Kaikki kirjat 35 % alennuksella koodilla: BOOKS

  • check Yli 10 miljoonaa kirjaa
  • check Uutuuksia joka päivä
  • check Yli 1 miljoona asiakasta luottaa meihin
  • check Hyvät hinnat ja alennukset
  • check Toimitus koko Eurooppaan

SETAR (Model): Statistics, Time Series, Autoregressive -

englanti
2026-03-15
118,39 € 182,14 €

-35% koodilla BOOKS

Toimittajalla varastossa

Toimitus 15-21 arkipäivässä

30 päivän palautusoikeus

High Quality Content by WIKIPEDIA articles! In statistics, Self-Exciting Threshold AutoRegressive (SETAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a regime switching behaviour. Given a time series of data xt, the SETAR model is a tool for understanding and, perhaps, predicting fut ... Täydellinen kuvaus

Saatat myös pitää

Kuvaus

High Quality Content by WIKIPEDIA articles! In statistics, Self-Exciting Threshold AutoRegressive (SETAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a regime switching behaviour. Given a time series of data xt, the SETAR model is a tool for understanding and, perhaps, predicting future values in this series, assuming that the behaviour of the series changes once the series enters a different regime. The switch from one regime to another depends on the past values of the x series (hence the Self-Exciting portion of the name). The model consists of k autoregressive (AR) parts, each for a different regime. The model is usually referred to as the SETAR(k, p) model where k is the number of regimes and p is the order of the autoregressive part (since those can differ between regimes, the p portion is sometimes dropped and models are denoted simply as SETAR(k).

Lisätietoja

Julkaisija OmniScriptum
Julkaisuvuosi 2026
Kannen tyyppi Pehmeäkantinen
EAN 9786131159244
Kirjoita oma arvostelusi
Arvostelet: SETAR (Model): Statistics, Time Series, Autoregressive
Arvostelusi:

Goodreads-arvostelut

118,39 € 182,14 €