可以通过Dicker Fuller Test判断是不是Stationary
如果不是stationary的话，我们需要transform to stationary 才能evaluate
可以通过Differencing 来 transform 减掉potential trend
Ct + error, ct+1 + error
ARMA = 不用直接
ARIMA 是differencing 以后才能用
为什么不同的lag可以suggest不同的model
ARIMA:
可以通过Dicker Fuller Test判断是不是Stationary 如果不是stationary的话，我们...
Auto encoder for time series Auto encoder for time series...
Try
1. Time Series 1 Times series pattern: 4 parts Horizontal...
Time Series： Cycle，Seasonality，Trend 1. Stationary time s...
We mentioned last time, as the theory proposed by Maxwell...
Notes and solutions for the time series tutorial: Linear ...
Introduction to Time Series Forecasting With Python Disco...
A line from a house of card in a TV series At that time, ...
; - Plotting WRF data; - Drawing a time series plot;-...
本文标题：Time Series Theory
本文链接：https://www.haomeiwen.com/subject/lykwfftx.html
网友评论