyclostationary process can be viewed as multiple interleaved stationary processes. For example, the maximum daily temperature in New York… …
9Generalized 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… …
10Bologna process — The purpose of the Bologna process (or Bologna accords) is to create the European higher education area by making academic degree standards and quality assurance standards more comparable and compatible throughout Europe, in particular under the… …
