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Confused about discrepancy between single exponential smoothing equation

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#statistics #time-series
359
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Calculating algorithmic complexity for median smoothing in Time Series

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#algorithms #computational-complexity #time-series
60
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Variance of following process

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#statistics #stochastic-processes #variance #time-series
54
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How to implement Kalman filter when state vector contains observable and unobservable variables?

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#time-series
47
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explanation of beta random variable

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#self-learning #time-series #beta-function
178
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ARMA-GARCH versus GARCH, questions about skewness and kurtosis.

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#statistics #stochastic-processes #time-series
90
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Word for cyclic, non-periodic function

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#terminology #definition #time-series
1.4k
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Is an AR(p)-process a martingale?

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#probability-theory #stochastic-processes #martingales #time-series #stationary-processes
15
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Method for deriving constrained displacement field from noisy and incomplete multitemporal point ovservations

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#optimization #algorithms #vector-fields #time-series
62
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Reduced order model from time series to generate a new time series

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#time-series #reduction-of-order-ode
35
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Wavelets for signal modulation

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#time-series #wavelets
1.2k
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How to detect inflection points without function expression in a live time series scenario?

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#sequences-and-series #maxima-minima #data-analysis #time-series
56
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Representing the "surprisingness" or "acyclicness" of events given binary time-series

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#time-series
51
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How can I solve this quadratic problem?

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#inequality #quadratics #time-series
8.1k
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ARMA (1,2) model - Auto covariance function

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#time-series

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