100+ Individual time series PowerPoint (PPT) Presentations, Individual time series PPTs

Individual time series - PowerPoint PPT Presentation

Slicing and dicing the 153-year record of monthly sea level at San Francisco, California using

Slicing and dicing the 153-year record of monthly sea level at San Francisco, California using singular spectrum analysis Larry Breaker Moss Landing Marine Labs. O U T L I N E. 1. A little history 2. The data 3. Preliminary calculations 4. The technique

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377 views • 25 slides

MULTIVARIATE TIME SERIES & FORECASTING

MULTIVARIATE TIME SERIES & FORECASTING. : autocovariance function of the individual time series . Vector ARMA models. Stationarity. if the roots of the equation are all greater than 1 in absolute value . Then : infinite MA representation. Invertibility.

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421 views • 18 slides

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Individual time series - PowerPoint PPT Presentation

Slicing and dicing the 153-year record of monthly sea level at San Francisco, California using

MULTIVARIATE TIME SERIES &amp; FORECASTING

MULTIVARIATE TIME SERIES & FORECASTING