Издательство: | Книга по требованию |
Дата выхода: | июль 2011 |
ISBN: | 978-6-1305-0031-3 |
Объём: | 92 страниц |
Масса: | 160 г |
Размеры(В x Ш x Т), см: | 23 x 16 x 1 |
High Quality Content by WIKIPEDIA articles! In the mathematical sciences, a stationary process (or strict(ly) stationary process or strong(ly) stationary process) is a stochastic process whose joint probability distribution does not change when shifted in time or space. As a result, parameters such as the mean and variance, if they exist, also do not change over time or position. Stationarity is used as a tool in time series analysis, where the raw data are often transformed to become stationary, for example, economic data are often seasonal and/or dependent on the price level. Processes are described as trend stationary if they are a linear combination of a stationary process and one or more processes exhibiting a trend. Transforming these data to leave a stationary data set for analysis is referred to as de-trending.
Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.