“moving average model”的概念、定义、翻译、参考文献-科学参考

moving average model

Statistics

A model for a time series with a constant mean (taken as 0). Let x₁, x₂,…be successive values of the random variable X, measured at regular intervals of time and let ε₁, ε₂,…denote the corresponding random errors. A pth-order moving average model with parameters α₁, α₂,…, α_p relates the value at time j (≥p+1) to the preceding p error values by $moving average model$ Such a model is written in brief as MA(p). The errors are presumed to be independent and to have mean 0 and hence the X-variables also have mean 0. Moving average models can also be expressed as autoregressive models. Models combining both type of process include ARMA models and ARIMA models.

单词	moving average model
释义	moving average model Statistics A model for a time series with a constant mean (taken as 0). Let x₁, x₂,…be successive values of the random variable X, measured at regular intervals of time and let ε₁, ε₂,…denote the corresponding random errors. A pth-order moving average model with parameters α₁, α₂,…, α_p relates the value at time j (≥p+1) to the preceding p error values by $moving average model$ Such a model is written in brief as MA(p). The errors are presumed to be independent and to have mean 0 and hence the X-variables also have mean 0. Moving average models can also be expressed as autoregressive models. Models combining both type of process include ARMA models and ARIMA models.
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