
What is lag in a time series? - Mathematics Stack Exchange
2017年12月3日 · At lag=12 you will have the lowest correlation of the day, after what it will begin to increase. Move forward 6 month to 1 pm. Your time series is still somewhat correlated. Move lag to 6 months and 1 am. This might be your lowest correlation point in the time series. At lag of 12 months your timeseries is again close to the peak value.
statistics - Correlation Coefficients with Unequal Data Sets ...
Zero lag means pairing elements in the series at a common time point which is exactly what you are doing with your Pearson correlation estimation approach. Unfortunately I do not see a good way to use information from data that is missing one of the elements of the pairs.
Autocorrelation and lags definition - Mathematics Stack Exchange
2019年4月6日 · An autocorrelation asks to what degree realizations with a certain time difference - a lag - co-move. For example, the autocorrelation with a lag of 1 would compute the correlation of the following pairs: $(x_1,x_2)$ ; $(x_2,x_3)$ ; $(x_3,x_4)$ , and so on.
How to know when to put calculator in radian or degree mode?
The ° symbol means "degrees." Any answer marked with that is definitely in degrees. The technically correct thing to do is to assume that everything is in radians unless otherwise specified.
how to derive the mean and variance of a Gaussian Random …
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notation - what does ≼ or ≺ mean? - Mathematics Stack Exchange
Wouldn't it be 172≽1≽3 (I'm assuming ≽ means comes after) since 172 comes after 3 and 1? Or am I wrong, if you don't mind me asking. $\endgroup$ – user287997
Inverse function of a polynomial - Mathematics Stack Exchange
2012年10月10日 · $\begingroup$ @Gyu Eun Lee That has the same equation, so maybe is why Jaden M. asked this question, but the question you linked looks like a homework problem that asks for the inverse of particular numbers and the derivative of the inverse at a particular number, but specifically avoids the much harder problem of finding an explicit formula for the inverse, which is what this question asks ...
What is "white noise" and how is it related to the Brownian motion?
2016年2月4日 · Definition 2: In Stochastic Differential Equations with Applications to Physics and Engineering, Modeling, Simulation, and Optimization of Integrated Circuits and Generalized Functions - Vol 4: Applications of Harmonic Analysis they take a real-valued Brownian motion $(B_t)_{t\ge 0}$ on $(\Omega,\mathcal A,\operatorname P)$ and define $$\langle W,\phi\rangle:=\int\phi(t)B_t\;{\rm d}\lambda ...
What does "curly (curved) less than" sign $\\succcurlyeq$ mean?
2014年2月9日 · Does it sometimes denote, in measurement theory; often the qualitative counterpart to $\geq $ in the numerical representation; when one wants to numerically represent a totally ordered qualitative probability representation:
numerical methods - Lagrange Interpolating Polynomials - Error …
2015年2月17日 · This means that we don't consider the endpoints when finding the max in that interval, so the only ...