很简单的一个原因,网页比老师给的PDF概要更容易保存下来。另外也是想着做一个更浓缩一点的,把例题全部抛掉的单纯纲要。最开始采用了幕布等思维导图,发现对数学式子的支持并不尽人意,最后决定把资料“云存储”了。
Model-building strategy Box-Jenkins method for model-building strategy graph TD A([Start with a time series realization]) --> B[Identify a preliminary time series model] --> C[Estimat...
Introduction The hyper parameters of a time series model, for example, $p,d,q$ for an $\text{ARIMA}(p,d,q)$ model is already known. And the model will be completely determined if the values of par...
Residual Analysis Definition of residuals Consider an $\text{AR}(1)$ model with a constant term: $Z_t=\phi Z_{t-1}+\theta_0+a_t$, having estimated $\phi$ and $\theta_0$, the residuals are defined...
休息
Time Series Notes (1) - Fundamental concepts
发现新版本的内容。