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trend stationary : ウィキペディア英語版 | trend stationary
In the statistical analysis of time series, a stochastic process is trend stationary if an underlying trend (function solely of time) can be removed, leaving a stationary process.〔(About.com economics ) Online Glossary of Research Economics〕 ==Formal definition==
A process is said to be trend stationary if〔 : where ''t'' is time, ''f'' is any function mapping from the reals to the reals, and is a stationary process. The value is said to be the trend value of the process at time ''t''.
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「trend stationary」の詳細全文を読む
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