time-series decomposition

time-series decomposition
разложение временного ряда

Англо-русский словарь по экономике и финансам. — М.: Экономическая школа. . 1993.

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  • Time series — Time series: random data plus trend, with best fit line and different smoothings In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at …   Wikipedia

  • Decomposition of time series — The decomposition of time series is a statistical method that deconstructs a time series into notional components. There are two principal types of decomposition which are outlined below. Contents 1 Decomposition based on rates of change 2… …   Wikipedia

  • Series-parallel graph — In graph theory, series parallel graphs are graphs with two distinguished vertices called terminals , formed recursively by two simple composition operations. They can be used to model series and parallel electric circuits.Definition and… …   Wikipedia

  • Singular value decomposition — Visualization of the SVD of a 2 dimensional, real shearing matrix M. First, we see the unit disc in blue together with the two canonical unit vectors. We then see the action of M, which distorts the disk to an ellipse. The SVD decomposes M into… …   Wikipedia

  • Modular decomposition — In graph theory, the modular decomposition is a decomposition of an undirected graph into subsets of vertices called modules. A module is a generalization of a connected component of a graph. Unlike connected components, however, one module can… …   Wikipedia

  • Wold decomposition — In operator theory, the Wold decomposition, or Wold von Neumann decomposition, is a classification theorem for isometric linear operators on a given Hilbert space. It states that any isometry is a direct sums of copies of the unilateral shift and …   Wikipedia

  • Fourier series — Fourier transforms Continuous Fourier transform Fourier series Discrete Fourier transform Discrete time Fourier transform Related transforms …   Wikipedia

  • First-hitting-time model — In statistics, first hitting time models are a sub class of survival models. The first hitting time, also called first passage time, of a set A with respect to an instance of a stochastic process is the time until the stochastic process first… …   Wikipedia

  • Empirical Mode Decomposition — EMD (англ. Empirical Mode Decomposition)  метод разложения сигналов на функции, которые получили название «эмпирических мод». Метод EMD представляет собой итерационную вычислительную процедуру, в результате которой исходные данные… …   Википедия

  • Tree decomposition — A graph with eight vertices, and a tree decomposition of it onto a tree with six nodes. Each graph edge connects two vertices that are listed together at some tree node, and each graph vertex is listed at the nodes of a contiguous subtree of the… …   Wikipedia

  • Functional decomposition — refers broadly to the process of resolving a functional relationship into its constituent parts in such a way that the original function can be reconstructed (i.e., recomposed) from those parts by function composition. In general, this process of …   Wikipedia


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