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What is the probability distribution of this AR(1) function?

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#probability #probability-distributions #normal-distribution #self-learning #time-series
89
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energy density spectrum vs energy spectral density

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#fourier-transform #signal-processing #time-series #simulation
48
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Determine stationarity of time series containing sin of white noise

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#time-series #stationary-processes #noise
51
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Check for stationarity $X(t) = V * \cos(wt+U)$, V and U are indep. rand. variables

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#stochastic-processes #time-series
92
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Forecasting of stationary time series: $WN(0,\sigma^2)$

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#stochastic-processes #time-series
50
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Partial permutation of time sequence data that keep order of events

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#permutations #variance #order-statistics #time-series
1000
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Finding the ACF and PACF

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#time-series
147
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Prove a time series to be NOT identically independent distributed

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#independence #covariance #correlation #time-series
29
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How is the second-order difference equation derived?

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#time-series
1.8k
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Interpretation of the p-value and the test-statistic W of the Shapiro.test in R

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#probability #statistics #hypothesis-testing #time-series #p-value
167
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Shift in Time Domain by altering Fourier-Coefficients

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#matlab #fourier-transform #time-series
436
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$k$th order backward difference reduces $k$th degree polynomial

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#induction #time-series #finite-differences #finite-difference-methods
191
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Smoothness of a time series: relationship between ARMA model and signal derivatives

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#derivatives #stochastic-processes #signal-processing #time-series #discrete-time
334
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Find variance and autocorrelations for AR(3) model

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#probability #statistics #time-series
42
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What does $\rho_k = 0$ mean?

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#statistics #time-series

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