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Articles tagged with #programming-blogs
What is the Moving Average? The moving average model is probably the most naive approach to time series modeling. This model states that the next observation is the mean of all past observations. Although simple, this model might be surprisingly goo...
What is the Augmented Dickey-Fuller Test? The Dickey-Fuller test: It is one of the most popular statistical tests. It is used to determine the presence of unit roots in a series and hence helps us to understand if the series is stationary or not. T...
What is the process for checking static data? Stationary series: It is one in which the properties – mean, variance, and covariance does not vary with time. Let us get an idea with these three plots: In the first plot, we can see that the mean vari...
What is the process to make data stationery from non-stationary time series? The two most common ways to make a non-stationary time series stationary are: Differencing Transforming Let us look at some details for each of them: Differencing: To ma...
Why you cannot take non-stationary data to solve the time series Problem? o Most models assume stationary data. In other words, standard techniques are invalid if data is "NON-STATIONARY". o Autocorrelation may result due to "NON-STATIONARY". o Non-s...
What is the difference between stationery and non-stationary data? Stationary: A series is said to be "STRICTLY STATIONARY” if the Mean, Variance & Covariance is constant over some time or time-invariant. Non-Stationary: A series is said to be "STRI...
