ARMA Models and a Little Theory

En provenance du cours de Université d'État de New York
Practical Time Series Analysis
97 notes
Université d'État de New York
97 notes
À partir de la leçon
Week 5: Akaike Information Criterion (AIC), Mixed Models, Integrated Models
In Week 5, we start working with Akaike Information criterion as a tool to judge our models, introduce mixed models such as ARMA, ARIMA and model few real-world datasets.

Rencontrer les enseignants

  • Tural Sadigov
    Tural Sadigov
    Applied Mathematics
  • William Thistleton
    William Thistleton
    Associate Professor
    Applied Mathematics