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Serial dependence : ウィキペディア英語版 | Serial dependence In statistics and signal processing, random variables in a time series have serial dependence if the value at some time ''t'' in the series is statistically dependent on the value at another time ''s''. A series is serially independent if there is no dependence between any pair. Similarly, a time series has serial correlation if the condition holds that some pair of values are correlated, rather than the condition of statistical dependence: see autocorrelation. If a time series is stationary, then statistical dependence between the pair (''Xt , Xs'') would imply that there is statistical dependence between all pairs of values at the same lag ''s''−''t''. ==References==
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Serial dependence」の詳細全文を読む
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