autoregressive forecast

autoregressive forecast
авторегрессионный прогноз

Англо-русский словарь по исследованиям и ноу-хау. . 2015.

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  • Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) — A statistical model used by financial institutions to estimate the volatility of stock returns. This information is used by banks to help determine what stocks will potentially provide higher returns, as well as to forecast the returns of current …   Investment dictionary

  • Wind power forecasting — A wind power forecast corresponds to an estimate of the expected production of one or more wind turbines (referred to as a wind farm) in the near future. By production is often meant available power for wind farm considered (with units kW or MW… …   Wikipedia

  • Forecasting — is the process of estimation in unknown situations. Prediction is a similar, but more general term. Both can refer to estimation of time series, cross sectional or longitudinal data. Usage can differ between areas of application: for example in… …   Wikipedia

  • Exponential smoothing — is a technique that can be applied to time series data, either to produce smoothed data for presentation, or to make forecasts. The time series data themselves are a sequence of observations. The observed phenomenon may be an essentially random… …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

  • Predictive analytics — encompasses a variety of techniques from statistics and data mining that analyze current and historical data to make predictions about future events. Such predictions rarely take the form of absolute statements, and are more likely to be… …   Wikipedia

  • NumXL — Developer(s) Spider Financial Corp …   Wikipedia

  • Distribution mangagement system — SCADA systems have been a part of utility automation for at least 15 years and contributing to the decision making process of the control rooms. However, majority of the existing solutions are closely related to distribution network data… …   Wikipedia

  • Box-Jenkins — In econometrics, the Box Jenkins methodology, named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average ARMA or ARIMA models to find the best fit of a time series to past values of this time series, in… …   Wikipedia

  • Econometrics — Economics …   Wikipedia

  • Regression Analysis of Time Series — Infobox Software name = RATS caption = developer = Estima latest release version = 7.0 latest release date = 2007 operating system = Cross platform genre = econometrics software license = Proprietary website =… …   Wikipedia


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