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Autoregressive model

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5779: 1702: 5381: 36: 5774:{\displaystyle {\begin{bmatrix}\gamma _{1}\\\gamma _{2}\\\gamma _{3}\\\vdots \\\gamma _{p}\\\end{bmatrix}}={\begin{bmatrix}\gamma _{0}&\gamma _{-1}&\gamma _{-2}&\cdots \\\gamma _{1}&\gamma _{0}&\gamma _{-1}&\cdots \\\gamma _{2}&\gamma _{1}&\gamma _{0}&\cdots \\\vdots &\vdots &\vdots &\ddots \\\gamma _{p-1}&\gamma _{p-2}&\gamma _{p-3}&\cdots \\\end{bmatrix}}{\begin{bmatrix}\varphi _{1}\\\varphi _{2}\\\varphi _{3}\\\vdots \\\varphi _{p}\\\end{bmatrix}}} 10749: 10729: 6942: 6949: 3106: 3443: 5110:. There is a direct correspondence between these parameters and the covariance function of the process, and this correspondence can be inverted to determine the parameters from the autocorrelation function (which is itself obtained from the covariances). This is done using the Yule–Walker equations. 9050:
one period prior to the one now being forecast is not known, so its expected value—the predicted value arising from the previous forecasting step—is used instead. Then for future periods the same procedure is used, each time using one more forecast value on the right side of the predictive equation
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The process is non-stationary when the poles are on or outside the unit circle, or equivalently when the characteristic roots are on or inside the unit circle. The process is stable when the poles are strictly within the unit circle (roots strictly outside the unit circle), or equivalently when the
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Estimation of autocovariances or autocorrelations. Here each of these terms is estimated separately, using conventional estimates. There are different ways of doing this and the choice between these affects the properties of the estimation scheme. For example, negative estimates of the variance can
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values in the series; in the second, the likelihood function considered is that corresponding to the unconditional joint distribution of all the values in the observed series. Substantial differences in the results of these approaches can occur if the observed series is short, or if the process is
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Formulation as an extended form of ordinary least squares prediction problem. Here two sets of prediction equations are combined into a single estimation scheme and a single set of normal equations. One set is the set of forward-prediction equations and the other is a corresponding set of backward
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future values of the same series. This way of estimating the AR parameters is due to John Parker Burg, and is called the Burg method: Burg and later authors called these particular estimates "maximum entropy estimates", but the reasoning behind this applies to the use of any set of estimated AR
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There are four sources of uncertainty regarding predictions obtained in this manner: (1) uncertainty as to whether the autoregressive model is the correct model; (2) uncertainty about the accuracy of the forecasted values that are used as lagged values in the right side of the autoregressive
125:(ARIMA) models of time series, which have a more complicated stochastic structure; it is also a special case of the vector autoregressive model (VAR), which consists of a system of more than one interlocking stochastic difference equation in more than one evolving random variable. 2861: 2539: 6928:. Two distinct variants of maximum likelihood are available: in one (broadly equivalent to the forward prediction least squares scheme) the likelihood function considered is that corresponding to the conditional distribution of later values in the series given the initial 7945: 104:
is a representation of a type of random process; as such, it can be used to describe certain time-varying processes in nature, economics, behavior, etc. The autoregressive model specifies that the output variable depends linearly on its own previous values and on a
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parameters. Compared to the estimation scheme using only the forward prediction equations, different estimates of the autocovariances are produced, and the estimates have different stability properties. Burg estimates are particularly associated with
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for this problem can be seen to correspond to an approximation of the matrix form of the Yule–Walker equations in which each appearance of an autocovariance of the same lag is replaced by a slightly different
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The simplest AR process is AR(0), which has no dependence between the terms. Only the error/innovation/noise term contributes to the output of the process, so in the figure, AR(0) corresponds to white noise.
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becomes nearer 1, there is stronger power at low frequencies, i.e. larger time lags. This is then a low-pass filter, when applied to full spectrum light, everything except for the red light will be filtered.
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to equal its expected value, and the expected value of the unobserved error term is zero). The output of the autoregressive equation is the forecast for the first unobserved period. Next, use
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The partial autocorrelation of an AR(p) process equals zero at lags larger than p, so the appropriate maximum lag p is the one after which the partial autocorrelations are all zero.
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is negative, then the process favors changes in sign between terms of the process. The output oscillates. This can be likened to edge detection or detection of change in direction.
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approaches 1, the output gets a larger contribution from the previous term relative to the noise. This results in a "smoothing" or integration of the output, similar to a
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term (an imperfectly predictable term); thus the model is in the form of a stochastic difference equation (or recurrence relation) which should not be confused with a
4456: 4197:. It is therefore sometimes useful to understand the properties of the AR(1) model cast in an equivalent form. In this form, the AR(1) model, with process parameter 3618: 2403: 5860: 8505: 8002: 7975: 4003: 3972: 3887: 3530: 3500: 3212: 3185: 3136: 2136: 1523: 1103: 1076: 1049: 985: 958: 931: 877: 699: 172: 10840: 2235: 8436: 3438:{\displaystyle \Phi (\omega )={\frac {1}{\sqrt {2\pi }}}\,{\frac {\sigma _{\varepsilon }^{2}}{1-\varphi ^{2}}}\,{\frac {\gamma }{\pi (\gamma ^{2}+\omega ^{2})}}} 9748: 4179: 3630: 6526: 2138:
depends on time lag t, so that the variance of the series diverges to infinity as t goes to infinity, and is therefore not weak sense stationary.) Assuming
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In an AR process, a one-time shock affects values of the evolving variable infinitely far into the future. For example, consider the AR(1) model
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AR(0); AR(1) with AR parameter 0.3; AR(1) with AR parameter 0.9; AR(2) with AR parameters 0.3 and 0.3; and AR(2) with AR parameters 0.9 and −0.8
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period for which data is not yet available; again the autoregressive equation is used to make the forecast, with one difference: the value of
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equation; (3) uncertainty about the true values of the autoregressive coefficients; and (4) uncertainty about the value of the error term
11716: 1404: 9559: 2856:{\displaystyle B_{n}=\operatorname {E} (X_{t+n}X_{t})-\mu ^{2}={\frac {\sigma _{\varepsilon }^{2}}{1-\varphi ^{2}}}\,\,\varphi ^{|n|}.} 11633: 6247: 1259: 11317: 2534:{\displaystyle {\textrm {var}}(X_{t})=\operatorname {E} (X_{t}^{2})-\mu ^{2}={\frac {\sigma _{\varepsilon }^{2}}{1-\varphi ^{2}}},} 122: 9606: 11643: 11327: 9981: 1531: 118: 755: 11685: 11582: 9864: 9834: 7742: 8515: 8256: 11872: 11862: 11708: 11400: 11385: 9360: 6759:) model, by replacing the theoretical covariances with estimated values. Some of these variants can be described as follows: 1253:(where the constant term has been suppressed by assuming that the variable has been measured as deviations from its mean) as 9413: 128:
Contrary to the moving-average (MA) model, the autoregressive model is not always stationary as it may contain a unit root.
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have been estimated, the autoregression can be used to forecast an arbitrary number of periods into the future. First use
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are called autoregressive, but they are not a classical autoregressive model in this sense because they are not linear.
11689: 10887: 10788: 9257: 7537: 4694:{\displaystyle X_{t+n}=\theta ^{n}X_{t}+(1-\theta ^{n})\mu +\Sigma _{i=1}^{n}\left(\theta ^{n-i}\epsilon _{t+i}\right)} 2046: 539: 281: 8869:. Since the AR model is a special case of the vector autoregressive model, the computation of the impulse response in 5787: 1200: 1108: 11842: 10567: 10194: 10001: 9857: 9786: 9740: 9396: 9227: 9213: 9178: 5958: 79: 57: 9298:"On a Method of Investigating Periodicities in Disturbed Series, with Special Reference to Wolfer's Sunspot Numbers" 1194:
is affected by shocks occurring infinitely far into the past. This can also be seen by rewriting the autoregression
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of the autocorrelation function. The full autocorrelation function can then be derived by recursively calculating
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are positive, the output will resemble a low pass filter, with the high frequency part of the noise decreased. If
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problem in which an ordinary least squares prediction problem is constructed, basing prediction of values of
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The above equations (the Yule–Walker equations) provide several routes to estimating the parameters of an AR(
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are the reciprocals of the characteristic roots, as well as the eigenvalues of the temporal update matrix:
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are the coefficients in the autoregression. The formula is valid only if all the roots have multiplicity 1.
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to refer to the first period for which data is not yet available; substitute the known preceding values
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increases because of the use of an increasing number of estimated values for the right-side variables.
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of a system is the change in an evolving variable in response to a change in the value of a shock term
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The terms involving square roots are all real in the case of complex poles since they exist only when
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AR(2) processes can be split into three groups depending on the characteristics of their roots/poles:
4930:{\displaystyle \operatorname {Var} (X_{t+n}|X_{t})=\sigma ^{2}{\frac {1-\theta ^{2n}}{1-\theta ^{2}}}} 4336: 3919: 2873: 2574: 1962: 1358: 1331: 1150: 882: 824: 331: 11847: 11648: 11562: 11547: 11478: 11054: 10937: 10835: 10760: 10618: 10257: 10088: 9911: 9509:"Autoregressive spectral estimation by application of the Burg algorithm to irregularly sampled data" 9147: 8832:: the Bayesian statistics and probabilistic programming framework supports autoregressive modes with 3451: 2141: 2052: 532: 2913:
of the autocovariance function. In discrete terms this will be the discrete-time Fourier transform:
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supports parameter inference and model selection for the AR-1 process with time-varying parameters.
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For an AR(2) process, the previous two terms and the noise term contribute to the output. If both
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Each real root contributes a component to the autocorrelation function that decays exponentially.
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for the period being predicted. Each of the last three can be quantified and combined to give a
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Similarly, each pair of complex conjugate roots contributes an exponentially damped oscillation.
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previous values of the same series. This can be thought of as a forward-prediction scheme. The
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and then by noticing that the quantity above is a stable fixed point of this relation.
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since it is obtained as the output of a stable filter whose input is white noise. (If
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Theodoridis, Sergios (2015-04-10). "Chapter 1. Probability and Stochastic Processes".
9274:"Understanding Autoregressive Model for Time Series as a Deterministic Dynamic System" 8135:, the process has a pair of complex-conjugate poles, creating a mid-frequency peak at: 2866:
It can be seen that the autocovariance function decays with a decay time (also called
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on the right side is carried out, the polynomial in the backshift operator applied to
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with bandwidth about the peak inversely proportional to the moduli of the poles:
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Burg, John Parker (1968); "A new analysis technique for time series data", in
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prediction equations, relating to the backward representation of the AR model:
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by the very definition of weak sense stationarity. If the mean is denoted by
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values infinitely far into the future from when they occur, any given value
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Proceedings of the 37th Meeting of the Society of Exploration Geophysicists
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The behavior of an AR(2) process is determined entirely by the roots of it
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it acts as a high-pass filter on the white noise with a spectral peak at
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it acts as a low-pass filter on the white noise with a spectral peak at
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growth or decay). In this case, the solution can be found analytically:
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Generalized autoregressive conditional heteroskedasticity (GARCH) model
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Brockwell, Peter J.; Dahlhaus, Rainer; Trindade, A. Alexandre (2005).
9099:-step-ahead predictions; the confidence interval will become wider as 6169:{\displaystyle \rho (\tau )=\sum _{k=1}^{p}\varphi _{k}\rho (k-\tau )} 1355:
has an infinite order—that is, an infinite number of lagged values of
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is close to 0, then the process still looks like white noise, but as
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Because the last part of an individual equation is non-zero only if
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An autoregressive model can thus be viewed as the output of an all-
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Some parameter constraints are necessary for the model to remain
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Time series analysis and its applications : with R examples
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The AR(1) model is the discrete-time analogy of the continuous
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Burg, John Parker (1967) "Maximum Entropy Spectral Analysis",
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into the autoregressive equation while setting the error term
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There are many ways to estimate the coefficients, such as the
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is a white-noise process with zero mean and constant variance
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This expression is periodic due to the discrete nature of the
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is a white noise process with zero mean and constant variance
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so that, moving the summation term to the left side and using
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right-side values are predicted values from preceding steps.
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there is a single spectral peak at f=0, often referred to as
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Bos, Robert; De Waele, Stijn; Broersen, Piet M. T. (2002).
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Autoregressive conditional heteroskedasticity (ARCH) model
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is the standard deviation of the input noise process, and
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Machine Learning: A Bayesian and Optimization Perspective
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Independent and identically distributed random variables
9208:. David S. Stoffer. New York: Springer. pp. 90–91. 8580:
The full PSD function can be expressed in real form as:
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is the angular frequency associated with the decay time
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contains several estimation functions for uni-variate,
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is the function defining the autoregression, and where
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In statistics, econometrics, and signal processing, an
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Autoregressive integrated moving average (ARIMA) model
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It follows that the poles are values of z satisfying:
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then the effect diminishes toward zero in the limit.
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IEEE Transactions on Instrumentation and Measurement
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Econometrics lecture (topic: Autoregressive models)
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Time series analysis : forecasting and control
8802:
function to fit various models including AR models.
8128:{\displaystyle \varphi _{1}^{2}+4\varphi _{2}<0} 6322:The Yule–Walker equations for an AR(2) process are 6235:{\displaystyle \gamma _{1}=\varphi _{1}\gamma _{0}} 4955: 1147:. Continuing this process shows that the effect of 9774: 9083: 9021: 8970: 8763: 8569: 8499: 8465: 8430: 8404: 8364: 8328: 8239: 8127: 8066: 7996: 7969: 7939: 7809: 7725: 7607: 7515: 7479: 7448: 7411: 7216: 7155: 7017: 6890: 6735: 6605: 6513: 6466: 6392: 6304: 6234: 6168: 6084: 6045: 6010: 5944: 5842: 5773: 5346: 5313: 5282: 5235: 5094: 5064: 4929: 4811: 4693: 4543: 4450: 4430: 4397: 4362: 4325: 4217: 4173: 4153: 4102: 4053: 4017: 3997: 3966: 3935: 3916:kernel plus the constant mean. If the white noise 3908: 3881: 3851: 3768: 3734: 3620:in the defining equation. Continuing this process 3612: 3580:{\displaystyle \varphi X_{t-2}+\varepsilon _{t-1}} 3579: 3524: 3494: 3474: 3437: 3300: 3206: 3179: 3159: 3130: 3100: 2894: 2855: 2696: 2590: 2563: 2533: 2397: 2368: 2330: 2229: 2205: 2166: 2130: 2103: 2077: 2037: 2010: 1978: 1951: 1880: 1853: 1826: 1799: 1765: 1745: 1725: 1666: 1639: 1599: 1517: 1487: 1374: 1347: 1313: 1242: 1166: 1139: 1097: 1070: 1043: 1016: 979: 952: 925: 898: 871: 840: 813: 736: 693: 662: 577: 542:. For example, processes in the AR(1) model with 517: 455: 347: 316: 267: 166: 9815:Time Series and System Analysis with Applications 747: 317:{\displaystyle \varphi _{1},\ldots ,\varphi _{p}} 12058: 11200:Stochastic chains with memory of variable length 9378: 7523:there is a minimum at f=0, often referred to as 6924:Other possible approaches to estimation include 6059:. The AR parameters are determined by the first 5843:{\displaystyle \{\varphi _{m};m=1,2,\dots ,p\}.} 4005:will be approximately normally distributed when 3974:is also a Gaussian process. In other cases, the 3187:), then we can use a continuum approximation to 1243:{\displaystyle \phi (B)X_{t}=\varepsilon _{t}\,} 1140:{\displaystyle \varphi _{1}^{2}\varepsilon _{1}} 9796:Percival, Donald B.; Walden, Andrew T. (1993). 9579:astsa: Applied Statistical Time Series Analysis 9310:Philosophical Transactions of the Royal Society 6011:{\displaystyle \{\varphi _{m};m=1,2,\dots ,p\}} 9795: 9657:"Autoregressive Model - MATLAB & Simulink" 9247: 6750: 6055:An alternative formulation is in terms of the 4189:Explicit mean/difference form of AR(1) process 585:are not stationary. More generally, for an AR( 10789: 9865: 9575: 9379:Von Storch, Hans; Zwiers, Francis W. (2001). 1681:) process is a sum of decaying exponentials. 359:. This can be equivalently written using the 9879: 9813:Pandit, Sudhakar M.; Wu, Shien-Ming (1983). 9576:Stoffer, David; Poison, Nicky (2023-01-09), 9287:, June 2017, number 15, June 2017, pages 7-9 6005: 5962: 5834: 5791: 4425: 4412: 1891: 1692: 1385: 1017:{\displaystyle \varphi _{1}\varepsilon _{1}} 9798:Spectral Analysis for Physical Applications 9350: 9325:"On Periodicity in Series of Related Terms" 9248:Shumway, Robert H.; Stoffer, David (2010). 8876: 8375:Otherwise the process has real roots, and: 6046:{\displaystyle \sigma _{\varepsilon }^{2}.} 4941: 518:{\displaystyle \phi X_{t}=\varepsilon _{t}} 174:indicates an autoregressive model of order 11328:Autoregressive–moving-average (ARMA) model 10796: 10782: 9872: 9858: 9557:"Fit Autoregressive Models to Time Series" 8884:Once the parameters of the autoregression 5375:in matrix form, thus getting the equation 2011:{\displaystyle \sigma _{\varepsilon }^{2}} 1382:appear on the right side of the equation. 27:Representation of a type of random process 9454: 9205:Time series analysis and its applications 9080: 8967: 6884: 5061: 4359: 4211: 3393: 3355: 3277: 3276: 3025: 2953: 2829: 2828: 2206:{\displaystyle \operatorname {E} (X_{t})} 1948: 1307: 1239: 80:Learn how and when to remove this message 10803: 9812: 9381:Statistical analysis in climate research 9374: 9372: 6947: 6940: 6514:{\displaystyle \gamma _{-k}=\gamma _{k}} 5113: 1700: 123:autoregressive integrated moving average 43:This article includes a list of general 9721:from the original on September 28, 2020 9355:. Academic Press, 2015. pp. 9–51. 9201: 4218:{\displaystyle \theta \in \mathbb {R} } 3167:) is much smaller than the decay time ( 1174:never ends, although if the process is 14: 12059: 11634:Doob's martingale convergence theorems 8871:vector autoregression#impulse response 8775:Implementations in statistics packages 5314:{\displaystyle \sigma _{\varepsilon }} 5126:, are the following set of equations. 2564:{\displaystyle \sigma _{\varepsilon }} 1677:The autocorrelation function of an AR( 11386:Constant elasticity of variance (CEV) 11376:Chan–Karolyi–Longstaff–Sanders (CKLS) 10777: 9853: 9777:Time Series Techniques for Economists 9772: 9487: 9369: 7540:, which is expressed in terms of the 7217:{\displaystyle S(f)=\sigma _{Z}^{2}.} 5118:The Yule–Walker equations, named for 4103:{\displaystyle X_{t}=\varphi X_{t-1}} 3532:can be derived by first substituting 1713:For an AR(1) process with a positive 10710:Generative adversarial network (GAN) 9441: 7618:or equivalently by the poles of its 2369:{\displaystyle \mu =\varphi \mu +0,} 578:{\displaystyle |\varphi _{1}|\geq 1} 29: 9500: 9166: 9029:equal to zero (because we forecast 8852: 8826:and adaptive autoregressive models. 6918:maximum entropy spectral estimation 6615:Using the recursion formula yields 5290:is the autocovariance function of X 4154:{\displaystyle X_{t}=a\varphi ^{t}} 2598:. This can be shown by noting that 535:filter whose input is white noise. 24: 11873:Skorokhod's representation theorem 11654:Law of large numbers (weak/strong) 9569: 9084:{\displaystyle \varepsilon _{t}\,} 8865:periods earlier, as a function of 6977: 6974: 6971: 4711: 4629: 4054:{\displaystyle \varepsilon _{t}=0} 3889:is white noise convolved with the 3815: 3325: 3145: 2973: 2968: 2923: 2737: 2448: 2303: 2272: 2244: 2181: 2045:has been dropped.) The process is 596: 49:it lacks sufficient corresponding 25: 12083: 11843:Martingale representation theorem 9822: 9411: 9285:Predictive Analytics and Futurism 8512:coefficients are in the triangle 8466:{\displaystyle \varphi _{1}<0} 8405:{\displaystyle \varphi _{1}>0} 8365:{\displaystyle \varphi _{2}<0} 7516:{\displaystyle \varphi _{1}<0} 7449:{\displaystyle \varphi _{1}>0} 4975:) model is given by the equation 4968:(through Yule–Walker equations). 4551:and then deriving (by induction) 4431:{\displaystyle \{\epsilon _{t}\}} 11888:Stochastic differential equation 11778:Doob's optional stopping theorem 11773:Doob–Meyer decomposition theorem 10748: 10747: 10727: 9337:Proceedings of the Royal Society 9022:{\displaystyle \varepsilon _{t}} 8848:: implementation in statsmodels. 6523:Using the first equation yields 4956:Calculation of the AR parameters 4948:Partial autocorrelation function 4363:{\displaystyle |\theta |<1\,} 3936:{\displaystyle \varepsilon _{t}} 2895:{\displaystyle \tau =1-\varphi } 2591:{\displaystyle \varepsilon _{t}} 1979:{\displaystyle \varepsilon _{t}} 1525:are the roots of the polynomial 1375:{\displaystyle \varepsilon _{t}} 1348:{\displaystyle \varepsilon _{t}} 1167:{\displaystyle \varepsilon _{1}} 899:{\displaystyle \varepsilon _{1}} 841:{\displaystyle \varepsilon _{t}} 348:{\displaystyle \varepsilon _{t}} 34: 11758:Convergence of random variables 11644:Fisher–Tippett–Gnedenko theorem 9751:from the original on 2021-02-28 9733: 9707: 9696:from the original on 2012-05-11 9678: 9667:from the original on 2022-02-16 9649: 9638:from the original on 2022-02-16 9628:"System Identification Toolbox" 9620: 9609:from the original on 2023-04-16 9591: 9550: 9539:from the original on 2023-04-16 9430:from the original on 2018-07-13 9230:from the original on 2023-04-16 6179:Examples for some Low-order AR( 3475:{\displaystyle \gamma =1/\tau } 2213:is identical for all values of 2167:{\displaystyle |\varphi |<1} 2078:{\displaystyle |\varphi |<1} 1398:) process can be expressed as 11356:Binomial options pricing model 10660:Recurrent neural network (RNN) 10650:Differentiable neural computer 9800:. Cambridge University Press. 9781:. Cambridge University Press. 9405: 9383:. Cambridge University Press. 9344: 9317: 9290: 9272:Lai, Dihui; and Lu, Bingfeng; 9266: 9241: 9195: 9160: 8755: 8743: 8718: 8706: 8697: 8678: 8599: 8593: 8563: 8548: 8299: 8284: 8276: 8261: 7708: 7649: 7320: 7276: 7251: 7245: 7190: 7184: 7137: 7069: 7044: 7038: 6994: 6981: 6963:) process with noise variance 6163: 6151: 6111: 6105: 6079: 6073: 4868: 4854: 4834: 4751: 4737: 4717: 4619: 4600: 4516: 4504: 4392: 4386: 4349: 4341: 4301: 4282: 4279: 4267: 3505:An alternative expression for 3429: 3403: 3334: 3328: 3292: 3284: 3233: 3227: 3085: 3079: 2932: 2926: 2844: 2836: 2772: 2743: 2670: 2651: 2628: 2615: 2472: 2454: 2442: 2429: 2322: 2309: 2297: 2278: 2263: 2250: 2200: 2187: 2154: 2146: 2065: 2057: 1634: 1628: 1544: 1538: 1476: 1468: 1417: 1411: 1291: 1285: 1213: 1207: 1024:. Then by the AR equation for 906:. Then by the AR equation for 748:Intertemporal effect of shocks 724: 709: 605: 599: 565: 550: 489: 483: 161: 155: 13: 1: 11823:Kolmogorov continuity theorem 11659:Law of the iterated logarithm 10705:Variational autoencoder (VAE) 10665:Long short-term memory (LSTM) 9932:Computational learning theory 9766: 9341:, Ser. A, Vol. 131, 518–532. 9314:, Ser. A, Vol. 226, 267–298.] 6926:maximum likelihood estimation 6018:are known, can be solved for 5347:{\displaystyle \delta _{m,0}} 2571:is the standard deviation of 1896:An AR(1) process is given by: 1640:{\displaystyle \phi (\cdot )} 137: 119:autoregressive–moving-average 11828:Kolmogorov extension theorem 11507:Generalized queueing network 11015:Interacting particle systems 10685:Convolutional neural network 9829:AutoRegression Analysis (AR) 7480:{\displaystyle \varphi _{1}} 6764:be produced by some choices. 6085:{\displaystyle \rho (\tau )} 5784:which can be solved for all 5095:{\displaystyle \varphi _{i}} 3909:{\displaystyle \varphi ^{k}} 3769:{\displaystyle \varphi ^{N}} 2038:{\displaystyle \varphi _{1}} 1881:{\displaystyle \varphi _{2}} 1854:{\displaystyle \varphi _{1}} 1827:{\displaystyle \varphi _{2}} 1800:{\displaystyle \varphi _{1}} 1667:{\displaystyle \varphi _{k}} 737:{\displaystyle |z_{i}|>1} 674:, i.e., each (complex) root 7: 10960:Continuous-time random walk 10680:Multilayer perceptron (MLP) 9202:Shumway, Robert H. (2000). 9106: 6936: 6933:close to non-stationarity. 6751:Estimation of AR parameters 5850:The remaining equation for 5283:{\displaystyle \gamma _{m}} 1181:Because each shock affects 10: 12088: 11968:Extreme value theory (EVT) 11768:Doob decomposition theorem 11060:Ornstein–Uhlenbeck process 10831:Chinese restaurant process 10756:Artificial neural networks 10670:Gated recurrent unit (GRU) 9896:Differentiable programming 9773:Mills, Terence C. (1990). 9497:, Oklahoma City, Oklahoma. 9252:(3rd ed.). Springer. 9167:Box, George E. P. (1994). 9143:Ornstein–Uhlenbeck process 9118:Linear difference equation 7622:, which is defined in the 5075:It is based on parameters 4945: 4398:{\displaystyle \mu :=E(X)} 4195:Ornstein-Uhlenbeck process 3315:for the spectral density: 3160:{\displaystyle \Delta t=1} 2104:{\displaystyle \varphi =1} 2018:. (Note: The subscript on 12036: 11940: 11848:Optional stopping theorem 11745: 11707: 11649:Large deviation principle 11616: 11530: 11487: 11454: 11401:Heath–Jarrow–Morton (HJM) 11346: 11338:Moving-average (MA) model 11323:Autoregressive (AR) model 11303: 11213: 11148:Hidden Markov model (HMM) 11130: 11082:Schramm–Loewner evolution 10886: 10811: 10723: 10637: 10581: 10510: 10443: 10315: 10215: 10208: 10162: 10126: 10089:Artificial neural network 10069: 9945: 9912:Automatic differentiation 9885: 9715:"christophmark/bayesloop" 9476:: 197–213. Archived from 9148:Infinite impulse response 6902:Here predicted values of 1892:Example: An AR(1) process 1386:Characteristic polynomial 533:infinite impulse response 115:moving-average (MA) model 11763:DolĂŠans-Dade exponential 11593:Progressively measurable 11391:Cox–Ingersoll–Ross (CIR) 9917:Neuromorphic engineering 9880:Differentiable computing 9817:. John Wiley & Sons. 9449:Modern Spectrum Analysis 9389:10.1017/CBO9780511612336 9323:Walker, Gilbert (1931) 9153: 9128:Linear predictive coding 7531: 7227: 7171:For white noise (AR(0)) 7166: 6769:least squares regression 6057:autocorrelation function 5356:Kronecker delta function 4942:Choosing the maximum lag 4181:is an unknown constant ( 4018:{\displaystyle \varphi } 3776:will approach zero and: 1766:{\displaystyle \varphi } 1746:{\displaystyle \varphi } 1726:{\displaystyle \varphi } 1392:autocorrelation function 11983:Mathematical statistics 11973:Large deviations theory 11803:Infinitesimal generator 11664:Maximal ergodic theorem 11583:Piecewise-deterministic 11185:Random dynamical system 11050:Markov additive process 10690:Residual neural network 10106:Artificial Intelligence 9533:10.1109/TIM.2002.808031 8880:-step-ahead forecasting 7538:characteristic equation 4451:{\displaystyle \sigma } 4405:is the model mean, and 3613:{\displaystyle X_{t-1}} 2398:{\displaystyle \mu =0.} 821:. A non-zero value for 64:more precise citations. 11818:Karhunen–Loève theorem 11753:Cameron–Martin formula 11717:Burkholder–Davis–Gundy 11112:Variance gamma process 9599:"Econometrics Toolbox" 9421:stat.wharton.upenn.edu 9085: 9023: 8972: 8927: 8765: 8571: 8501: 8467: 8432: 8406: 8366: 8330: 8241: 8129: 8068: 7998: 7971: 7941: 7811: 7727: 7609: 7517: 7481: 7450: 7413: 7218: 7157: 7099: 7019: 6957:power spectral density 6952: 6945: 6911:would be based on the 6892: 6839: 6737: 6607: 6515: 6468: 6394: 6306: 6236: 6170: 6137: 6086: 6047: 6012: 5946: 5897: 5844: 5775: 5348: 5315: 5284: 5237: 5169: 5096: 5066: 5018: 4962:ordinary least squares 4931: 4813: 4695: 4545: 4452: 4432: 4399: 4364: 4327: 4219: 4175: 4155: 4104: 4055: 4019: 3999: 3968: 3937: 3910: 3883: 3853: 3819: 3770: 3749:approaching infinity, 3736: 3702: 3614: 3581: 3526: 3496: 3476: 3439: 3302: 3208: 3181: 3161: 3132: 3102: 2977: 2896: 2857: 2698: 2592: 2565: 2535: 2399: 2370: 2332: 2231: 2207: 2168: 2132: 2105: 2079: 2039: 2012: 1980: 1953: 1882: 1855: 1828: 1801: 1767: 1747: 1727: 1706: 1668: 1641: 1601: 1576: 1519: 1489: 1443: 1376: 1349: 1315: 1244: 1168: 1141: 1099: 1072: 1045: 1018: 981: 954: 927: 900: 873: 842: 815: 738: 695: 664: 638: 579: 519: 457: 409: 349: 318: 269: 225: 182:) model is defined as 168: 11948:Actuarial mathematics 11910:Uniform integrability 11905:Stratonovich integral 11833:LĂŠvy–Prokhorov metric 11737:Marcinkiewicz–Zygmund 11624:Central limit theorem 11226:Gaussian random field 11055:McKean–Vlasov process 10975:Dyson Brownian motion 10836:Galton–Watson process 10645:Neural Turing machine 10233:Human image synthesis 9296:Yule, G. Udny (1927) 9086: 9024: 8973: 8907: 8766: 8572: 8502: 8500:{\displaystyle f=1/2} 8468: 8433: 8407: 8367: 8331: 8242: 8130: 8069: 7999: 7997:{\displaystyle z_{2}} 7972: 7970:{\displaystyle z_{1}} 7942: 7812: 7728: 7610: 7518: 7482: 7451: 7414: 7219: 7158: 7079: 7020: 6951: 6944: 6893: 6819: 6738: 6608: 6516: 6469: 6395: 6307: 6237: 6171: 6117: 6087: 6048: 6013: 5947: 5877: 5845: 5776: 5349: 5316: 5285: 5238: 5149: 5114:Yule–Walker equations 5097: 5067: 4998: 4932: 4814: 4696: 4546: 4462:By rewriting this as 4453: 4433: 4400: 4365: 4328: 4220: 4176: 4156: 4112:geometric progression 4105: 4056: 4020: 4000: 3998:{\displaystyle X_{t}} 3976:central limit theorem 3969: 3967:{\displaystyle X_{t}} 3938: 3911: 3884: 3882:{\displaystyle X_{t}} 3854: 3799: 3771: 3737: 3676: 3615: 3582: 3527: 3525:{\displaystyle X_{t}} 3497: 3495:{\displaystyle \tau } 3477: 3440: 3303: 3209: 3207:{\displaystyle B_{n}} 3182: 3180:{\displaystyle \tau } 3162: 3133: 3131:{\displaystyle X_{j}} 3103: 2954: 2897: 2858: 2699: 2593: 2566: 2536: 2400: 2371: 2333: 2232: 2208: 2169: 2133: 2131:{\displaystyle X_{t}} 2111:then the variance of 2106: 2080: 2047:weak-sense stationary 2040: 2013: 1981: 1954: 1883: 1856: 1829: 1802: 1768: 1748: 1728: 1704: 1669: 1642: 1602: 1556: 1520: 1518:{\displaystyle y_{k}} 1490: 1423: 1377: 1350: 1316: 1245: 1169: 1142: 1100: 1098:{\displaystyle X_{3}} 1073: 1071:{\displaystyle X_{2}} 1046: 1044:{\displaystyle X_{3}} 1019: 982: 980:{\displaystyle X_{2}} 955: 953:{\displaystyle X_{1}} 928: 926:{\displaystyle X_{2}} 901: 874: 872:{\displaystyle X_{1}} 843: 816: 739: 696: 694:{\displaystyle z_{i}} 670:must lie outside the 665: 618: 580: 540:weak-sense stationary 520: 458: 389: 350: 319: 270: 205: 169: 167:{\displaystyle AR(p)} 132:Large language models 111:differential equation 12023:Time series analysis 11978:Mathematical finance 11863:Reflection principle 11190:Regenerative process 10990:Fleming–Viot process 10805:Stochastic processes 10736:Computer programming 10715:Graph neural network 10290:Text-to-video models 10268:Text-to-image models 10116:Large language model 10101:Scientific computing 9907:Statistical manifold 9902:Information geometry 9717:. December 7, 2021. 9123:Predictive analytics 9113:Moving average model 9067: 9006: 8891: 8787:package includes an 8587: 8516: 8477: 8444: 8416: 8383: 8343: 8257: 8143: 8085: 8011: 7981: 7954: 7828: 7743: 7633: 7551: 7494: 7464: 7427: 7239: 7178: 7032: 6967: 6803: 6619: 6527: 6482: 6405: 6328: 6248: 6196: 6099: 6067: 6022: 5959: 5861: 5788: 5382: 5325: 5298: 5267: 5133: 5079: 4982: 4825: 4708: 4701:, one can show that 4555: 4466: 4442: 4409: 4374: 4337: 4232: 4201: 4165: 4122: 4065: 4032: 4009: 3982: 3951: 3920: 3893: 3866: 3783: 3753: 3631: 3591: 3536: 3509: 3486: 3452: 3322: 3221: 3191: 3171: 3142: 3115: 2920: 2874: 2721: 2605: 2575: 2548: 2419: 2383: 2342: 2241: 2230:{\displaystyle \mu } 2221: 2178: 2142: 2115: 2089: 2053: 2022: 1990: 1963: 1900: 1865: 1838: 1811: 1784: 1757: 1737: 1717: 1651: 1622: 1532: 1502: 1405: 1359: 1332: 1260: 1201: 1151: 1109: 1082: 1055: 1028: 991: 964: 937: 910: 883: 856: 825: 756: 744:(see pages 89,92 ). 705: 678: 593: 546: 477: 373: 332: 282: 189: 146: 113:. Together with the 12018:Stochastic analysis 11858:Quadratic variation 11853:Prokhorov's theorem 11788:Feynman–Kac formula 11258:Markov random field 10906:Birth–death process 10082:In-context learning 9922:Pattern recognition 9806:1993sapa.book.....P 9745:www.statsmodels.org 9729:– via GitHub. 9525:2002ITIM...51.1289B 9093:confidence interval 8661: 8643: 8621: 8431:{\displaystyle f=0} 8102: 7913: 7374: 7352: 7273: 7210: 7066: 7014: 6883: 6698: 6680: 6039: 5938: 5213: 4648: 3372: 3255: 3046: 2807: 2690: 2507: 2471: 2007: 1481: 1326:polynomial division 1126: 468:polynomial notation 11988:Probability theory 11868:Skorokhod integral 11838:Malliavin calculus 11421:Korn-Kreer-Lenssen 11305:Time series models 11268:Pitman–Yor process 10675:Echo state network 10563:JĂźrgen Schmidhuber 10258:Facial recognition 10253:Speech recognition 10163:Software libraries 9562:2016-01-28 at the 9330:2011-06-07 at the 9303:2011-05-14 at the 9279:2023-03-24 at the 9138:Levinson recursion 9081: 9019: 8968: 8761: 8647: 8629: 8607: 8567: 8497: 8463: 8428: 8402: 8362: 8326: 8237: 8125: 8088: 8064: 8058: 7994: 7967: 7937: 7899: 7807: 7723: 7605: 7513: 7477: 7446: 7409: 7360: 7338: 7259: 7214: 7196: 7153: 7052: 7015: 7000: 6953: 6946: 6888: 6869: 6733: 6684: 6666: 6603: 6511: 6464: 6390: 6302: 6232: 6166: 6082: 6043: 6025: 6008: 5942: 5924: 5840: 5771: 5765: 5690: 5454: 5344: 5311: 5280: 5233: 5199: 5092: 5062: 4927: 4809: 4691: 4628: 4541: 4448: 4428: 4395: 4360: 4323: 4215: 4171: 4151: 4100: 4051: 4015: 3995: 3964: 3933: 3906: 3879: 3849: 3766: 3732: 3610: 3577: 3522: 3492: 3472: 3435: 3358: 3313:Lorentzian profile 3298: 3241: 3204: 3177: 3157: 3128: 3098: 3032: 2892: 2853: 2793: 2694: 2676: 2588: 2561: 2531: 2493: 2457: 2395: 2366: 2328: 2227: 2203: 2164: 2128: 2101: 2075: 2035: 2008: 1993: 1976: 1949: 1878: 1861:is positive while 1851: 1824: 1797: 1763: 1743: 1723: 1707: 1664: 1637: 1616:backshift operator 1597: 1515: 1485: 1454: 1372: 1345: 1311: 1240: 1164: 1137: 1112: 1095: 1068: 1041: 1014: 977: 950: 923: 896: 869: 838: 811: 734: 691: 660: 659: 575: 515: 453: 361:backshift operator 345: 328:of the model, and 314: 265: 164: 12072:Signal processing 12054: 12053: 12008:Signal processing 11727:Doob's upcrossing 11722:Doob's martingale 11686:Engelbert–Schmidt 11629:Donsker's theorem 11563:Feller-continuous 11431:Rendleman–Bartter 11221:Dirichlet process 11138:Branching process 11107:Telegraph process 11000:Geometric process 10980:Empirical process 10970:Diffusion process 10826:Branching process 10821:Bernoulli process 10771: 10770: 10533:Stephen Grossberg 10506: 10505: 9661:www.mathworks.com 9632:www.mathworks.com 9603:www.mathworks.com 9470:Statistica Sinica 9362:978-0-12-801522-3 9055:predictions, all 8759: 8321: 8228: 8225: 8172: 7930: 7877: 7620:transfer function 7407: 7331: 7148: 6767:Formulation as a 6731: 6601: 4966:method of moments 4925: 4183:initial condition 4174:{\displaystyle a} 4025:is close to one. 3433: 3391: 3353: 3352: 3274: 3089: 3023: 3022: 2951: 2950: 2911:Fourier transform 2826: 2648: 2612: 2526: 2426: 2237:, it follows from 1295: 90: 89: 82: 16:(Redirected from 12079: 12028:Machine learning 11915:Usual hypotheses 11798:Girsanov theorem 11783:Dynkin's formula 11548:Continuous paths 11456:Actuarial models 11396:Garman–Kohlhagen 11366:Black–Karasinski 11361:Black–Derman–Toy 11348:Financial models 11214:Fields and other 11143:Gaussian process 11092:Sigma-martingale 10896:Additive process 10798: 10791: 10784: 10775: 10774: 10761:Machine learning 10751: 10750: 10731: 10486:Action selection 10476:Self-driving car 10283:Stable Diffusion 10248:Speech synthesis 10213: 10212: 10077:Machine learning 9953:Gradient descent 9874: 9867: 9860: 9851: 9850: 9837: 9818: 9809: 9792: 9780: 9760: 9759: 9757: 9756: 9737: 9731: 9730: 9728: 9726: 9711: 9705: 9704: 9702: 9701: 9682: 9676: 9675: 9673: 9672: 9653: 9647: 9646: 9644: 9643: 9624: 9618: 9617: 9615: 9614: 9595: 9589: 9588: 9587: 9586: 9573: 9567: 9554: 9548: 9547: 9545: 9544: 9504: 9498: 9491: 9485: 9484: 9482: 9467: 9458: 9452: 9445: 9439: 9438: 9436: 9435: 9429: 9418: 9409: 9403: 9402: 9376: 9367: 9366: 9348: 9342: 9321: 9315: 9294: 9288: 9270: 9264: 9263: 9245: 9239: 9238: 9236: 9235: 9199: 9193: 9192: 9164: 9090: 9088: 9087: 9082: 9079: 9078: 9042:to refer to the 9028: 9026: 9025: 9020: 9018: 9017: 8977: 8975: 8974: 8969: 8966: 8965: 8953: 8952: 8937: 8936: 8926: 8921: 8903: 8902: 8859:impulse response 8853:Impulse response 8770: 8768: 8767: 8762: 8760: 8758: 8736: 8735: 8696: 8695: 8677: 8676: 8660: 8655: 8642: 8637: 8620: 8615: 8606: 8576: 8574: 8573: 8568: 8566: 8561: 8560: 8551: 8537: 8536: 8506: 8504: 8503: 8498: 8493: 8472: 8470: 8469: 8464: 8456: 8455: 8437: 8435: 8434: 8429: 8411: 8409: 8408: 8403: 8395: 8394: 8371: 8369: 8368: 8363: 8355: 8354: 8335: 8333: 8332: 8327: 8322: 8320: 8319: 8307: 8302: 8297: 8296: 8287: 8279: 8274: 8273: 8264: 8246: 8244: 8243: 8238: 8233: 8229: 8227: 8226: 8224: 8223: 8211: 8205: 8204: 8195: 8186: 8185: 8173: 8171: 8160: 8155: 8154: 8134: 8132: 8131: 8126: 8118: 8117: 8101: 8096: 8073: 8071: 8070: 8065: 8063: 8062: 8043: 8042: 8031: 8030: 8003: 8001: 8000: 7995: 7993: 7992: 7976: 7974: 7973: 7968: 7966: 7965: 7946: 7944: 7943: 7938: 7936: 7932: 7931: 7929: 7928: 7912: 7907: 7898: 7893: 7892: 7878: 7876: 7875: 7874: 7858: 7853: 7852: 7840: 7839: 7816: 7814: 7813: 7808: 7800: 7799: 7787: 7786: 7774: 7773: 7761: 7760: 7732: 7730: 7729: 7724: 7719: 7718: 7706: 7705: 7693: 7692: 7680: 7679: 7667: 7666: 7645: 7644: 7614: 7612: 7611: 7606: 7595: 7594: 7585: 7584: 7569: 7568: 7522: 7520: 7519: 7514: 7506: 7505: 7486: 7484: 7483: 7478: 7476: 7475: 7455: 7453: 7452: 7447: 7439: 7438: 7418: 7416: 7415: 7410: 7408: 7406: 7390: 7389: 7373: 7368: 7351: 7346: 7337: 7332: 7330: 7329: 7328: 7323: 7317: 7316: 7295: 7294: 7279: 7272: 7267: 7258: 7223: 7221: 7220: 7215: 7209: 7204: 7162: 7160: 7159: 7154: 7149: 7147: 7146: 7145: 7140: 7134: 7133: 7109: 7108: 7098: 7093: 7072: 7065: 7060: 7051: 7024: 7022: 7021: 7016: 7013: 7008: 6993: 6992: 6980: 6897: 6895: 6894: 6889: 6882: 6877: 6865: 6864: 6849: 6848: 6838: 6833: 6815: 6814: 6786:normal equations 6742: 6740: 6739: 6734: 6732: 6730: 6729: 6728: 6712: 6711: 6710: 6697: 6692: 6679: 6674: 6664: 6659: 6658: 6649: 6644: 6643: 6631: 6630: 6612: 6610: 6609: 6604: 6602: 6600: 6599: 6598: 6582: 6581: 6572: 6567: 6566: 6557: 6552: 6551: 6539: 6538: 6520: 6518: 6517: 6512: 6510: 6509: 6497: 6496: 6473: 6471: 6470: 6465: 6463: 6462: 6453: 6452: 6440: 6439: 6430: 6429: 6417: 6416: 6399: 6397: 6396: 6391: 6389: 6388: 6376: 6375: 6363: 6362: 6353: 6352: 6340: 6339: 6311: 6309: 6308: 6303: 6301: 6300: 6288: 6287: 6278: 6273: 6272: 6260: 6259: 6241: 6239: 6238: 6233: 6231: 6230: 6221: 6220: 6208: 6207: 6175: 6173: 6172: 6167: 6147: 6146: 6136: 6131: 6091: 6089: 6088: 6083: 6052: 6050: 6049: 6044: 6038: 6033: 6017: 6015: 6014: 6009: 5974: 5973: 5951: 5949: 5948: 5943: 5937: 5932: 5920: 5919: 5907: 5906: 5896: 5891: 5873: 5872: 5849: 5847: 5846: 5841: 5803: 5802: 5780: 5778: 5777: 5772: 5770: 5769: 5762: 5761: 5741: 5740: 5727: 5726: 5713: 5712: 5695: 5694: 5682: 5681: 5664: 5663: 5646: 5645: 5599: 5598: 5587: 5586: 5575: 5574: 5556: 5555: 5541: 5540: 5529: 5528: 5510: 5509: 5495: 5494: 5480: 5479: 5459: 5458: 5451: 5450: 5430: 5429: 5416: 5415: 5402: 5401: 5374: 5367: 5353: 5351: 5350: 5345: 5343: 5342: 5320: 5318: 5317: 5312: 5310: 5309: 5289: 5287: 5286: 5281: 5279: 5278: 5263:equations. Here 5262: 5255: 5242: 5240: 5239: 5234: 5229: 5228: 5212: 5207: 5195: 5194: 5179: 5178: 5168: 5163: 5145: 5144: 5101: 5099: 5098: 5093: 5091: 5090: 5071: 5069: 5068: 5063: 5057: 5056: 5044: 5043: 5028: 5027: 5017: 5012: 4994: 4993: 4936: 4934: 4933: 4928: 4926: 4924: 4923: 4922: 4906: 4905: 4904: 4885: 4883: 4882: 4867: 4866: 4857: 4852: 4851: 4818: 4816: 4815: 4810: 4808: 4807: 4798: 4797: 4785: 4781: 4780: 4779: 4750: 4749: 4740: 4735: 4734: 4700: 4698: 4697: 4692: 4690: 4686: 4685: 4684: 4669: 4668: 4647: 4642: 4618: 4617: 4596: 4595: 4586: 4585: 4573: 4572: 4550: 4548: 4547: 4542: 4540: 4539: 4500: 4499: 4484: 4483: 4457: 4455: 4454: 4449: 4437: 4435: 4434: 4429: 4424: 4423: 4404: 4402: 4401: 4396: 4369: 4367: 4366: 4361: 4352: 4344: 4332: 4330: 4329: 4324: 4322: 4321: 4300: 4299: 4263: 4262: 4250: 4249: 4224: 4222: 4221: 4216: 4214: 4180: 4178: 4177: 4172: 4160: 4158: 4157: 4152: 4150: 4149: 4134: 4133: 4109: 4107: 4106: 4101: 4099: 4098: 4077: 4076: 4060: 4058: 4057: 4052: 4044: 4043: 4024: 4022: 4021: 4016: 4004: 4002: 4001: 3996: 3994: 3993: 3973: 3971: 3970: 3965: 3963: 3962: 3945:Gaussian process 3942: 3940: 3939: 3934: 3932: 3931: 3915: 3913: 3912: 3907: 3905: 3904: 3888: 3886: 3885: 3880: 3878: 3877: 3862:It is seen that 3858: 3856: 3855: 3850: 3845: 3844: 3829: 3828: 3818: 3813: 3795: 3794: 3775: 3773: 3772: 3767: 3765: 3764: 3741: 3739: 3738: 3733: 3728: 3727: 3712: 3711: 3701: 3690: 3672: 3671: 3656: 3655: 3643: 3642: 3619: 3617: 3616: 3611: 3609: 3608: 3586: 3584: 3583: 3578: 3576: 3575: 3557: 3556: 3531: 3529: 3528: 3523: 3521: 3520: 3501: 3499: 3498: 3493: 3481: 3479: 3478: 3473: 3468: 3444: 3442: 3441: 3436: 3434: 3432: 3428: 3427: 3415: 3414: 3395: 3392: 3390: 3389: 3388: 3371: 3366: 3357: 3354: 3345: 3341: 3307: 3305: 3304: 3299: 3297: 3296: 3295: 3287: 3275: 3273: 3272: 3271: 3254: 3249: 3240: 3213: 3211: 3210: 3205: 3203: 3202: 3186: 3184: 3183: 3178: 3166: 3164: 3163: 3158: 3137: 3135: 3134: 3129: 3127: 3126: 3107: 3105: 3104: 3099: 3094: 3090: 3088: 3063: 3062: 3045: 3040: 3031: 3024: 3015: 3011: 3006: 3005: 2987: 2986: 2976: 2971: 2952: 2943: 2939: 2909:function is the 2907:spectral density 2901: 2899: 2898: 2893: 2862: 2860: 2859: 2854: 2849: 2848: 2847: 2839: 2827: 2825: 2824: 2823: 2806: 2801: 2792: 2787: 2786: 2771: 2770: 2761: 2760: 2733: 2732: 2703: 2701: 2700: 2695: 2689: 2684: 2669: 2668: 2650: 2649: 2646: 2643: 2642: 2627: 2626: 2614: 2613: 2610: 2597: 2595: 2594: 2589: 2587: 2586: 2570: 2568: 2567: 2562: 2560: 2559: 2540: 2538: 2537: 2532: 2527: 2525: 2524: 2523: 2506: 2501: 2492: 2487: 2486: 2470: 2465: 2441: 2440: 2428: 2427: 2424: 2404: 2402: 2401: 2396: 2375: 2373: 2372: 2367: 2337: 2335: 2334: 2329: 2321: 2320: 2296: 2295: 2262: 2261: 2236: 2234: 2233: 2228: 2212: 2210: 2209: 2204: 2199: 2198: 2173: 2171: 2170: 2165: 2157: 2149: 2137: 2135: 2134: 2129: 2127: 2126: 2110: 2108: 2107: 2102: 2084: 2082: 2081: 2076: 2068: 2060: 2044: 2042: 2041: 2036: 2034: 2033: 2017: 2015: 2014: 2009: 2006: 2001: 1985: 1983: 1982: 1977: 1975: 1974: 1958: 1956: 1955: 1950: 1947: 1946: 1934: 1933: 1912: 1911: 1887: 1885: 1884: 1879: 1877: 1876: 1860: 1858: 1857: 1852: 1850: 1849: 1833: 1831: 1830: 1825: 1823: 1822: 1806: 1804: 1803: 1798: 1796: 1795: 1772: 1770: 1769: 1764: 1752: 1750: 1749: 1744: 1732: 1730: 1729: 1724: 1673: 1671: 1670: 1665: 1663: 1662: 1646: 1644: 1643: 1638: 1606: 1604: 1603: 1598: 1596: 1595: 1586: 1585: 1575: 1570: 1524: 1522: 1521: 1516: 1514: 1513: 1494: 1492: 1491: 1486: 1480: 1479: 1471: 1462: 1453: 1452: 1442: 1437: 1381: 1379: 1378: 1373: 1371: 1370: 1354: 1352: 1351: 1346: 1344: 1343: 1320: 1318: 1317: 1312: 1306: 1305: 1296: 1294: 1277: 1272: 1271: 1249: 1247: 1246: 1241: 1238: 1237: 1225: 1224: 1173: 1171: 1170: 1165: 1163: 1162: 1146: 1144: 1143: 1138: 1136: 1135: 1125: 1120: 1104: 1102: 1101: 1096: 1094: 1093: 1077: 1075: 1074: 1069: 1067: 1066: 1050: 1048: 1047: 1042: 1040: 1039: 1023: 1021: 1020: 1015: 1013: 1012: 1003: 1002: 986: 984: 983: 978: 976: 975: 959: 957: 956: 951: 949: 948: 932: 930: 929: 924: 922: 921: 905: 903: 902: 897: 895: 894: 878: 876: 875: 870: 868: 867: 847: 845: 844: 839: 837: 836: 820: 818: 817: 812: 810: 809: 797: 796: 781: 780: 768: 767: 743: 741: 740: 735: 727: 722: 721: 712: 700: 698: 697: 692: 690: 689: 669: 667: 666: 661: 658: 657: 648: 647: 637: 632: 584: 582: 581: 576: 568: 563: 562: 553: 524: 522: 521: 516: 514: 513: 501: 500: 462: 460: 459: 454: 452: 451: 439: 438: 429: 428: 419: 418: 408: 403: 385: 384: 354: 352: 351: 346: 344: 343: 323: 321: 320: 315: 313: 312: 294: 293: 274: 272: 271: 266: 264: 263: 251: 250: 235: 234: 224: 219: 201: 200: 173: 171: 170: 165: 85: 78: 74: 71: 65: 60:this article by 51:inline citations 38: 37: 30: 21: 12087: 12086: 12082: 12081: 12080: 12078: 12077: 12076: 12067:Autocorrelation 12057: 12056: 12055: 12050: 12032: 11993:Queueing theory 11936: 11878:Skorokhod space 11741: 11732:Kunita–Watanabe 11703: 11669:Sanov's theorem 11639:Ergodic theorem 11612: 11608:Time-reversible 11526: 11489:Queueing models 11483: 11479:Sparre–Anderson 11469:CramĂŠr–Lundberg 11450: 11436:SABR volatility 11342: 11299: 11251:Boolean network 11209: 11195:Renewal process 11126: 11075:Non-homogeneous 11065:Poisson process 10955:Contact process 10918:Brownian motion 10888:Continuous time 10882: 10876:Maximal entropy 10807: 10802: 10772: 10767: 10719: 10633: 10599:Google DeepMind 10577: 10543:Geoffrey Hinton 10502: 10439: 10365:Project Debater 10311: 10209:Implementations 10204: 10158: 10122: 10065: 10007:Backpropagation 9941: 9927:Tensor calculus 9881: 9878: 9835: 9825: 9789: 9769: 9764: 9763: 9754: 9752: 9739: 9738: 9734: 9724: 9722: 9713: 9712: 9708: 9699: 9697: 9684: 9683: 9679: 9670: 9668: 9655: 9654: 9650: 9641: 9639: 9626: 9625: 9621: 9612: 9610: 9597: 9596: 9592: 9584: 9582: 9574: 9570: 9564:Wayback Machine 9555: 9551: 9542: 9540: 9505: 9501: 9492: 9488: 9480: 9465: 9459: 9455: 9446: 9442: 9433: 9431: 9427: 9416: 9410: 9406: 9399: 9377: 9370: 9363: 9349: 9345: 9332:Wayback Machine 9322: 9318: 9305:Wayback Machine 9295: 9291: 9281:Wayback Machine 9271: 9267: 9260: 9246: 9242: 9233: 9231: 9216: 9200: 9196: 9181: 9165: 9161: 9156: 9109: 9074: 9070: 9068: 9065: 9064: 9037: 9013: 9009: 9007: 9004: 9003: 8993: 8961: 8957: 8942: 8938: 8932: 8928: 8922: 8911: 8898: 8894: 8892: 8889: 8888: 8882: 8855: 8794:R, the package 8777: 8731: 8727: 8691: 8687: 8672: 8668: 8656: 8651: 8638: 8633: 8622: 8616: 8611: 8605: 8588: 8585: 8584: 8562: 8556: 8552: 8547: 8532: 8528: 8517: 8514: 8513: 8489: 8478: 8475: 8474: 8451: 8447: 8445: 8442: 8441: 8417: 8414: 8413: 8390: 8386: 8384: 8381: 8380: 8350: 8346: 8344: 8341: 8340: 8315: 8311: 8306: 8298: 8292: 8288: 8283: 8275: 8269: 8265: 8260: 8258: 8255: 8254: 8219: 8215: 8210: 8206: 8200: 8196: 8194: 8190: 8178: 8174: 8164: 8159: 8150: 8146: 8144: 8141: 8140: 8113: 8109: 8097: 8092: 8086: 8083: 8082: 8057: 8056: 8051: 8045: 8044: 8038: 8034: 8032: 8026: 8022: 8015: 8014: 8012: 8009: 8008: 7988: 7984: 7982: 7979: 7978: 7961: 7957: 7955: 7952: 7951: 7924: 7920: 7908: 7903: 7897: 7888: 7884: 7883: 7879: 7870: 7866: 7862: 7857: 7848: 7844: 7835: 7831: 7829: 7826: 7825: 7792: 7788: 7782: 7778: 7766: 7762: 7756: 7752: 7744: 7741: 7740: 7711: 7707: 7698: 7694: 7688: 7684: 7672: 7668: 7662: 7658: 7640: 7636: 7634: 7631: 7630: 7590: 7586: 7580: 7576: 7564: 7560: 7552: 7549: 7548: 7534: 7501: 7497: 7495: 7492: 7491: 7471: 7467: 7465: 7462: 7461: 7434: 7430: 7428: 7425: 7424: 7385: 7381: 7369: 7364: 7353: 7347: 7342: 7336: 7324: 7319: 7318: 7300: 7296: 7290: 7286: 7275: 7274: 7268: 7263: 7257: 7240: 7237: 7236: 7230: 7205: 7200: 7179: 7176: 7175: 7169: 7141: 7136: 7135: 7114: 7110: 7104: 7100: 7094: 7083: 7068: 7067: 7061: 7056: 7050: 7033: 7030: 7029: 7009: 7004: 6988: 6984: 6970: 6968: 6965: 6964: 6959:(PSD) of an AR( 6939: 6910: 6878: 6873: 6854: 6850: 6844: 6840: 6834: 6823: 6810: 6806: 6804: 6801: 6800: 6779: 6753: 6724: 6720: 6713: 6706: 6702: 6693: 6688: 6675: 6670: 6665: 6663: 6654: 6650: 6645: 6639: 6635: 6626: 6622: 6620: 6617: 6616: 6594: 6590: 6583: 6577: 6573: 6571: 6562: 6558: 6553: 6547: 6543: 6534: 6530: 6528: 6525: 6524: 6505: 6501: 6489: 6485: 6483: 6480: 6479: 6458: 6454: 6448: 6444: 6435: 6431: 6425: 6421: 6412: 6408: 6406: 6403: 6402: 6381: 6377: 6371: 6367: 6358: 6354: 6348: 6344: 6335: 6331: 6329: 6326: 6325: 6296: 6292: 6283: 6279: 6274: 6268: 6264: 6255: 6251: 6249: 6246: 6245: 6226: 6222: 6216: 6212: 6203: 6199: 6197: 6194: 6193: 6142: 6138: 6132: 6121: 6100: 6097: 6096: 6068: 6065: 6064: 6034: 6029: 6023: 6020: 6019: 5969: 5965: 5960: 5957: 5956: 5933: 5928: 5912: 5908: 5902: 5898: 5892: 5881: 5868: 5864: 5862: 5859: 5858: 5798: 5794: 5789: 5786: 5785: 5764: 5763: 5757: 5753: 5750: 5749: 5743: 5742: 5736: 5732: 5729: 5728: 5722: 5718: 5715: 5714: 5708: 5704: 5697: 5696: 5689: 5688: 5683: 5671: 5667: 5665: 5653: 5649: 5647: 5635: 5631: 5628: 5627: 5622: 5617: 5612: 5606: 5605: 5600: 5594: 5590: 5588: 5582: 5578: 5576: 5570: 5566: 5563: 5562: 5557: 5548: 5544: 5542: 5536: 5532: 5530: 5524: 5520: 5517: 5516: 5511: 5502: 5498: 5496: 5487: 5483: 5481: 5475: 5471: 5464: 5463: 5453: 5452: 5446: 5442: 5439: 5438: 5432: 5431: 5425: 5421: 5418: 5417: 5411: 5407: 5404: 5403: 5397: 5393: 5386: 5385: 5383: 5380: 5379: 5369: 5362: 5332: 5328: 5326: 5323: 5322: 5305: 5301: 5299: 5296: 5295: 5293: 5274: 5270: 5268: 5265: 5264: 5257: 5247: 5218: 5214: 5208: 5203: 5184: 5180: 5174: 5170: 5164: 5153: 5140: 5136: 5134: 5131: 5130: 5116: 5086: 5082: 5080: 5077: 5076: 5052: 5048: 5033: 5029: 5023: 5019: 5013: 5002: 4989: 4985: 4983: 4980: 4979: 4958: 4950: 4944: 4918: 4914: 4907: 4897: 4893: 4886: 4884: 4878: 4874: 4862: 4858: 4853: 4841: 4837: 4826: 4823: 4822: 4803: 4799: 4793: 4789: 4775: 4771: 4764: 4760: 4745: 4741: 4736: 4724: 4720: 4709: 4706: 4705: 4674: 4670: 4658: 4654: 4653: 4649: 4643: 4632: 4613: 4609: 4591: 4587: 4581: 4577: 4562: 4558: 4556: 4553: 4552: 4529: 4525: 4495: 4491: 4473: 4469: 4467: 4464: 4463: 4443: 4440: 4439: 4419: 4415: 4410: 4407: 4406: 4375: 4372: 4371: 4348: 4340: 4338: 4335: 4334: 4311: 4307: 4295: 4291: 4258: 4254: 4239: 4235: 4233: 4230: 4229: 4210: 4202: 4199: 4198: 4191: 4166: 4163: 4162: 4145: 4141: 4129: 4125: 4123: 4120: 4119: 4088: 4084: 4072: 4068: 4066: 4063: 4062: 4039: 4035: 4033: 4030: 4029: 4010: 4007: 4006: 3989: 3985: 3983: 3980: 3979: 3978:indicates that 3958: 3954: 3952: 3949: 3948: 3927: 3923: 3921: 3918: 3917: 3900: 3896: 3894: 3891: 3890: 3873: 3869: 3867: 3864: 3863: 3834: 3830: 3824: 3820: 3814: 3803: 3790: 3786: 3784: 3781: 3780: 3760: 3756: 3754: 3751: 3750: 3717: 3713: 3707: 3703: 3691: 3680: 3661: 3657: 3651: 3647: 3638: 3634: 3632: 3629: 3628: 3598: 3594: 3592: 3589: 3588: 3565: 3561: 3546: 3542: 3537: 3534: 3533: 3516: 3512: 3510: 3507: 3506: 3487: 3484: 3483: 3464: 3453: 3450: 3449: 3423: 3419: 3410: 3406: 3399: 3394: 3384: 3380: 3373: 3367: 3362: 3356: 3340: 3323: 3320: 3319: 3311:which yields a 3291: 3283: 3282: 3278: 3267: 3263: 3256: 3250: 3245: 3239: 3222: 3219: 3218: 3198: 3194: 3192: 3189: 3188: 3172: 3169: 3168: 3143: 3140: 3139: 3122: 3118: 3116: 3113: 3112: 3058: 3054: 3047: 3041: 3036: 3030: 3026: 3010: 2992: 2988: 2982: 2978: 2972: 2958: 2938: 2921: 2918: 2917: 2875: 2872: 2871: 2843: 2835: 2834: 2830: 2819: 2815: 2808: 2802: 2797: 2791: 2782: 2778: 2766: 2762: 2750: 2746: 2728: 2724: 2722: 2719: 2718: 2685: 2680: 2658: 2654: 2645: 2644: 2638: 2634: 2622: 2618: 2609: 2608: 2606: 2603: 2602: 2582: 2578: 2576: 2573: 2572: 2555: 2551: 2549: 2546: 2545: 2519: 2515: 2508: 2502: 2497: 2491: 2482: 2478: 2466: 2461: 2436: 2432: 2423: 2422: 2420: 2417: 2416: 2384: 2381: 2380: 2343: 2340: 2339: 2316: 2312: 2285: 2281: 2257: 2253: 2242: 2239: 2238: 2222: 2219: 2218: 2194: 2190: 2179: 2176: 2175: 2153: 2145: 2143: 2140: 2139: 2122: 2118: 2116: 2113: 2112: 2090: 2087: 2086: 2064: 2056: 2054: 2051: 2050: 2029: 2025: 2023: 2020: 2019: 2002: 1997: 1991: 1988: 1987: 1970: 1966: 1964: 1961: 1960: 1942: 1938: 1923: 1919: 1907: 1903: 1901: 1898: 1897: 1894: 1872: 1868: 1866: 1863: 1862: 1845: 1841: 1839: 1836: 1835: 1818: 1814: 1812: 1809: 1808: 1791: 1787: 1785: 1782: 1781: 1775:low pass filter 1758: 1755: 1754: 1738: 1735: 1734: 1718: 1715: 1714: 1699: 1658: 1654: 1652: 1649: 1648: 1623: 1620: 1619: 1591: 1587: 1581: 1577: 1571: 1560: 1533: 1530: 1529: 1509: 1505: 1503: 1500: 1499: 1475: 1467: 1463: 1458: 1448: 1444: 1438: 1427: 1406: 1403: 1402: 1388: 1366: 1362: 1360: 1357: 1356: 1339: 1335: 1333: 1330: 1329: 1301: 1297: 1281: 1276: 1267: 1263: 1261: 1258: 1257: 1233: 1229: 1220: 1216: 1202: 1199: 1198: 1193: 1158: 1154: 1152: 1149: 1148: 1131: 1127: 1121: 1116: 1110: 1107: 1106: 1089: 1085: 1083: 1080: 1079: 1078:, this affects 1062: 1058: 1056: 1053: 1052: 1035: 1031: 1029: 1026: 1025: 1008: 1004: 998: 994: 992: 989: 988: 971: 967: 965: 962: 961: 960:, this affects 944: 940: 938: 935: 934: 917: 913: 911: 908: 907: 890: 886: 884: 881: 880: 879:by the amount 863: 859: 857: 854: 853: 832: 828: 826: 823: 822: 805: 801: 786: 782: 776: 772: 763: 759: 757: 754: 753: 750: 723: 717: 713: 708: 706: 703: 702: 685: 681: 679: 676: 675: 653: 649: 643: 639: 633: 622: 594: 591: 590: 564: 558: 554: 549: 547: 544: 543: 509: 505: 496: 492: 478: 475: 474: 447: 443: 434: 430: 424: 420: 414: 410: 404: 393: 380: 376: 374: 371: 370: 339: 335: 333: 330: 329: 308: 304: 289: 285: 283: 280: 279: 259: 255: 240: 236: 230: 226: 220: 209: 196: 192: 190: 187: 186: 147: 144: 143: 140: 86: 75: 69: 66: 56:Please help to 55: 39: 35: 28: 23: 22: 15: 12: 11: 5: 12085: 12075: 12074: 12069: 12052: 12051: 12049: 12048: 12043: 12041:List of topics 12037: 12034: 12033: 12031: 12030: 12025: 12020: 12015: 12010: 12005: 12000: 11998:Renewal theory 11995: 11990: 11985: 11980: 11975: 11970: 11965: 11963:Ergodic theory 11960: 11955: 11953:Control theory 11950: 11944: 11942: 11938: 11937: 11935: 11934: 11933: 11932: 11927: 11917: 11912: 11907: 11902: 11897: 11896: 11895: 11885: 11883:Snell envelope 11880: 11875: 11870: 11865: 11860: 11855: 11850: 11845: 11840: 11835: 11830: 11825: 11820: 11815: 11810: 11805: 11800: 11795: 11790: 11785: 11780: 11775: 11770: 11765: 11760: 11755: 11749: 11747: 11743: 11742: 11740: 11739: 11734: 11729: 11724: 11719: 11713: 11711: 11705: 11704: 11702: 11701: 11682:Borel–Cantelli 11671: 11666: 11661: 11656: 11651: 11646: 11641: 11636: 11631: 11626: 11620: 11618: 11617:Limit theorems 11614: 11613: 11611: 11610: 11605: 11600: 11595: 11590: 11585: 11580: 11575: 11570: 11565: 11560: 11555: 11550: 11545: 11540: 11534: 11532: 11528: 11527: 11525: 11524: 11519: 11514: 11509: 11504: 11499: 11493: 11491: 11485: 11484: 11482: 11481: 11476: 11471: 11466: 11460: 11458: 11452: 11451: 11449: 11448: 11443: 11438: 11433: 11428: 11423: 11418: 11413: 11408: 11403: 11398: 11393: 11388: 11383: 11378: 11373: 11368: 11363: 11358: 11352: 11350: 11344: 11343: 11341: 11340: 11335: 11330: 11325: 11320: 11315: 11309: 11307: 11301: 11300: 11298: 11297: 11292: 11287: 11286: 11285: 11280: 11270: 11265: 11260: 11255: 11254: 11253: 11248: 11238: 11236:Hopfield model 11233: 11228: 11223: 11217: 11215: 11211: 11210: 11208: 11207: 11202: 11197: 11192: 11187: 11182: 11181: 11180: 11175: 11170: 11165: 11155: 11153:Markov process 11150: 11145: 11140: 11134: 11132: 11128: 11127: 11125: 11124: 11122:Wiener sausage 11119: 11117:Wiener process 11114: 11109: 11104: 11099: 11097:Stable process 11094: 11089: 11087:Semimartingale 11084: 11079: 11078: 11077: 11072: 11062: 11057: 11052: 11047: 11042: 11037: 11032: 11030:Jump diffusion 11027: 11022: 11017: 11012: 11007: 11005:Hawkes process 11002: 10997: 10992: 10987: 10985:Feller process 10982: 10977: 10972: 10967: 10962: 10957: 10952: 10950:Cauchy process 10947: 10946: 10945: 10940: 10935: 10930: 10925: 10915: 10914: 10913: 10903: 10901:Bessel process 10898: 10892: 10890: 10884: 10883: 10881: 10880: 10879: 10878: 10873: 10868: 10863: 10853: 10848: 10843: 10838: 10833: 10828: 10823: 10817: 10815: 10809: 10808: 10801: 10800: 10793: 10786: 10778: 10769: 10768: 10766: 10765: 10764: 10763: 10758: 10745: 10744: 10743: 10738: 10724: 10721: 10720: 10718: 10717: 10712: 10707: 10702: 10697: 10692: 10687: 10682: 10677: 10672: 10667: 10662: 10657: 10652: 10647: 10641: 10639: 10635: 10634: 10632: 10631: 10626: 10621: 10616: 10611: 10606: 10601: 10596: 10591: 10585: 10583: 10579: 10578: 10576: 10575: 10573:Ilya Sutskever 10570: 10565: 10560: 10555: 10550: 10545: 10540: 10538:Demis Hassabis 10535: 10530: 10528:Ian Goodfellow 10525: 10520: 10514: 10512: 10508: 10507: 10504: 10503: 10501: 10500: 10495: 10494: 10493: 10483: 10478: 10473: 10468: 10463: 10458: 10453: 10447: 10445: 10441: 10440: 10438: 10437: 10432: 10427: 10422: 10417: 10412: 10407: 10402: 10397: 10392: 10387: 10382: 10377: 10372: 10367: 10362: 10357: 10356: 10355: 10345: 10340: 10335: 10330: 10325: 10319: 10317: 10313: 10312: 10310: 10309: 10304: 10303: 10302: 10297: 10287: 10286: 10285: 10280: 10275: 10265: 10260: 10255: 10250: 10245: 10240: 10235: 10230: 10225: 10219: 10217: 10210: 10206: 10205: 10203: 10202: 10197: 10192: 10187: 10182: 10177: 10172: 10166: 10164: 10160: 10159: 10157: 10156: 10151: 10146: 10141: 10136: 10130: 10128: 10124: 10123: 10121: 10120: 10119: 10118: 10111:Language model 10108: 10103: 10098: 10097: 10096: 10086: 10085: 10084: 10073: 10071: 10067: 10066: 10064: 10063: 10061:Autoregression 10058: 10053: 10052: 10051: 10041: 10039:Regularization 10036: 10035: 10034: 10029: 10024: 10014: 10009: 10004: 10002:Loss functions 9999: 9994: 9989: 9984: 9979: 9978: 9977: 9967: 9962: 9961: 9960: 9949: 9947: 9943: 9942: 9940: 9939: 9937:Inductive bias 9934: 9929: 9924: 9919: 9914: 9909: 9904: 9899: 9891: 9889: 9883: 9882: 9877: 9876: 9869: 9862: 9854: 9848: 9847: 9832: 9831:by Paul Bourke 9824: 9823:External links 9821: 9820: 9819: 9810: 9793: 9787: 9768: 9765: 9762: 9761: 9732: 9706: 9677: 9648: 9619: 9590: 9568: 9549: 9499: 9486: 9483:on 2012-10-21. 9453: 9440: 9412:Eshel, Gidon. 9404: 9397: 9368: 9361: 9343: 9316: 9289: 9265: 9259:978-1441978646 9258: 9240: 9214: 9194: 9179: 9158: 9157: 9155: 9152: 9151: 9150: 9145: 9140: 9135: 9130: 9125: 9120: 9115: 9108: 9105: 9077: 9073: 9051:until, after 9033: 9016: 9012: 8989: 8979: 8978: 8964: 8960: 8956: 8951: 8948: 8945: 8941: 8935: 8931: 8925: 8920: 8917: 8914: 8910: 8906: 8901: 8897: 8881: 8875: 8873:applies here. 8854: 8851: 8850: 8849: 8843: 8837: 8827: 8809: 8803: 8792: 8776: 8773: 8772: 8771: 8757: 8754: 8751: 8748: 8745: 8742: 8739: 8734: 8730: 8726: 8723: 8720: 8717: 8714: 8711: 8708: 8705: 8702: 8699: 8694: 8690: 8686: 8683: 8680: 8675: 8671: 8667: 8664: 8659: 8654: 8650: 8646: 8641: 8636: 8632: 8628: 8625: 8619: 8614: 8610: 8604: 8601: 8598: 8595: 8592: 8565: 8559: 8555: 8550: 8546: 8543: 8540: 8535: 8531: 8527: 8524: 8521: 8509: 8508: 8496: 8492: 8488: 8485: 8482: 8462: 8459: 8454: 8450: 8438: 8427: 8424: 8421: 8401: 8398: 8393: 8389: 8361: 8358: 8353: 8349: 8337: 8336: 8325: 8318: 8314: 8310: 8305: 8301: 8295: 8291: 8286: 8282: 8278: 8272: 8268: 8263: 8248: 8247: 8236: 8232: 8222: 8218: 8214: 8209: 8203: 8199: 8193: 8189: 8184: 8181: 8177: 8170: 8167: 8163: 8158: 8153: 8149: 8137: 8136: 8124: 8121: 8116: 8112: 8108: 8105: 8100: 8095: 8091: 8075: 8074: 8061: 8055: 8052: 8050: 8047: 8046: 8041: 8037: 8033: 8029: 8025: 8021: 8020: 8018: 7991: 7987: 7964: 7960: 7949: 7948: 7935: 7927: 7923: 7919: 7916: 7911: 7906: 7902: 7896: 7891: 7887: 7882: 7873: 7869: 7865: 7861: 7856: 7851: 7847: 7843: 7838: 7834: 7821:which yields: 7819: 7818: 7806: 7803: 7798: 7795: 7791: 7785: 7781: 7777: 7772: 7769: 7765: 7759: 7755: 7751: 7748: 7734: 7733: 7722: 7717: 7714: 7710: 7704: 7701: 7697: 7691: 7687: 7683: 7678: 7675: 7671: 7665: 7661: 7657: 7654: 7651: 7648: 7643: 7639: 7616: 7615: 7604: 7601: 7598: 7593: 7589: 7583: 7579: 7575: 7572: 7567: 7563: 7559: 7556: 7533: 7530: 7529: 7528: 7512: 7509: 7504: 7500: 7488: 7474: 7470: 7445: 7442: 7437: 7433: 7420: 7419: 7405: 7402: 7399: 7396: 7393: 7388: 7384: 7380: 7377: 7372: 7367: 7363: 7359: 7356: 7350: 7345: 7341: 7335: 7327: 7322: 7315: 7312: 7309: 7306: 7303: 7299: 7293: 7289: 7285: 7282: 7278: 7271: 7266: 7262: 7256: 7253: 7250: 7247: 7244: 7229: 7226: 7225: 7224: 7213: 7208: 7203: 7199: 7195: 7192: 7189: 7186: 7183: 7168: 7165: 7164: 7163: 7152: 7144: 7139: 7132: 7129: 7126: 7123: 7120: 7117: 7113: 7107: 7103: 7097: 7092: 7089: 7086: 7082: 7078: 7075: 7071: 7064: 7059: 7055: 7049: 7046: 7043: 7040: 7037: 7012: 7007: 7003: 6999: 6996: 6991: 6987: 6983: 6979: 6976: 6973: 6938: 6935: 6922: 6921: 6906: 6900: 6899: 6898: 6887: 6881: 6876: 6872: 6868: 6863: 6860: 6857: 6853: 6847: 6843: 6837: 6832: 6829: 6826: 6822: 6818: 6813: 6809: 6795: 6794: 6790: 6775: 6765: 6752: 6749: 6748: 6747: 6746: 6745: 6744: 6743: 6727: 6723: 6719: 6716: 6709: 6705: 6701: 6696: 6691: 6687: 6683: 6678: 6673: 6669: 6662: 6657: 6653: 6648: 6642: 6638: 6634: 6629: 6625: 6613: 6597: 6593: 6589: 6586: 6580: 6576: 6570: 6565: 6561: 6556: 6550: 6546: 6542: 6537: 6533: 6521: 6508: 6504: 6500: 6495: 6492: 6488: 6478:Remember that 6475: 6474: 6461: 6457: 6451: 6447: 6443: 6438: 6434: 6428: 6424: 6420: 6415: 6411: 6400: 6387: 6384: 6380: 6374: 6370: 6366: 6361: 6357: 6351: 6347: 6343: 6338: 6334: 6314: 6313: 6312: 6299: 6295: 6291: 6286: 6282: 6277: 6271: 6267: 6263: 6258: 6254: 6242: 6229: 6225: 6219: 6215: 6211: 6206: 6202: 6177: 6176: 6165: 6162: 6159: 6156: 6153: 6150: 6145: 6141: 6135: 6130: 6127: 6124: 6120: 6116: 6113: 6110: 6107: 6104: 6081: 6078: 6075: 6072: 6042: 6037: 6032: 6028: 6007: 6004: 6001: 5998: 5995: 5992: 5989: 5986: 5983: 5980: 5977: 5972: 5968: 5964: 5953: 5952: 5941: 5936: 5931: 5927: 5923: 5918: 5915: 5911: 5905: 5901: 5895: 5890: 5887: 5884: 5880: 5876: 5871: 5867: 5839: 5836: 5833: 5830: 5827: 5824: 5821: 5818: 5815: 5812: 5809: 5806: 5801: 5797: 5793: 5782: 5781: 5768: 5760: 5756: 5752: 5751: 5748: 5745: 5744: 5739: 5735: 5731: 5730: 5725: 5721: 5717: 5716: 5711: 5707: 5703: 5702: 5700: 5693: 5687: 5684: 5680: 5677: 5674: 5670: 5666: 5662: 5659: 5656: 5652: 5648: 5644: 5641: 5638: 5634: 5630: 5629: 5626: 5623: 5621: 5618: 5616: 5613: 5611: 5608: 5607: 5604: 5601: 5597: 5593: 5589: 5585: 5581: 5577: 5573: 5569: 5565: 5564: 5561: 5558: 5554: 5551: 5547: 5543: 5539: 5535: 5531: 5527: 5523: 5519: 5518: 5515: 5512: 5508: 5505: 5501: 5497: 5493: 5490: 5486: 5482: 5478: 5474: 5470: 5469: 5467: 5462: 5457: 5449: 5445: 5441: 5440: 5437: 5434: 5433: 5428: 5424: 5420: 5419: 5414: 5410: 5406: 5405: 5400: 5396: 5392: 5391: 5389: 5341: 5338: 5335: 5331: 5308: 5304: 5291: 5277: 5273: 5244: 5243: 5232: 5227: 5224: 5221: 5217: 5211: 5206: 5202: 5198: 5193: 5190: 5187: 5183: 5177: 5173: 5167: 5162: 5159: 5156: 5152: 5148: 5143: 5139: 5124:Gilbert Walker 5115: 5112: 5089: 5085: 5073: 5072: 5060: 5055: 5051: 5047: 5042: 5039: 5036: 5032: 5026: 5022: 5016: 5011: 5008: 5005: 5001: 4997: 4992: 4988: 4957: 4954: 4946:Main article: 4943: 4940: 4939: 4938: 4921: 4917: 4913: 4910: 4903: 4900: 4896: 4892: 4889: 4881: 4877: 4873: 4870: 4865: 4861: 4856: 4850: 4847: 4844: 4840: 4836: 4833: 4830: 4820: 4806: 4802: 4796: 4792: 4788: 4784: 4778: 4774: 4770: 4767: 4763: 4759: 4756: 4753: 4748: 4744: 4739: 4733: 4730: 4727: 4723: 4719: 4716: 4713: 4689: 4683: 4680: 4677: 4673: 4667: 4664: 4661: 4657: 4652: 4646: 4641: 4638: 4635: 4631: 4627: 4624: 4621: 4616: 4612: 4608: 4605: 4602: 4599: 4594: 4590: 4584: 4580: 4576: 4571: 4568: 4565: 4561: 4538: 4535: 4532: 4528: 4524: 4521: 4518: 4515: 4512: 4509: 4506: 4503: 4498: 4494: 4490: 4487: 4482: 4479: 4476: 4472: 4460: 4459: 4447: 4427: 4422: 4418: 4414: 4394: 4391: 4388: 4385: 4382: 4379: 4358: 4355: 4351: 4347: 4343: 4320: 4317: 4314: 4310: 4306: 4303: 4298: 4294: 4290: 4287: 4284: 4281: 4278: 4275: 4272: 4269: 4266: 4261: 4257: 4253: 4248: 4245: 4242: 4238: 4225:, is given by 4213: 4209: 4206: 4190: 4187: 4170: 4148: 4144: 4140: 4137: 4132: 4128: 4097: 4094: 4091: 4087: 4083: 4080: 4075: 4071: 4061:, the process 4050: 4047: 4042: 4038: 4014: 3992: 3988: 3961: 3957: 3930: 3926: 3903: 3899: 3876: 3872: 3860: 3859: 3848: 3843: 3840: 3837: 3833: 3827: 3823: 3817: 3812: 3809: 3806: 3802: 3798: 3793: 3789: 3763: 3759: 3743: 3742: 3731: 3726: 3723: 3720: 3716: 3710: 3706: 3700: 3697: 3694: 3689: 3686: 3683: 3679: 3675: 3670: 3667: 3664: 3660: 3654: 3650: 3646: 3641: 3637: 3607: 3604: 3601: 3597: 3574: 3571: 3568: 3564: 3560: 3555: 3552: 3549: 3545: 3541: 3519: 3515: 3491: 3471: 3467: 3463: 3460: 3457: 3446: 3445: 3431: 3426: 3422: 3418: 3413: 3409: 3405: 3402: 3398: 3387: 3383: 3379: 3376: 3370: 3365: 3361: 3351: 3348: 3344: 3339: 3336: 3333: 3330: 3327: 3309: 3308: 3294: 3290: 3286: 3281: 3270: 3266: 3262: 3259: 3253: 3248: 3244: 3238: 3235: 3232: 3229: 3226: 3201: 3197: 3176: 3156: 3153: 3150: 3147: 3125: 3121: 3109: 3108: 3097: 3093: 3087: 3084: 3081: 3078: 3075: 3072: 3069: 3066: 3061: 3057: 3053: 3050: 3044: 3039: 3035: 3029: 3021: 3018: 3014: 3009: 3004: 3001: 2998: 2995: 2991: 2985: 2981: 2975: 2970: 2967: 2964: 2961: 2957: 2949: 2946: 2942: 2937: 2934: 2931: 2928: 2925: 2891: 2888: 2885: 2882: 2879: 2864: 2863: 2852: 2846: 2842: 2838: 2833: 2822: 2818: 2814: 2811: 2805: 2800: 2796: 2790: 2785: 2781: 2777: 2774: 2769: 2765: 2759: 2756: 2753: 2749: 2745: 2742: 2739: 2736: 2731: 2727: 2712:autocovariance 2705: 2704: 2693: 2688: 2683: 2679: 2675: 2672: 2667: 2664: 2661: 2657: 2653: 2641: 2637: 2633: 2630: 2625: 2621: 2617: 2585: 2581: 2558: 2554: 2542: 2541: 2530: 2522: 2518: 2514: 2511: 2505: 2500: 2496: 2490: 2485: 2481: 2477: 2474: 2469: 2464: 2460: 2456: 2453: 2450: 2447: 2444: 2439: 2435: 2431: 2406: 2405: 2394: 2391: 2388: 2365: 2362: 2359: 2356: 2353: 2350: 2347: 2327: 2324: 2319: 2315: 2311: 2308: 2305: 2302: 2299: 2294: 2291: 2288: 2284: 2280: 2277: 2274: 2271: 2268: 2265: 2260: 2256: 2252: 2249: 2246: 2226: 2202: 2197: 2193: 2189: 2186: 2183: 2163: 2160: 2156: 2152: 2148: 2125: 2121: 2100: 2097: 2094: 2074: 2071: 2067: 2063: 2059: 2032: 2028: 2005: 2000: 1996: 1973: 1969: 1945: 1941: 1937: 1932: 1929: 1926: 1922: 1918: 1915: 1910: 1906: 1893: 1890: 1875: 1871: 1848: 1844: 1821: 1817: 1794: 1790: 1762: 1742: 1722: 1698: 1691: 1690: 1689: 1686: 1661: 1657: 1636: 1633: 1630: 1627: 1608: 1607: 1594: 1590: 1584: 1580: 1574: 1569: 1566: 1563: 1559: 1555: 1552: 1549: 1546: 1543: 1540: 1537: 1512: 1508: 1496: 1495: 1484: 1478: 1474: 1470: 1466: 1461: 1457: 1451: 1447: 1441: 1436: 1433: 1430: 1426: 1422: 1419: 1416: 1413: 1410: 1387: 1384: 1369: 1365: 1342: 1338: 1322: 1321: 1310: 1304: 1300: 1293: 1290: 1287: 1284: 1280: 1275: 1270: 1266: 1251: 1250: 1236: 1232: 1228: 1223: 1219: 1215: 1212: 1209: 1206: 1189: 1161: 1157: 1134: 1130: 1124: 1119: 1115: 1105:by the amount 1092: 1088: 1065: 1061: 1038: 1034: 1011: 1007: 1001: 997: 987:by the amount 974: 970: 947: 943: 920: 916: 893: 889: 866: 862: 835: 831: 808: 804: 800: 795: 792: 789: 785: 779: 775: 771: 766: 762: 749: 746: 733: 730: 726: 720: 716: 711: 688: 684: 656: 652: 646: 642: 636: 631: 628: 625: 621: 617: 614: 610: 607: 604: 601: 598: 574: 571: 567: 561: 557: 552: 526: 525: 512: 508: 504: 499: 495: 491: 488: 485: 482: 464: 463: 450: 446: 442: 437: 433: 427: 423: 417: 413: 407: 402: 399: 396: 392: 388: 383: 379: 342: 338: 311: 307: 303: 300: 297: 292: 288: 276: 275: 262: 258: 254: 249: 246: 243: 239: 233: 229: 223: 218: 215: 212: 208: 204: 199: 195: 163: 160: 157: 154: 151: 139: 136: 94:autoregressive 88: 87: 42: 40: 33: 26: 9: 6: 4: 3: 2: 12084: 12073: 12070: 12068: 12065: 12064: 12062: 12047: 12044: 12042: 12039: 12038: 12035: 12029: 12026: 12024: 12021: 12019: 12016: 12014: 12011: 12009: 12006: 12004: 12001: 11999: 11996: 11994: 11991: 11989: 11986: 11984: 11981: 11979: 11976: 11974: 11971: 11969: 11966: 11964: 11961: 11959: 11956: 11954: 11951: 11949: 11946: 11945: 11943: 11939: 11931: 11928: 11926: 11923: 11922: 11921: 11918: 11916: 11913: 11911: 11908: 11906: 11903: 11901: 11900:Stopping time 11898: 11894: 11891: 11890: 11889: 11886: 11884: 11881: 11879: 11876: 11874: 11871: 11869: 11866: 11864: 11861: 11859: 11856: 11854: 11851: 11849: 11846: 11844: 11841: 11839: 11836: 11834: 11831: 11829: 11826: 11824: 11821: 11819: 11816: 11814: 11811: 11809: 11806: 11804: 11801: 11799: 11796: 11794: 11791: 11789: 11786: 11784: 11781: 11779: 11776: 11774: 11771: 11769: 11766: 11764: 11761: 11759: 11756: 11754: 11751: 11750: 11748: 11744: 11738: 11735: 11733: 11730: 11728: 11725: 11723: 11720: 11718: 11715: 11714: 11712: 11710: 11706: 11699: 11695: 11691: 11690:Hewitt–Savage 11687: 11683: 11679: 11675: 11674:Zero–one laws 11672: 11670: 11667: 11665: 11662: 11660: 11657: 11655: 11652: 11650: 11647: 11645: 11642: 11640: 11637: 11635: 11632: 11630: 11627: 11625: 11622: 11621: 11619: 11615: 11609: 11606: 11604: 11601: 11599: 11596: 11594: 11591: 11589: 11586: 11584: 11581: 11579: 11576: 11574: 11571: 11569: 11566: 11564: 11561: 11559: 11556: 11554: 11551: 11549: 11546: 11544: 11541: 11539: 11536: 11535: 11533: 11529: 11523: 11520: 11518: 11515: 11513: 11510: 11508: 11505: 11503: 11500: 11498: 11495: 11494: 11492: 11490: 11486: 11480: 11477: 11475: 11472: 11470: 11467: 11465: 11462: 11461: 11459: 11457: 11453: 11447: 11444: 11442: 11439: 11437: 11434: 11432: 11429: 11427: 11424: 11422: 11419: 11417: 11414: 11412: 11409: 11407: 11404: 11402: 11399: 11397: 11394: 11392: 11389: 11387: 11384: 11382: 11379: 11377: 11374: 11372: 11371:Black–Scholes 11369: 11367: 11364: 11362: 11359: 11357: 11354: 11353: 11351: 11349: 11345: 11339: 11336: 11334: 11331: 11329: 11326: 11324: 11321: 11319: 11316: 11314: 11311: 11310: 11308: 11306: 11302: 11296: 11293: 11291: 11288: 11284: 11281: 11279: 11276: 11275: 11274: 11273:Point process 11271: 11269: 11266: 11264: 11261: 11259: 11256: 11252: 11249: 11247: 11244: 11243: 11242: 11239: 11237: 11234: 11232: 11231:Gibbs measure 11229: 11227: 11224: 11222: 11219: 11218: 11216: 11212: 11206: 11203: 11201: 11198: 11196: 11193: 11191: 11188: 11186: 11183: 11179: 11176: 11174: 11171: 11169: 11166: 11164: 11161: 11160: 11159: 11156: 11154: 11151: 11149: 11146: 11144: 11141: 11139: 11136: 11135: 11133: 11129: 11123: 11120: 11118: 11115: 11113: 11110: 11108: 11105: 11103: 11100: 11098: 11095: 11093: 11090: 11088: 11085: 11083: 11080: 11076: 11073: 11071: 11068: 11067: 11066: 11063: 11061: 11058: 11056: 11053: 11051: 11048: 11046: 11043: 11041: 11038: 11036: 11033: 11031: 11028: 11026: 11023: 11021: 11020:ItĂ´ diffusion 11018: 11016: 11013: 11011: 11008: 11006: 11003: 11001: 10998: 10996: 10995:Gamma process 10993: 10991: 10988: 10986: 10983: 10981: 10978: 10976: 10973: 10971: 10968: 10966: 10963: 10961: 10958: 10956: 10953: 10951: 10948: 10944: 10941: 10939: 10936: 10934: 10931: 10929: 10926: 10924: 10921: 10920: 10919: 10916: 10912: 10909: 10908: 10907: 10904: 10902: 10899: 10897: 10894: 10893: 10891: 10889: 10885: 10877: 10874: 10872: 10869: 10867: 10866:Self-avoiding 10864: 10862: 10859: 10858: 10857: 10854: 10852: 10851:Moran process 10849: 10847: 10844: 10842: 10839: 10837: 10834: 10832: 10829: 10827: 10824: 10822: 10819: 10818: 10816: 10814: 10813:Discrete time 10810: 10806: 10799: 10794: 10792: 10787: 10785: 10780: 10779: 10776: 10762: 10759: 10757: 10754: 10753: 10746: 10742: 10739: 10737: 10734: 10733: 10730: 10726: 10725: 10722: 10716: 10713: 10711: 10708: 10706: 10703: 10701: 10698: 10696: 10693: 10691: 10688: 10686: 10683: 10681: 10678: 10676: 10673: 10671: 10668: 10666: 10663: 10661: 10658: 10656: 10653: 10651: 10648: 10646: 10643: 10642: 10640: 10638:Architectures 10636: 10630: 10627: 10625: 10622: 10620: 10617: 10615: 10612: 10610: 10607: 10605: 10602: 10600: 10597: 10595: 10592: 10590: 10587: 10586: 10584: 10582:Organizations 10580: 10574: 10571: 10569: 10566: 10564: 10561: 10559: 10556: 10554: 10551: 10549: 10546: 10544: 10541: 10539: 10536: 10534: 10531: 10529: 10526: 10524: 10521: 10519: 10518:Yoshua Bengio 10516: 10515: 10513: 10509: 10499: 10498:Robot control 10496: 10492: 10489: 10488: 10487: 10484: 10482: 10479: 10477: 10474: 10472: 10469: 10467: 10464: 10462: 10459: 10457: 10454: 10452: 10449: 10448: 10446: 10442: 10436: 10433: 10431: 10428: 10426: 10423: 10421: 10418: 10416: 10415:Chinchilla AI 10413: 10411: 10408: 10406: 10403: 10401: 10398: 10396: 10393: 10391: 10388: 10386: 10383: 10381: 10378: 10376: 10373: 10371: 10368: 10366: 10363: 10361: 10358: 10354: 10351: 10350: 10349: 10346: 10344: 10341: 10339: 10336: 10334: 10331: 10329: 10326: 10324: 10321: 10320: 10318: 10314: 10308: 10305: 10301: 10298: 10296: 10293: 10292: 10291: 10288: 10284: 10281: 10279: 10276: 10274: 10271: 10270: 10269: 10266: 10264: 10261: 10259: 10256: 10254: 10251: 10249: 10246: 10244: 10241: 10239: 10236: 10234: 10231: 10229: 10226: 10224: 10221: 10220: 10218: 10214: 10211: 10207: 10201: 10198: 10196: 10193: 10191: 10188: 10186: 10183: 10181: 10178: 10176: 10173: 10171: 10168: 10167: 10165: 10161: 10155: 10152: 10150: 10147: 10145: 10142: 10140: 10137: 10135: 10132: 10131: 10129: 10125: 10117: 10114: 10113: 10112: 10109: 10107: 10104: 10102: 10099: 10095: 10094:Deep learning 10092: 10091: 10090: 10087: 10083: 10080: 10079: 10078: 10075: 10074: 10072: 10068: 10062: 10059: 10057: 10054: 10050: 10047: 10046: 10045: 10042: 10040: 10037: 10033: 10030: 10028: 10025: 10023: 10020: 10019: 10018: 10015: 10013: 10010: 10008: 10005: 10003: 10000: 9998: 9995: 9993: 9990: 9988: 9985: 9983: 9982:Hallucination 9980: 9976: 9973: 9972: 9971: 9968: 9966: 9963: 9959: 9956: 9955: 9954: 9951: 9950: 9948: 9944: 9938: 9935: 9933: 9930: 9928: 9925: 9923: 9920: 9918: 9915: 9913: 9910: 9908: 9905: 9903: 9900: 9898: 9897: 9893: 9892: 9890: 9888: 9884: 9875: 9870: 9868: 9863: 9861: 9856: 9855: 9852: 9846: 9842: 9838: 9833: 9830: 9827: 9826: 9816: 9811: 9807: 9803: 9799: 9794: 9790: 9788:9780521343398 9784: 9779: 9778: 9771: 9770: 9750: 9746: 9742: 9736: 9720: 9716: 9710: 9695: 9691: 9690:pub.ist.ac.at 9687: 9681: 9666: 9662: 9658: 9652: 9637: 9633: 9629: 9623: 9608: 9604: 9600: 9594: 9581: 9580: 9572: 9565: 9561: 9558: 9553: 9538: 9534: 9530: 9526: 9522: 9518: 9514: 9510: 9503: 9496: 9490: 9479: 9475: 9471: 9464: 9457: 9450: 9444: 9426: 9422: 9415: 9408: 9400: 9398:0-521-01230-9 9394: 9390: 9386: 9382: 9375: 9373: 9364: 9358: 9354: 9347: 9340: 9338: 9333: 9329: 9326: 9320: 9313: 9311: 9306: 9302: 9299: 9293: 9286: 9282: 9278: 9275: 9269: 9261: 9255: 9251: 9244: 9229: 9225: 9221: 9217: 9215:0-387-98950-1 9211: 9207: 9206: 9198: 9190: 9186: 9182: 9180:0-13-060774-6 9176: 9172: 9171: 9163: 9159: 9149: 9146: 9144: 9141: 9139: 9136: 9134: 9131: 9129: 9126: 9124: 9121: 9119: 9116: 9114: 9111: 9110: 9104: 9102: 9098: 9094: 9075: 9071: 9060: 9058: 9054: 9049: 9045: 9041: 9036: 9032: 9014: 9010: 9001: 8997: 8992: 8988: 8984: 8962: 8958: 8954: 8949: 8946: 8943: 8939: 8933: 8929: 8923: 8918: 8915: 8912: 8908: 8904: 8899: 8895: 8887: 8886: 8885: 8879: 8874: 8872: 8868: 8864: 8860: 8847: 8844: 8841: 8838: 8835: 8831: 8828: 8825: 8821: 8817: 8813: 8810: 8807: 8804: 8801: 8797: 8793: 8790: 8786: 8782: 8779: 8778: 8752: 8749: 8746: 8740: 8737: 8732: 8728: 8724: 8721: 8715: 8712: 8709: 8703: 8700: 8692: 8688: 8684: 8681: 8673: 8669: 8665: 8662: 8657: 8652: 8648: 8644: 8639: 8634: 8630: 8626: 8623: 8617: 8612: 8608: 8602: 8596: 8590: 8583: 8582: 8581: 8578: 8557: 8553: 8544: 8541: 8538: 8533: 8529: 8525: 8522: 8519: 8494: 8490: 8486: 8483: 8480: 8460: 8457: 8452: 8448: 8439: 8425: 8422: 8419: 8399: 8396: 8391: 8387: 8378: 8377: 8376: 8373: 8359: 8356: 8351: 8347: 8323: 8316: 8312: 8308: 8303: 8293: 8289: 8280: 8270: 8266: 8253: 8252: 8251: 8234: 8230: 8220: 8216: 8212: 8207: 8201: 8197: 8191: 8187: 8182: 8179: 8175: 8168: 8165: 8161: 8156: 8151: 8147: 8139: 8138: 8122: 8119: 8114: 8110: 8106: 8103: 8098: 8093: 8089: 8080: 8079: 8078: 8059: 8053: 8048: 8039: 8035: 8027: 8023: 8016: 8007: 8006: 8005: 7989: 7985: 7962: 7958: 7933: 7925: 7921: 7917: 7914: 7909: 7904: 7900: 7894: 7889: 7885: 7880: 7871: 7867: 7863: 7859: 7854: 7849: 7845: 7841: 7836: 7832: 7824: 7823: 7822: 7804: 7801: 7796: 7793: 7789: 7783: 7779: 7775: 7770: 7767: 7763: 7757: 7753: 7749: 7746: 7739: 7738: 7737: 7720: 7715: 7712: 7702: 7699: 7695: 7689: 7685: 7681: 7676: 7673: 7669: 7663: 7659: 7655: 7652: 7646: 7641: 7637: 7629: 7628: 7627: 7625: 7621: 7602: 7599: 7596: 7591: 7587: 7581: 7577: 7573: 7570: 7565: 7561: 7557: 7554: 7547: 7546: 7545: 7543: 7539: 7526: 7510: 7507: 7502: 7498: 7489: 7472: 7468: 7459: 7443: 7440: 7435: 7431: 7422: 7421: 7403: 7400: 7397: 7394: 7391: 7386: 7382: 7378: 7375: 7370: 7365: 7361: 7357: 7354: 7348: 7343: 7339: 7333: 7325: 7313: 7310: 7307: 7304: 7301: 7297: 7291: 7287: 7283: 7280: 7269: 7264: 7260: 7254: 7248: 7242: 7235: 7234: 7233: 7211: 7206: 7201: 7197: 7193: 7187: 7181: 7174: 7173: 7172: 7150: 7142: 7130: 7127: 7124: 7121: 7118: 7115: 7111: 7105: 7101: 7095: 7090: 7087: 7084: 7080: 7076: 7073: 7062: 7057: 7053: 7047: 7041: 7035: 7028: 7027: 7026: 7010: 7005: 7001: 6997: 6989: 6985: 6962: 6958: 6950: 6943: 6934: 6931: 6927: 6919: 6914: 6909: 6905: 6901: 6885: 6879: 6874: 6870: 6866: 6861: 6858: 6855: 6851: 6845: 6841: 6835: 6830: 6827: 6824: 6820: 6816: 6811: 6807: 6799: 6798: 6797: 6796: 6791: 6787: 6783: 6778: 6774: 6770: 6766: 6762: 6761: 6760: 6758: 6725: 6721: 6717: 6714: 6707: 6703: 6699: 6694: 6689: 6685: 6681: 6676: 6671: 6667: 6660: 6655: 6651: 6646: 6640: 6636: 6632: 6627: 6623: 6614: 6595: 6591: 6587: 6584: 6578: 6574: 6568: 6563: 6559: 6554: 6548: 6544: 6540: 6535: 6531: 6522: 6506: 6502: 6498: 6493: 6490: 6486: 6477: 6476: 6459: 6455: 6449: 6445: 6441: 6436: 6432: 6426: 6422: 6418: 6413: 6409: 6401: 6385: 6382: 6378: 6372: 6368: 6364: 6359: 6355: 6349: 6345: 6341: 6336: 6332: 6324: 6323: 6321: 6320: 6318: 6315: 6297: 6293: 6289: 6284: 6280: 6275: 6269: 6265: 6261: 6256: 6252: 6243: 6227: 6223: 6217: 6213: 6209: 6204: 6200: 6192: 6191: 6189: 6186: 6185: 6184: 6182: 6160: 6157: 6154: 6148: 6143: 6139: 6133: 6128: 6125: 6122: 6118: 6114: 6108: 6102: 6095: 6094: 6093: 6076: 6070: 6062: 6058: 6053: 6040: 6035: 6030: 6026: 6002: 5999: 5996: 5993: 5990: 5987: 5984: 5981: 5978: 5975: 5970: 5966: 5955:which, once 5939: 5934: 5929: 5925: 5921: 5916: 5913: 5909: 5903: 5899: 5893: 5888: 5885: 5882: 5878: 5874: 5869: 5865: 5857: 5856: 5855: 5853: 5837: 5831: 5828: 5825: 5822: 5819: 5816: 5813: 5810: 5807: 5804: 5799: 5795: 5766: 5758: 5754: 5746: 5737: 5733: 5723: 5719: 5709: 5705: 5698: 5691: 5685: 5678: 5675: 5672: 5668: 5660: 5657: 5654: 5650: 5642: 5639: 5636: 5632: 5624: 5619: 5614: 5609: 5602: 5595: 5591: 5583: 5579: 5571: 5567: 5559: 5552: 5549: 5545: 5537: 5533: 5525: 5521: 5513: 5506: 5503: 5499: 5491: 5488: 5484: 5476: 5472: 5465: 5460: 5455: 5447: 5443: 5435: 5426: 5422: 5412: 5408: 5398: 5394: 5387: 5378: 5377: 5376: 5372: 5365: 5359: 5357: 5339: 5336: 5333: 5329: 5306: 5302: 5275: 5271: 5260: 5254: 5250: 5230: 5225: 5222: 5219: 5215: 5209: 5204: 5200: 5196: 5191: 5188: 5185: 5181: 5175: 5171: 5165: 5160: 5157: 5154: 5150: 5146: 5141: 5137: 5129: 5128: 5127: 5125: 5121: 5111: 5109: 5105: 5087: 5083: 5058: 5053: 5049: 5045: 5040: 5037: 5034: 5030: 5024: 5020: 5014: 5009: 5006: 5003: 4999: 4995: 4990: 4986: 4978: 4977: 4976: 4974: 4969: 4967: 4964:procedure or 4963: 4953: 4949: 4919: 4915: 4911: 4908: 4901: 4898: 4894: 4890: 4887: 4879: 4875: 4871: 4863: 4859: 4848: 4845: 4842: 4838: 4831: 4828: 4821: 4804: 4800: 4794: 4790: 4786: 4782: 4776: 4772: 4768: 4765: 4761: 4757: 4754: 4746: 4742: 4731: 4728: 4725: 4721: 4714: 4704: 4703: 4702: 4687: 4681: 4678: 4675: 4671: 4665: 4662: 4659: 4655: 4650: 4644: 4639: 4636: 4633: 4625: 4622: 4614: 4610: 4606: 4603: 4597: 4592: 4588: 4582: 4578: 4574: 4569: 4566: 4563: 4559: 4536: 4533: 4530: 4526: 4522: 4519: 4513: 4510: 4507: 4501: 4496: 4492: 4488: 4485: 4480: 4477: 4474: 4470: 4445: 4420: 4416: 4389: 4383: 4380: 4377: 4356: 4353: 4345: 4318: 4315: 4312: 4308: 4304: 4296: 4292: 4288: 4285: 4276: 4273: 4270: 4264: 4259: 4255: 4251: 4246: 4243: 4240: 4236: 4228: 4227: 4226: 4207: 4204: 4196: 4186: 4184: 4168: 4146: 4142: 4138: 4135: 4130: 4126: 4117: 4113: 4095: 4092: 4089: 4085: 4081: 4078: 4073: 4069: 4048: 4045: 4040: 4036: 4026: 4012: 3990: 3986: 3977: 3959: 3955: 3946: 3928: 3924: 3901: 3897: 3874: 3870: 3846: 3841: 3838: 3835: 3831: 3825: 3821: 3810: 3807: 3804: 3800: 3796: 3791: 3787: 3779: 3778: 3777: 3761: 3757: 3748: 3729: 3724: 3721: 3718: 3714: 3708: 3704: 3698: 3695: 3692: 3687: 3684: 3681: 3677: 3673: 3668: 3665: 3662: 3658: 3652: 3648: 3644: 3639: 3635: 3627: 3626: 3625: 3624:times yields 3623: 3605: 3602: 3599: 3595: 3572: 3569: 3566: 3562: 3558: 3553: 3550: 3547: 3543: 3539: 3517: 3513: 3503: 3489: 3469: 3465: 3461: 3458: 3455: 3424: 3420: 3416: 3411: 3407: 3400: 3396: 3385: 3381: 3377: 3374: 3368: 3363: 3359: 3349: 3346: 3342: 3337: 3331: 3318: 3317: 3316: 3314: 3288: 3279: 3268: 3264: 3260: 3257: 3251: 3246: 3242: 3236: 3230: 3224: 3217: 3216: 3215: 3199: 3195: 3174: 3154: 3151: 3148: 3123: 3119: 3095: 3091: 3082: 3076: 3073: 3070: 3067: 3064: 3059: 3055: 3051: 3048: 3042: 3037: 3033: 3027: 3019: 3016: 3012: 3007: 3002: 2999: 2996: 2993: 2989: 2983: 2979: 2965: 2962: 2959: 2955: 2947: 2944: 2940: 2935: 2929: 2916: 2915: 2914: 2912: 2908: 2903: 2889: 2886: 2883: 2880: 2877: 2869: 2868:time constant 2850: 2840: 2831: 2820: 2816: 2812: 2809: 2803: 2798: 2794: 2788: 2783: 2779: 2775: 2767: 2763: 2757: 2754: 2751: 2747: 2740: 2734: 2729: 2725: 2717: 2716: 2715: 2713: 2708: 2691: 2686: 2681: 2677: 2673: 2665: 2662: 2659: 2655: 2639: 2635: 2631: 2623: 2619: 2601: 2600: 2599: 2583: 2579: 2556: 2552: 2528: 2520: 2516: 2512: 2509: 2503: 2498: 2494: 2488: 2483: 2479: 2475: 2467: 2462: 2458: 2451: 2445: 2437: 2433: 2415: 2414: 2413: 2411: 2392: 2389: 2386: 2379: 2378: 2377: 2363: 2360: 2357: 2354: 2351: 2348: 2345: 2325: 2317: 2313: 2306: 2300: 2292: 2289: 2286: 2282: 2275: 2269: 2266: 2258: 2254: 2247: 2224: 2216: 2195: 2191: 2184: 2161: 2158: 2150: 2123: 2119: 2098: 2095: 2092: 2072: 2069: 2061: 2048: 2030: 2026: 2003: 1998: 1994: 1971: 1967: 1943: 1939: 1935: 1930: 1927: 1924: 1920: 1916: 1913: 1908: 1904: 1889: 1873: 1869: 1846: 1842: 1819: 1815: 1792: 1788: 1778: 1776: 1760: 1740: 1720: 1711: 1703: 1696: 1693:Graphs of AR( 1687: 1684: 1683: 1682: 1680: 1675: 1659: 1655: 1631: 1625: 1617: 1613: 1592: 1588: 1582: 1578: 1572: 1567: 1564: 1561: 1557: 1553: 1550: 1547: 1541: 1535: 1528: 1527: 1526: 1510: 1506: 1482: 1472: 1464: 1459: 1455: 1449: 1445: 1439: 1434: 1431: 1428: 1424: 1420: 1414: 1408: 1401: 1400: 1399: 1397: 1393: 1383: 1367: 1363: 1340: 1336: 1327: 1308: 1302: 1298: 1288: 1282: 1278: 1273: 1268: 1264: 1256: 1255: 1254: 1234: 1230: 1226: 1221: 1217: 1210: 1204: 1197: 1196: 1195: 1192: 1188: 1184: 1179: 1177: 1159: 1155: 1132: 1128: 1122: 1117: 1113: 1090: 1086: 1063: 1059: 1036: 1032: 1009: 1005: 999: 995: 972: 968: 945: 941: 918: 914: 891: 887: 864: 860: 851: 833: 829: 806: 802: 798: 793: 790: 787: 783: 777: 773: 769: 764: 760: 745: 731: 728: 718: 714: 701:must satisfy 686: 682: 673: 654: 650: 644: 640: 634: 629: 626: 623: 619: 615: 612: 608: 602: 588: 572: 569: 559: 555: 541: 536: 534: 531: 510: 506: 502: 497: 493: 486: 480: 473: 472: 471: 469: 448: 444: 440: 435: 431: 425: 421: 415: 411: 405: 400: 397: 394: 390: 386: 381: 377: 369: 368: 367: 365: 362: 358: 340: 336: 327: 309: 305: 301: 298: 295: 290: 286: 260: 256: 252: 247: 244: 241: 237: 231: 227: 221: 216: 213: 210: 206: 202: 197: 193: 185: 184: 183: 181: 177: 158: 152: 149: 142:The notation 135: 133: 129: 126: 124: 120: 116: 112: 108: 103: 99: 95: 84: 81: 73: 63: 59: 53: 52: 46: 41: 32: 31: 19: 11958:Econometrics 11920:Wiener space 11808:ItĂ´ integral 11709:Inequalities 11598:Self-similar 11568:Gauss–Markov 11558:Exchangeable 11538:CĂ dlĂ g paths 11474:Risk process 11426:LIBOR market 11322: 11295:Random graph 11290:Random field 11102:Superprocess 11040:LĂŠvy process 11035:Jump process 11010:Hunt process 10846:Markov chain 10604:Hugging Face 10568:David Silver 10216:Audio–visual 10070:Applications 10060: 10049:Augmentation 9894: 9814: 9797: 9776: 9753:. Retrieved 9744: 9735: 9725:September 4, 9723:. Retrieved 9709: 9698:. Retrieved 9689: 9680: 9669:. Retrieved 9660: 9651: 9640:. Retrieved 9631: 9622: 9611:. Retrieved 9602: 9593: 9583:, retrieved 9578: 9571: 9552: 9541:. Retrieved 9516: 9512: 9502: 9494: 9489: 9478:the original 9473: 9469: 9456: 9448: 9443: 9432:. Retrieved 9420: 9407: 9380: 9352: 9346: 9335: 9319: 9308: 9292: 9284: 9268: 9249: 9243: 9232:. Retrieved 9204: 9197: 9169: 9162: 9100: 9096: 9061: 9056: 9052: 9047: 9043: 9039: 9034: 9030: 8999: 8995: 8990: 8986: 8982: 8980: 8883: 8877: 8866: 8862: 8856: 8839: 8833: 8824:multivariate 8819: 8799: 8798:includes an 8795: 8788: 8784: 8579: 8510: 8374: 8338: 8249: 8076: 7950: 7820: 7735: 7617: 7542:lag operator 7535: 7231: 7170: 6960: 6954: 6929: 6923: 6912: 6907: 6903: 6781: 6776: 6772: 6756: 6754: 6316: 6187: 6183:) processes 6180: 6178: 6063:+1 elements 6060: 6054: 5954: 5851: 5783: 5370: 5363: 5360: 5258: 5252: 5248: 5245: 5117: 5107: 5103: 5074: 4972: 4970: 4959: 4951: 4461: 4192: 4115: 4027: 3861: 3746: 3744: 3621: 3504: 3447: 3310: 3110: 2904: 2865: 2714:is given by 2709: 2706: 2543: 2407: 2214: 1895: 1779: 1712: 1708: 1694: 1678: 1676: 1611: 1609: 1497: 1395: 1389: 1323: 1252: 1190: 1186: 1182: 1180: 1051:in terms of 933:in terms of 849: 848:at say time 751: 586: 537: 527: 465: 363: 325: 277: 179: 175: 141: 130: 127: 101: 97: 93: 91: 76: 67: 48: 12003:Ruin theory 11941:Disciplines 11813:ItĂ´'s lemma 11588:Predictable 11263:Percolation 11246:Potts model 11241:Ising model 11205:White noise 11163:Differences 11025:ItĂ´ process 10965:Cox process 10861:Loop-erased 10856:Random walk 10752:Categories 10700:Autoencoder 10655:Transformer 10523:Alex Graves 10471:OpenAI Five 10375:IBM Watsonx 9997:Convolution 9975:Overfitting 9519:(6): 1289. 8820:TSA toolbox 5256:, yielding 4116:exponential 2174:, the mean 1697:) processes 852:=1 affects 672:unit circle 357:white noise 121:(ARMA) and 62:introducing 12061:Categories 12013:Statistics 11793:Filtration 11694:Kolmogorov 11678:Blumenthal 11603:Stationary 11543:Continuous 11531:Properties 11416:Hull–White 11158:Martingale 11045:Local time 10933:Fractional 10911:pure birth 10741:Technology 10594:EleutherAI 10553:Fei-Fei Li 10548:Yann LeCun 10461:Q-learning 10444:Decisional 10370:IBM Watson 10278:Midjourney 10170:TensorFlow 10017:Activation 9970:Regression 9965:Clustering 9845:Mark Thoma 9767:References 9755:2021-04-29 9700:2012-04-03 9671:2022-02-16 9642:2022-02-16 9613:2022-02-16 9585:2023-08-20 9543:2019-12-11 9434:2019-01-27 9234:2022-09-03 7525:blue noise 7232:For AR(1) 5106:= 1, ..., 4110:will be a 2376:and hence 1176:stationary 470:, we have 326:parameters 138:Definition 107:stochastic 70:March 2011 45:references 11925:Classical 10938:Geometric 10928:Excursion 10624:MIT CSAIL 10589:Anthropic 10558:Andrew Ng 10456:AlphaZero 10300:VideoPoet 10263:AlphaFold 10200:MindSpore 10154:SpiNNaker 10149:Memristor 10056:Diffusion 10032:Rectifier 10012:Batchnorm 9992:Attention 9987:Adversary 9339:of London 9312:of London 9133:Resonance 9072:ε 9011:ε 8959:ε 8947:− 8930:φ 8909:∑ 8840:bayesloop 8791:function. 8750:π 8741:⁡ 8729:φ 8722:− 8713:π 8704:⁡ 8689:φ 8685:− 8670:φ 8663:− 8649:φ 8631:φ 8609:σ 8554:φ 8545:− 8539:≤ 8530:φ 8526:≤ 8520:− 8449:φ 8388:φ 8348:φ 8313:φ 8309:− 8217:φ 8213:− 8198:φ 8188:⁡ 8180:− 8169:π 8152:∗ 8111:φ 8090:φ 8036:φ 8024:φ 7922:φ 7901:φ 7895:± 7886:φ 7868:φ 7794:− 7780:φ 7776:− 7768:− 7754:φ 7750:− 7713:− 7700:− 7686:φ 7682:− 7674:− 7660:φ 7656:− 7578:φ 7574:− 7562:φ 7558:− 7499:φ 7469:φ 7458:red noise 7432:φ 7401:π 7395:⁡ 7383:φ 7376:− 7362:φ 7340:σ 7308:π 7302:− 7288:φ 7284:− 7261:σ 7198:σ 7125:π 7116:− 7102:φ 7081:∑ 7077:− 7054:σ 7002:σ 6880:∗ 6871:ε 6842:φ 6821:∑ 6789:estimate. 6722:φ 6718:− 6704:φ 6686:φ 6682:− 6668:φ 6652:γ 6637:γ 6624:ρ 6592:φ 6588:− 6575:φ 6560:γ 6545:γ 6532:ρ 6503:γ 6491:− 6487:γ 6456:γ 6446:φ 6433:γ 6423:φ 6410:γ 6383:− 6379:γ 6369:φ 6356:γ 6346:φ 6333:γ 6294:φ 6281:γ 6266:γ 6253:ρ 6224:γ 6214:φ 6201:γ 6161:τ 6158:− 6149:ρ 6140:φ 6119:∑ 6109:τ 6103:ρ 6077:τ 6071:ρ 6031:ε 6027:σ 5997:… 5967:φ 5930:ε 5926:σ 5914:− 5910:γ 5900:φ 5879:∑ 5866:γ 5826:… 5796:φ 5755:φ 5747:⋮ 5734:φ 5720:φ 5706:φ 5686:⋯ 5676:− 5669:γ 5658:− 5651:γ 5640:− 5633:γ 5625:⋱ 5620:⋮ 5615:⋮ 5610:⋮ 5603:⋯ 5592:γ 5580:γ 5568:γ 5560:⋯ 5550:− 5546:γ 5534:γ 5522:γ 5514:⋯ 5504:− 5500:γ 5489:− 5485:γ 5473:γ 5444:γ 5436:⋮ 5423:γ 5409:γ 5395:γ 5330:δ 5307:ε 5303:σ 5272:γ 5216:δ 5205:ε 5201:σ 5189:− 5182:γ 5172:φ 5151:∑ 5138:γ 5120:Udny Yule 5084:φ 5050:ε 5038:− 5021:φ 5000:∑ 4916:θ 4912:− 4895:θ 4891:− 4876:σ 4832:⁡ 4801:θ 4773:θ 4769:− 4758:μ 4715:⁡ 4672:ϵ 4663:− 4656:θ 4630:Σ 4623:μ 4611:θ 4607:− 4579:θ 4527:ε 4520:μ 4514:θ 4511:− 4489:θ 4446:σ 4417:ϵ 4378:μ 4346:θ 4309:ε 4289:− 4286:μ 4277:θ 4274:− 4208:∈ 4205:θ 4143:φ 4093:− 4082:φ 4037:ε 4013:φ 3925:ε 3898:φ 3839:− 3832:ε 3822:φ 3816:∞ 3801:∑ 3758:φ 3722:− 3715:ε 3705:φ 3696:− 3678:∑ 3666:− 3649:φ 3603:− 3570:− 3563:ε 3551:− 3540:φ 3490:τ 3470:τ 3456:γ 3421:ω 3408:γ 3401:π 3397:γ 3382:φ 3378:− 3364:ε 3360:σ 3350:π 3332:ω 3326:Φ 3280:φ 3265:φ 3261:− 3247:ε 3243:σ 3237:≈ 3175:τ 3146:Δ 3083:ω 3077:⁡ 3071:φ 3065:− 3056:φ 3038:ε 3034:σ 3020:π 3000:ω 2994:− 2974:∞ 2969:∞ 2966:− 2956:∑ 2948:π 2930:ω 2924:Φ 2890:φ 2887:− 2878:τ 2832:φ 2817:φ 2813:− 2799:ε 2795:σ 2780:μ 2776:− 2741:⁡ 2682:ε 2678:σ 2663:− 2636:φ 2580:ε 2557:ε 2553:σ 2517:φ 2513:− 2499:ε 2495:σ 2480:μ 2476:− 2452:⁡ 2387:μ 2355:μ 2352:φ 2346:μ 2314:ε 2307:⁡ 2290:− 2276:⁡ 2270:φ 2248:⁡ 2225:μ 2185:⁡ 2151:φ 2093:φ 2062:φ 2027:φ 1999:ε 1995:σ 1968:ε 1940:ε 1928:− 1917:φ 1870:φ 1843:φ 1816:φ 1789:φ 1761:φ 1741:φ 1721:φ 1656:φ 1632:⋅ 1626:ϕ 1579:φ 1558:∑ 1554:− 1536:ϕ 1473:τ 1465:− 1425:∑ 1415:τ 1409:ρ 1394:of an AR( 1364:ε 1337:ε 1324:When the 1299:ε 1283:ϕ 1231:ε 1205:ϕ 1156:ε 1129:ε 1114:φ 1006:ε 996:φ 888:ε 830:ε 803:ε 791:− 774:φ 641:φ 620:∑ 616:− 597:Φ 570:≥ 556:φ 507:ε 481:ϕ 445:ε 412:φ 391:∑ 337:ε 306:φ 299:… 287:φ 257:ε 245:− 228:φ 207:∑ 178:. The AR( 12046:Category 11930:Abstract 11464:BĂźhlmann 11070:Compound 10732:Portals 10491:Auto-GPT 10323:Word2vec 10127:Hardware 10044:Datasets 9946:Concepts 9749:Archived 9719:Archived 9694:Archived 9665:Archived 9636:Archived 9607:Archived 9560:Archived 9537:Archived 9425:Archived 9328:Archived 9301:Archived 9277:Archived 9228:Archived 9224:42392178 9189:28888762 9107:See also 9095:for the 8998:1, ..., 7624:Z domain 6937:Spectrum 5251:= 0, …, 4333:, where 4161:whereby 2410:variance 1618:, where 324:are the 18:AR model 11553:Ergodic 11441:Vašíček 11283:Poisson 10943:Meander 10614:Meta AI 10451:AlphaGo 10435:PanGu-ÎŁ 10405:ChatGPT 10380:Granite 10328:Seq2seq 10307:Whisper 10228:WaveNet 10223:AlexNet 10195:Flux.jl 10175:PyTorch 10027:Sigmoid 10022:Softmax 9887:General 9841:YouTube 9802:Bibcode 9521:Bibcode 6780:on the 5854:= 0 is 5354:is the 4971:The AR( 1614:is the 58:improve 11893:Tanaka 11578:Mixing 11573:Markov 11446:Wilkie 11411:Ho–Lee 11406:Heston 11178:Super- 10923:Bridge 10871:Biased 10629:Huawei 10609:OpenAI 10511:People 10481:MuZero 10343:Gemini 10338:Claude 10273:DALL-E 10185:Theano 9785:  9566:(in R) 9395:  9359:  9256:  9222:  9212:  9187:  9177:  8846:Python 8818:: the 8816:Octave 8812:Matlab 8806:MATLAB 8800:sarima 8783:, the 6244:Hence 5373:> 0 5246:where 5102:where 3448:where 2544:where 1959:where 1610:where 1498:where 278:where 47:, but 11746:Tools 11522:M/M/c 11517:M/M/1 11512:M/G/1 11502:Fluid 11168:Local 10695:Mamba 10466:SARSA 10430:LLaMA 10425:BLOOM 10410:GPT-J 10400:GPT-4 10395:GPT-3 10390:GPT-2 10385:GPT-1 10348:LaMDA 10180:Keras 9481:(PDF) 9466:(PDF) 9428:(PDF) 9417:(PDF) 9283:, in 9154:Notes 8836:lags. 8830:PyMC3 8796:astsa 8785:stats 8440:When 8379:When 8081:When 7532:AR(2) 7460:. As 7228:AR(1) 7167:AR(0) 3947:then 3943:is a 2870:) of 102:model 11698:LĂŠvy 11497:Bulk 11381:Chen 11173:Sub- 11131:Both 10619:Mila 10420:PaLM 10353:Bard 10333:BERT 10316:Text 10295:Sora 9783:ISBN 9727:2018 9393:ISBN 9357:ISBN 9254:ISBN 9220:OCLC 9210:ISBN 9185:OCLC 9175:ISBN 9044:next 8994:for 8857:The 8814:and 8458:< 8397:> 8357:< 8120:< 7977:and 7626:by: 7544:as: 7508:< 7441:> 6955:The 5122:and 4354:< 4028:For 3745:For 3587:for 2905:The 2710:The 2408:The 2338:that 2159:< 2070:< 1807:and 1390:The 729:> 530:pole 11278:Cox 10360:NMT 10243:OCR 10238:HWR 10190:JAX 10144:VPU 10139:TPU 10134:IPU 9958:SGD 9843:by 9839:on 9529:doi 9385:doi 8991:t-i 8738:cos 8701:cos 8176:cos 7490:If 7423:If 7392:cos 7025:is 6319:=2 6190:=1 5366:= 0 5261:+ 1 4829:Var 4819:and 4185:). 3074:cos 2647:var 2611:var 2425:var 2412:is 2049:if 366:as 355:is 12063:: 11696:, 11692:, 11688:, 11684:, 11680:, 9747:. 9743:. 9692:. 9688:. 9663:. 9659:. 9634:. 9630:. 9605:. 9601:. 9535:. 9527:. 9517:51 9515:. 9511:. 9474:15 9472:. 9468:. 9423:. 9419:. 9391:. 9371:^ 9334:, 9307:, 9226:. 9218:. 9183:. 8996:i= 8789:ar 8577:. 8372:. 5358:. 5294:, 4381::= 4370:, 3502:. 3214:: 2902:. 2393:0. 1777:. 609::= 100:) 98:AR 11700:) 11676:( 10797:e 10790:t 10783:v 9873:e 9866:t 9859:v 9808:. 9804:: 9791:. 9758:. 9703:. 9674:. 9645:. 9616:. 9546:. 9531:: 9523:: 9437:. 9401:. 9387:: 9365:. 9262:. 9237:. 9191:. 9101:n 9097:n 9076:t 9057:p 9053:p 9048:X 9040:t 9035:t 9031:X 9015:t 9000:p 8987:X 8983:t 8963:t 8955:+ 8950:i 8944:t 8940:X 8934:i 8924:p 8919:1 8916:= 8913:i 8905:= 8900:t 8896:X 8878:n 8867:k 8863:k 8834:p 8781:R 8756:) 8753:f 8747:4 8744:( 8733:2 8725:2 8719:) 8716:f 8710:2 8707:( 8698:) 8693:2 8682:1 8679:( 8674:1 8666:2 8658:2 8653:2 8645:+ 8640:2 8635:1 8627:+ 8624:1 8618:2 8613:Z 8603:= 8600:) 8597:f 8594:( 8591:S 8564:| 8558:1 8549:| 8542:1 8534:2 8523:1 8507:. 8495:2 8491:/ 8487:1 8484:= 8481:f 8461:0 8453:1 8426:0 8423:= 8420:f 8400:0 8392:1 8360:0 8352:2 8324:. 8317:2 8304:= 8300:| 8294:2 8290:z 8285:| 8281:= 8277:| 8271:1 8267:z 8262:| 8235:, 8231:) 8221:2 8208:2 8202:1 8192:( 8183:1 8166:2 8162:1 8157:= 8148:f 8123:0 8115:2 8107:4 8104:+ 8099:2 8094:1 8060:] 8054:0 8049:1 8040:2 8028:1 8017:[ 7990:2 7986:z 7963:1 7959:z 7947:. 7934:) 7926:2 7918:4 7915:+ 7910:2 7905:1 7890:1 7881:( 7872:2 7864:2 7860:1 7855:= 7850:2 7846:z 7842:, 7837:1 7833:z 7817:, 7805:0 7802:= 7797:2 7790:z 7784:2 7771:1 7764:z 7758:1 7747:1 7721:. 7716:1 7709:) 7703:2 7696:z 7690:2 7677:1 7670:z 7664:1 7653:1 7650:( 7647:= 7642:z 7638:H 7603:, 7600:0 7597:= 7592:2 7588:B 7582:2 7571:B 7566:1 7555:1 7511:0 7503:1 7473:1 7444:0 7436:1 7404:f 7398:2 7387:1 7379:2 7371:2 7366:1 7358:+ 7355:1 7349:2 7344:Z 7334:= 7326:2 7321:| 7314:f 7311:i 7305:2 7298:e 7292:1 7281:1 7277:| 7270:2 7265:Z 7255:= 7252:) 7249:f 7246:( 7243:S 7212:. 7207:2 7202:Z 7194:= 7191:) 7188:f 7185:( 7182:S 7151:. 7143:2 7138:| 7131:k 7128:f 7122:2 7119:i 7112:e 7106:k 7096:p 7091:1 7088:= 7085:k 7074:1 7070:| 7063:2 7058:Z 7048:= 7045:) 7042:f 7039:( 7036:S 7011:2 7006:Z 6998:= 6995:) 6990:t 6986:Z 6982:( 6978:r 6975:a 6972:V 6961:p 6930:p 6920:. 6913:p 6908:t 6904:X 6886:. 6875:t 6867:+ 6862:i 6859:+ 6856:t 6852:X 6846:i 6836:p 6831:1 6828:= 6825:i 6817:= 6812:t 6808:X 6782:p 6777:t 6773:X 6757:p 6726:2 6715:1 6708:2 6700:+ 6695:2 6690:2 6677:2 6672:1 6661:= 6656:0 6647:/ 6641:2 6633:= 6628:2 6596:2 6585:1 6579:1 6569:= 6564:0 6555:/ 6549:1 6541:= 6536:1 6507:k 6499:= 6494:k 6460:0 6450:2 6442:+ 6437:1 6427:1 6419:= 6414:2 6386:1 6373:2 6365:+ 6360:0 6350:1 6342:= 6337:1 6317:p 6298:1 6290:= 6285:0 6276:/ 6270:1 6262:= 6257:1 6228:0 6218:1 6210:= 6205:1 6188:p 6181:p 6164:) 6155:k 6152:( 6144:k 6134:p 6129:1 6126:= 6123:k 6115:= 6112:) 6106:( 6080:) 6074:( 6061:p 6041:. 6036:2 6006:} 6003:p 6000:, 5994:, 5991:2 5988:, 5985:1 5982:= 5979:m 5976:; 5971:m 5963:{ 5940:, 5935:2 5922:+ 5917:k 5904:k 5894:p 5889:1 5886:= 5883:k 5875:= 5870:0 5852:m 5838:. 5835:} 5832:p 5829:, 5823:, 5820:2 5817:, 5814:1 5811:= 5808:m 5805:; 5800:m 5792:{ 5767:] 5759:p 5738:3 5724:2 5710:1 5699:[ 5692:] 5679:3 5673:p 5661:2 5655:p 5643:1 5637:p 5596:0 5584:1 5572:2 5553:1 5538:0 5526:1 5507:2 5492:1 5477:0 5466:[ 5461:= 5456:] 5448:p 5427:3 5413:2 5399:1 5388:[ 5371:m 5364:m 5340:0 5337:, 5334:m 5292:t 5276:m 5259:p 5253:p 5249:m 5231:, 5226:0 5223:, 5220:m 5210:2 5197:+ 5192:k 5186:m 5176:k 5166:p 5161:1 5158:= 5155:k 5147:= 5142:m 5108:p 5104:i 5088:i 5059:. 5054:t 5046:+ 5041:i 5035:t 5031:X 5025:i 5015:p 5010:1 5007:= 5004:i 4996:= 4991:t 4987:X 4973:p 4937:. 4920:2 4909:1 4902:n 4899:2 4888:1 4880:2 4872:= 4869:) 4864:t 4860:X 4855:| 4849:n 4846:+ 4843:t 4839:X 4835:( 4805:n 4795:t 4791:X 4787:+ 4783:] 4777:n 4766:1 4762:[ 4755:= 4752:) 4747:t 4743:X 4738:| 4732:n 4729:+ 4726:t 4722:X 4718:( 4712:E 4688:) 4682:i 4679:+ 4676:t 4666:i 4660:n 4651:( 4645:n 4640:1 4637:= 4634:i 4626:+ 4620:) 4615:n 4604:1 4601:( 4598:+ 4593:t 4589:X 4583:n 4575:= 4570:n 4567:+ 4564:t 4560:X 4537:1 4534:+ 4531:t 4523:+ 4517:) 4508:1 4505:( 4502:+ 4497:t 4493:X 4486:= 4481:1 4478:+ 4475:t 4471:X 4458:. 4426:} 4421:t 4413:{ 4393:) 4390:X 4387:( 4384:E 4357:1 4350:| 4342:| 4319:1 4316:+ 4313:t 4305:+ 4302:) 4297:t 4293:X 4283:( 4280:) 4271:1 4268:( 4265:+ 4260:t 4256:X 4252:= 4247:1 4244:+ 4241:t 4237:X 4212:R 4169:a 4147:t 4139:a 4136:= 4131:t 4127:X 4114:( 4096:1 4090:t 4086:X 4079:= 4074:t 4070:X 4049:0 4046:= 4041:t 3991:t 3987:X 3960:t 3956:X 3929:t 3902:k 3875:t 3871:X 3847:. 3842:k 3836:t 3826:k 3811:0 3808:= 3805:k 3797:= 3792:t 3788:X 3762:N 3747:N 3730:. 3725:k 3719:t 3709:k 3699:1 3693:N 3688:0 3685:= 3682:k 3674:+ 3669:N 3663:t 3659:X 3653:N 3645:= 3640:t 3636:X 3622:N 3606:1 3600:t 3596:X 3573:1 3567:t 3559:+ 3554:2 3548:t 3544:X 3518:t 3514:X 3466:/ 3462:1 3459:= 3430:) 3425:2 3417:+ 3412:2 3404:( 3386:2 3375:1 3369:2 3347:2 3343:1 3338:= 3335:) 3329:( 3293:| 3289:t 3285:| 3269:2 3258:1 3252:2 3234:) 3231:t 3228:( 3225:B 3200:n 3196:B 3155:1 3152:= 3149:t 3124:j 3120:X 3096:. 3092:) 3086:) 3080:( 3068:2 3060:2 3052:+ 3049:1 3043:2 3028:( 3017:2 3013:1 3008:= 3003:n 2997:i 2990:e 2984:n 2980:B 2963:= 2960:n 2945:2 2941:1 2936:= 2933:) 2927:( 2884:1 2881:= 2851:. 2845:| 2841:n 2837:| 2821:2 2810:1 2804:2 2789:= 2784:2 2773:) 2768:t 2764:X 2758:n 2755:+ 2752:t 2748:X 2744:( 2738:E 2735:= 2730:n 2726:B 2692:, 2687:2 2674:+ 2671:) 2666:1 2660:t 2656:X 2652:( 2640:2 2632:= 2629:) 2624:t 2620:X 2616:( 2584:t 2529:, 2521:2 2510:1 2504:2 2489:= 2484:2 2473:) 2468:2 2463:t 2459:X 2455:( 2449:E 2446:= 2443:) 2438:t 2434:X 2430:( 2390:= 2364:, 2361:0 2358:+ 2349:= 2326:, 2323:) 2318:t 2310:( 2304:E 2301:+ 2298:) 2293:1 2287:t 2283:X 2279:( 2273:E 2267:= 2264:) 2259:t 2255:X 2251:( 2245:E 2215:t 2201:) 2196:t 2192:X 2188:( 2182:E 2162:1 2155:| 2147:| 2124:t 2120:X 2099:1 2096:= 2073:1 2066:| 2058:| 2031:1 2004:2 1972:t 1944:t 1936:+ 1931:1 1925:t 1921:X 1914:= 1909:t 1905:X 1874:2 1847:1 1820:2 1793:1 1695:p 1679:p 1660:k 1635:) 1629:( 1612:B 1593:k 1589:B 1583:k 1573:p 1568:1 1565:= 1562:k 1551:1 1548:= 1545:) 1542:B 1539:( 1511:k 1507:y 1483:, 1477:| 1469:| 1460:k 1456:y 1450:k 1446:a 1440:p 1435:1 1432:= 1429:k 1421:= 1418:) 1412:( 1396:p 1368:t 1341:t 1309:. 1303:t 1292:) 1289:B 1286:( 1279:1 1274:= 1269:t 1265:X 1235:t 1227:= 1222:t 1218:X 1214:) 1211:B 1208:( 1191:t 1187:X 1183:X 1160:1 1133:1 1123:2 1118:1 1091:3 1087:X 1064:2 1060:X 1037:3 1033:X 1010:1 1000:1 973:2 969:X 946:1 942:X 919:2 915:X 892:1 865:1 861:X 850:t 834:t 807:t 799:+ 794:1 788:t 784:X 778:1 770:= 765:t 761:X 732:1 725:| 719:i 715:z 710:| 687:i 683:z 655:i 651:z 645:i 635:p 630:1 627:= 624:i 613:1 606:) 603:z 600:( 587:p 573:1 566:| 560:1 551:| 511:t 503:= 498:t 494:X 490:] 487:B 484:[ 449:t 441:+ 436:t 432:X 426:i 422:B 416:i 406:p 401:1 398:= 395:i 387:= 382:t 378:X 364:B 341:t 310:p 302:, 296:, 291:1 261:t 253:+ 248:i 242:t 238:X 232:i 222:p 217:1 214:= 211:i 203:= 198:t 194:X 180:p 176:p 162:) 159:p 156:( 153:R 150:A 96:( 83:) 77:( 72:) 68:( 54:. 20:)

Index

AR model
references
inline citations
improve
introducing
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stochastic
differential equation
moving-average (MA) model
autoregressive–moving-average
autoregressive integrated moving average
Large language models
white noise
backshift operator
polynomial notation
pole
infinite impulse response
weak-sense stationary
unit circle
stationary
polynomial division
autocorrelation function
backshift operator
"Figure has 5 plots of AR processes. AR(0) and AR(0.3) are white noise or look like white noise. AR(0.9) has some large scale oscillating structure."
low pass filter
weak-sense stationary
variance
autocovariance
time constant
spectral density

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