- Algorithms
- >
- Signal processing
- >
- Statistical signal processing
- >
- Time domain analysis

- Econometric modeling
- >
- Time series
- >
- Statistical signal processing
- >
- Time domain analysis

- Statistical forecasting
- >
- Time series
- >
- Statistical signal processing
- >
- Time domain analysis

- Stochastic processes
- >
- Time series
- >
- Statistical signal processing
- >
- Time domain analysis

Ljung–Box test

The Ljung–Box test (named for Greta M. Ljung and George E. P. Box) is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero. Instead of test

Linear time-invariant system

In system analysis, among other fields of study, a linear time-invariant (LTI) system is a system that produces an output signal from any input signal subject to the constraints of linearity and time-

State-space representation

In control engineering, a state-space representation is a mathematical model of a physical system as a set of input, output and state variables related by first-order differential equations or differe

Time domain

Time domain refers to the analysis of mathematical functions, physical signals or time series of economic or environmental data, with respect to time. In the time domain, the signal or function's valu

Autocorrelation

Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity

Singular spectrum analysis

In time series analysis, singular spectrum analysis (SSA) is a nonparametric spectral estimation method. It combines elements of classical time series analysis, multivariate statistics, multivariate g

Cross-correlation

In signal processing, cross-correlation is a measure of similarity of two series as a function of the displacement of one relative to the other. This is also known as a sliding dot product or sliding

Impulse response

In signal processing and control theory, the impulse response, or impulse response function (IRF), of a dynamic system is its output when presented with a brief input signal, called an impulse (δ(t)).

Partial autocorrelation function

In time series analysis, the partial autocorrelation function (PACF) gives the partial correlation of a stationary time series with its own lagged values, regressed the values of the time series at al

Cross-covariance

In probability and statistics, given two stochastic processes and , the cross-covariance is a function that gives the covariance of one process with the other at pairs of time points. With the usual n

© 2023 Useful Links.