Lecture

General Linear Processes: Understanding Stationarity and Invertibility

In course

Amet ut exercitation reprehenderit do tempor elit fugiat. Culpa et quis ad reprehenderit laboris voluptate ut anim adipisicing ullamco veniam sit laborum. Commodo mollit pariatur consequat laboris et Lorem sit nostrud pariatur laborum. In Lorem eu laboris amet aliqua ex amet. Fugiat voluptate consequat nostrud minim aute nulla nulla sunt nostrud. Proident dolore labore ipsum aute magna veniam incididunt anim aute velit.

Description

This lecture delves into the analysis of general linear processes, focusing on the concepts of stationarity and invertibility. The instructor explains the Wold Decomposition Theorem, the formation of seasonal and standard differences, and the implications of roots placement on the stationarity and invertibility of AR, MA, and ARMA models.

Instructor

tempor non amet et

Ex consequat enim consectetur nisi nulla proident cupidatat tempor. Irure nulla commodo consectetur voluptate id fugiat laboris non ullamco eu sit. Nostrud ipsum in Lorem esse elit consectetur velit ea laborum. Qui occaecat laborum nulla anim eu. Proident labore dolor voluptate adipisicing nisi veniam amet culpa eu amet nulla.

Official source

https://mediaspace.epfl.ch/media/0_5jzk4b7a

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Statistics

Data analysis: Time series

Related lectures (28)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.