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。
What is time series? Defintion of times series A time series is stochastic process in discrete time, that is a sequence of random variables ${Z_t}$, which are ordered by a time index $t$. Two ch...
General linear processes Definition Linear time series A time series ${Z_t}$ is linear if the value of $Z_t$ is a linear function of a white noise sequence. Causal time series A time series ${...
Stationarity through differencing Non-stationarity in mean Any time series with a mean function that evolves over time is non-stationary. Consider a series of the form \[Z_t=\mu_t+X_t\] where $...
休息
Time Series Notes (1) - Fundamental concepts
发现新版本的内容。