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时间序列 Time Series

时间序列 Time Series

作者: 盐果儿 | 来源:发表于2023-02-06 17:29 被阅读0次

时间序列(Time Series): Time series (or dynamic series) refers to the series that arranges the values of the same statistical index according to the time sequence of their occurrence. The 

统计指标(statistical indicator): A complete statistical indicator includes two parts: indicator name and indicator value.

时序点过程(Temporal Point Process): A temporal point process is a stochastic, or random, process composed of a time- series of binary events that occur in continuous time. They are used to describe data that are localized at a finite set of time points.

时间序列分析(Time Series Analysis): 

    1. 长期趋势变化(Trend): The general direction in which the time series is moving. Time series can have a positive or a negative trend, but can also have no trend(when trying to keep stable).

    2. 循环变化(Cycle): The cycle for time series data refers to its tendency to rise and fall at inconsistent frequencies, e.g. business cycles.

    3. 季节性周期变化(Seasonality): Time series's tendency to rise and fall at consistent frequencies, e.g. tourism industry. 

    4. 随机性变化(Remainder): The remainder is what's left of the time series data after removing its trend, cycle and seasonal components.

Additive Decomposition:

Y is the time series data, T is the trend-cycle component, S is the seasonal component, and R is the remainder.

Y = T + S + R

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