Lag operatorIn time series analysis, the lag operator (L) or backshift operator (B) operates on an element of a time series to produce the previous element. For example, given some time series then for all or similarly in terms of the backshift operator B: for all . Equivalently, this definition can be represented as for all The lag operator (as well as backshift operator) can be raised to arbitrary integer powers so that and Polynomials of the lag operator can be used, and this is a common notation for ARMA (autoregressive moving average) models.
Group actionIn mathematics, a group action on a space is a group homomorphism of a given group into the group of transformations of the space. Similarly, a group action on a mathematical structure is a group homomorphism of a group into the automorphism group of the structure. It is said that the group acts on the space or structure. If a group acts on a structure, it will usually also act on objects built from that structure. For example, the group of Euclidean isometries acts on Euclidean space and also on the figures drawn in it.
Granger causalityThe Granger causality test is a statistical hypothesis test for determining whether one time series is useful in forecasting another, first proposed in 1969. Ordinarily, regressions reflect "mere" correlations, but Clive Granger argued that causality in economics could be tested for by measuring the ability to predict the future values of a time series using prior values of another time series.
Correlation does not imply causationThe phrase "correlation does not imply causation" refers to the inability to legitimately deduce a cause-and-effect relationship between two events or variables solely on the basis of an observed association or correlation between them. The idea that "correlation implies causation" is an example of a questionable-cause logical fallacy, in which two events occurring together are taken to have established a cause-and-effect relationship. This fallacy is also known by the Latin phrase cum hoc ergo propter hoc ('with this, therefore because of this').
Cross-covarianceIn probability and statistics, given two stochastic processes and , the cross-covariance is a function that gives the covariance of one process with the other at pairs of time points. With the usual notation for the expectation operator, if the processes have the mean functions and , then the cross-covariance is given by Cross-covariance is related to the more commonly used cross-correlation of the processes in question.
Autoregressive–moving-average modelIn the statistical analysis of time series, autoregressive–moving-average (ARMA) models provide a parsimonious description of a (weakly) stationary stochastic process in terms of two polynomials, one for the autoregression (AR) and the second for the moving average (MA). The general ARMA model was described in the 1951 thesis of Peter Whittle, Hypothesis testing in time series analysis, and it was popularized in the 1970 book by George E. P. Box and Gwilym Jenkins.
Psychological testingPsychological testing is the administration of psychological tests. Psychological tests are administered by trained evaluators. A person's responses are evaluated according to carefully prescribed guidelines. Scores are thought to reflect individual or group differences in the construct the test purports to measure. The science behind psychological testing is psychometrics. According to Anastasi and Urbina, psychological tests involve observations made on a "carefully chosen sample [emphasis authors] of an individual's behavior.
Psychological evaluationPsychological evaluation is a method to assess an individual's behavior, personality, cognitive abilities, and several other domains. A common reason for a psychological evaluation is to identify psychological factors that may be inhibiting a person's ability to think, behave, or regulate emotion functionally or constructively. It is the mental equivalent of physical examination. Other psychological evaluations seek to better understand the individual's unique characteristics or personality to predict things like workplace performance or customer relationship management.
Health effects from noiseNoise health effects are the physical and psychological health consequences of regular exposure to consistent elevated sound levels. Noise from traffic, in particular, is considered by the World Health Organization to be one of the worst environmental stressors for humans, second only to air pollution. Elevated workplace or environmental noise can cause hearing impairment, tinnitus, hypertension, ischemic heart disease, annoyance, and sleep disturbance. Changes in the immune system and birth defects have been also attributed to noise exposure.
Regularized least squaresRegularized least squares (RLS) is a family of methods for solving the least-squares problem while using regularization to further constrain the resulting solution. RLS is used for two main reasons. The first comes up when the number of variables in the linear system exceeds the number of observations. In such settings, the ordinary least-squares problem is ill-posed and is therefore impossible to fit because the associated optimization problem has infinitely many solutions.
