Modeling Time Series with White Noise & Random Walk - M4S38 [2020-07-30] скачать в хорошем качестве

Modeling Time Series with White Noise & Random Walk - M4S38 [2020-07-30]

Previously we discussed time series trends:    • Decomposition of Time Series Trends & Seas...   We discuss some basic models for a time series: the white noise model and the random walk model (with/without drift). Next time we'll finish talking about time series models with the autoregressive (AR) and moving average (MA) models. 0:00 Basic time series models 1:39 White noise model 6:14 Random walk model 9:45 Comparing models 13:30 Breaking down cumsum function 20:28 Random walk with a drift 21:45 Models for next time 23:00 Next time: neural networks Notebook(s) can be found on https://github.com/MrGeislinger/flati...