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Exponential smoothing

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1737:, it is not obvious how to get the method started. We could assume that the initial forecast is equal to the initial value of demand; however, this approach has a serious drawback. Exponential smoothing puts substantial weight on past observations, so the initial value of demand will have an unreasonably large effect on early forecasts. This problem can be overcome by allowing the process to evolve for a reasonable number of periods (10 or more) and using the average of the demand during those periods as the initial forecast. There are many other ways of setting this initial value, but it is important to note that the smaller the value of 9473: 9459: 5227: 6545: 9497: 9485: 4140: 4780: 6066: 2622: 5612: 5222:{\displaystyle {\begin{aligned}s_{0}&=x_{0}\\s_{t}&=\alpha {\frac {x_{t}}{c_{t-L}}}+(1-\alpha )(s_{t-1}+b_{t-1})\\b_{t}&=\beta (s_{t}-s_{t-1})+(1-\beta )b_{t-1}\\c_{t}&=\gamma {\frac {x_{t}}{s_{t}}}+(1-\gamma )c_{t-L}\\F_{t+m}&=(s_{t}+mb_{t})c_{t-L+1+(m-1){\bmod {L}}},\end{aligned}}} 4323: 1280:
Unlike some other smoothing methods, such as the simple moving average, this technique does not require any minimum number of observations to be made before it begins to produce results. In practice, however, a "good average" will not be achieved until several samples have been averaged together; for
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There are cases where the smoothing parameters may be chosen in a subjective manner – the forecaster specifies the value of the smoothing parameters based on previous experience. However, a more robust and objective way to obtain values of the unknown parameters included in any exponential smoothing
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Triple exponential smoothing was first suggested by Holt's student, Peter Winters, in 1960 after reading a signal processing book from the 1940s on exponential smoothing. Holt's novel idea was to repeat filtering an odd number of times greater than 1 and less than 5, which was popular with scholars
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Exponential smoothing and moving average have similar defects of introducing a lag relative to the input data. While this can be corrected by shifting the result by half the window length for a symmetrical kernel, such as a moving average or gaussian, it is unclear how appropriate this would be for
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includes Simple, Simple Seasonal, Holt's Linear Trend, Brown's Linear Trend, Damped Trend, Winters' Additive, and Winters' Multiplicative in the Time-Series modeling procedure within its Statistics and Modeler statistical packages. The default Expert Modeler feature evaluates all seven exponential
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in the data. In such situations, several methods were devised under the name "double exponential smoothing" or "second-order exponential smoothing," which is the recursive application of an exponential filter twice, thus being termed "double exponential smoothing". This nomenclature is similar to
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the past observations are weighted equally, exponential functions are used to assign exponentially decreasing weights over time. It is an easily learned and easily applied procedure for making some determination based on prior assumptions by the user, such as seasonality. Exponential smoothing is
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quadruple exponential smoothing, which also references its recursion depth. The basic idea behind double exponential smoothing is to introduce a term to take into account the possibility of a series exhibiting some form of trend. This slope component is itself updated via exponential smoothing.
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stages to reach 95% of the actual value. To accurately reconstruct the original signal without information loss, all stages of the exponential moving average must also be available, because older samples decay in weight exponentially. This is in contrast to a simple moving average, in which some
6540:{\displaystyle {\begin{aligned}s_{0}&=x_{0}\\s_{t}&=\alpha (x_{t}-c_{t-L})+(1-\alpha )(s_{t-1}+b_{t-1})\\b_{t}&=\beta (s_{t}-s_{t-1})+(1-\beta )b_{t-1}\\c_{t}&=\gamma (x_{t}-s_{t-1}-b_{t-1})+(1-\gamma )c_{t-L}\\F_{t+m}&=s_{t}+mb_{t}+c_{t-L+1+(m-1){\bmod {L}}},\end{aligned}}} 3502: 1310:
samples can be skipped without as much loss of information due to the constant weighting of samples within the average. If a known number of samples will be missed, one can adjust a weighted average for this as well, by giving equal weight to the new sample and all those to be skipped.
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in 1957. The formulation below, which is the one commonly used, is attributed to Brown and is known as "Brown’s simple exponential smoothing". All the methods of Holt, Winters and Brown may be seen as a simple application of recursive filtering, first found in the 1940s to convert
3849: 2203: 345: 5848: 7008: 2177: 5429: 5978: 3263: 822: 3300: 4785: 2819: 2208: 4135:{\displaystyle {\begin{aligned}s'_{0}&=x_{0}\\s''_{0}&=x_{0}\\s'_{t}&=\alpha x_{t}+(1-\alpha )s'_{t-1}\\s''_{t}&=\alpha s'_{t}+(1-\alpha )s''_{t-1}\\F_{t+m}&=a_{t}+mb_{t},\end{aligned}}} 4182: 4177: 1536: 2617:{\displaystyle {\begin{aligned}s_{t}&=\alpha x_{t}+(1-\alpha )s_{t-1}\\&=\alpha x_{t}+\alpha (1-\alpha )x_{t-1}+(1-\alpha )^{2}s_{t-2}\\&=\alpha \left+(1-\alpha )^{t}x_{0}.\end{aligned}}} 1636: 6071: 5434: 3854: 3305: 3177: 2182:
Unlike the regression case (where we have formulae to directly compute the regression coefficients which minimize the SSE) this involves a non-linear minimization problem, and we need to use an
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is the number of past data points in consideration of moving average. They differ in that exponential smoothing takes into account all past data, whereas moving average only takes into account
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The method calculates a trend line for the data as well as seasonal indices that weight the values in the trend line based on where that time point falls in the cycle of length
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For every exponential smoothing method, we also need to choose the value for the smoothing parameters. For simple exponential smoothing, there is only one smoothing parameter (
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under study. There are different types of seasonality: 'multiplicative' and 'additive' in nature, much like addition and multiplication are basic operations in mathematics.
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The name 'exponential smoothing' is attributed to the use of the exponential window function during convolution. It is no longer attributed to Holt, Winters & Brown.
7176: 1917: 1307: 9535: 6559:: the HoltWinters function in the stats package and ets function in the forecast package (a more complete implementation, generally resulting in a better performance). 4752: 1562: 5859: 5362: 5250: 4720: 4687: 3525: 3118: 3085: 1755: 1735: 1419: 1216: 1192: 1168: 1092: 1072: 1052: 1032: 1012: 992: 968: 845: 5306: 4388: 3581: 3292: 3144: 524: 163: 104: 6008: 5642: 4588: 4561: 4534: 4487: 3647: 3032: 2985: 2932: 2652: 1782: 1702: 1675: 1399: 935: 908: 639: 437: 368: 4414: 2958: 4651: 1944: 1119: 555: 491: 464: 6028: 5706: 5421: 4772: 4628: 4608: 4507: 4457: 4434: 4333:
Triple exponential smoothing applies exponential smoothing three times, which is commonly used when there are three high frequency signals to be removed from a
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technique, rather than one based on theoretical foundations and has often been over-emphasized by practitioners. Suppose we have a sequence of observations
687: 3497:{\displaystyle {\begin{aligned}s_{t}&=\alpha x_{t}+(1-\alpha )(s_{t-1}+b_{t-1})\\b_{t}&=\beta (s_{t}-s_{t-1})+(1-\beta )b_{t-1}\\\end{aligned}}} 7142: 2869: + 1 plus the most recent forecast value, to be kept, whereas exponential smoothing only needs the most recent forecast value to be kept. 2724: 2034:(based on the previous data or prediction), respectively. Hence, we find the values of the unknown parameters and the initial values that minimize 9528: 8594: 9099: 4356:, while triple application required more than double the operations of singular convolution. The use of a triple application is considered a 3843:
A second method, referred to as either Brown's linear exponential smoothing (LES) or Brown's double exponential smoothing works as follows.
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exponential smoothing. They (moving average with symmetrical kernels) also both have roughly the same distribution of forecast error when
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of previous eras. While recursive filtering had been used previously, it was applied twice and four times to coincide with the
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is the sampling time interval of the discrete time implementation. If the sampling time is fast compared to the time constant (
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in nature. However, if we sell 10% more apartments in the summer months than we do in the winter months the seasonality is
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is broadly used in this fashion, but a different terminology is used: exponential smoothing is equivalent to a first-order
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The unknown parameters and the initial values for any exponential smoothing method can be estimated by minimizing the
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close to 1 have less of a smoothing effect and give greater weight to recent changes in the data, while values of
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closer to 0 have a greater smoothing effect and are less responsive to recent changes. In the limiting case with
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By direct substitution of the defining equation for simple exponential smoothing back into itself we find that
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past data points. Computationally speaking, they also differ in that moving average requires that the past
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is the sequence of best estimates of the linear trend that are superimposed on the seasonal changes, and
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in nature. Multiplicative seasonality can be represented as a constant factor, not an absolute amount.
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community in the 1940s. Here, exponential smoothing is the application of the exponential, or Poisson,
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If every month of December we sell 10,000 more apartments than we do in November the seasonality is
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in the cycle that the observations take on. As a rule of thumb, a minimum of two full seasons (or
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as an extension of a numerical analysis technique from the 17th century, and later adopted by the
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Winters, P. R. (April 1960). "Forecasting Sales by Exponentially Weighted Moving Averages".
6746:(January–March 2004). "Forecasting Trends and Seasonal by Exponentially Weighted Averages". 5291: 4363: 3566: 3271: 3123: 9626: 9316: 8891: 8840: 8816: 8778: 8696: 8675: 8627: 8506: 8484: 8453: 8362: 8239: 8190: 8108: 8081: 8037: 7993: 7755: 7531: 7411: 5986: 5620: 4566: 4539: 4512: 4465: 3625: 3010: 2963: 2910: 2829: 2630: 1760: 1757:, the more sensitive your forecast will be on the selection of this initial smoother value 1680: 1653: 1384: 913: 886: 662: 617: 496: 135: 76: 7068: 2876:
literature, the use of non-causal (symmetric) filters is commonplace, and the exponential
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Algorithms for Unevenly Spaced Time Series: Moving Averages and Other Rolling Operators
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becomes the weighted average of a greater and greater number of the past observations
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of an exponential moving average is the amount of time for the smoothed response of a
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is undefined (there is no estimation for time 0), and according to the definition
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The simple exponential smoothing is not able to predict what would be observed at
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The Holt–Winters Approach to Exponential Smoothing: 50 Years Old and Going Strong
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periods) of historical data is needed to initialize a set of seasonal factors.
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7.1 Simple exponential smoothing | Forecasting: Principles and Practice
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smoothing models and ARIMA models with a range of nonseasonal and seasonal
1034:= 1 the smoothing output series is just the current observation. Values of 7158: 7115: 9545: 9416: 9378: 9061: 8962: 8824: 8637: 8604: 8096: 8013: 8008: 7652: 7609: 7589: 7569: 7559: 7328: 7021: 6598: 4334: 31: 3740:
is a matter of preference. An option other than the one listed above is
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actually reduce the level of smoothing, and in the limiting case with
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of the original signal. The relationship between this time constant,
1094:= 0, the output series is just flat or a constant as the observation 165:, which may be regarded as a best estimate of what the next value of 7159:
Lecture notes on exponential smoothing (Robert Nau, Duke University)
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Triple exponential smoothing with additive seasonality is given by:
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is the sequence of seasonal correction factors. We wish to estimate
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The simplest form of exponential smoothing is given by the formula:
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The use of the exponential window function is first attributed to
9436: 9137: 6858: 611: 9358: 8339: 8313: 8293: 7544: 7335: 7129:"LibreOffice 5.2: Release Notes – the Document Foundation Wiki" 6907: 3840:, which is well defined, thus further values can be evaluated. 2907:
Again, the raw data sequence of observations is represented by
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Simple exponential smoothing does not do well when there is a
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This simple form of exponential smoothing is also known as an
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is the number of complete cycles present in your data, then:
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Smoothing Forecasting and Prediction of Discrete Time Series
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Foresight: The International Journal of Applied Forecasting
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represent the smoothed value of the constant part for time
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will be. When the sequence of observations begins at time
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Kolmogorov and Zurbenko's use of recursive moving averages
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is revealed, showing how exponential smoothing is named.
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is a simple weighted average of the current observation
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Setting the initial estimates for the seasonal indices
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as the sequence of best estimates of the linear trend.
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In other words, as time passes the smoothed statistic
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can be used for the prediction due to the presence of
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Generates a forecast of future values of a time series
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here is something of a misnomer, as larger values of
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Autoregressive conditional heteroskedasticity (ARCH)
7061:"ets {forecast} | inside-R | A Community Site for R" 1317:(EWMA). Technically it can also be classified as an 1150:
There is no formally correct procedure for choosing
6835:"Production and Operations Analysis" Nahmias. 2009. 5403:The general formula for the initial trend estimate 2884:(IIR) filter and moving average is equivalent to a 1800:method is to estimate them from the observed data. 1281:example, a constant signal will take approximately 527: 8562: 7001: 6999: 6539: 6049: 6022: 6002: 5972: 5842: 5700: 5680: 5636: 5606: 5415: 5388: 5356: 5332: 5300: 5276: 5244: 5221: 4766: 4746: 4714: 4681: 4645: 4622: 4602: 4582: 4555: 4528: 4501: 4481: 4451: 4428: 4408: 4382: 4317: 4134: 3801: 3781: 3732: 3709: 3641: 3607: 3575: 3551: 3519: 3496: 3286: 3257: 3158: 3138: 3112: 3079: 3046: 3026: 2999: 2979: 2952: 2926: 2813: 2710: 2646: 2616: 2171: 2026: 2006: 1986: 1938: 1911: 1873: 1776: 1749: 1729: 1696: 1669: 1630: 1585: 1556: 1530: 1469: 1413: 1393: 1373: 1301: 1269: 1210: 1186: 1162: 1139: 1113: 1086: 1066: 1046: 1026: 1006: 986: 962: 929: 902: 875: 839: 816: 633: 598: 578: 549: 518: 485: 458: 431: 398: 362: 339: 203: 177: 157: 124: 98: 6658:"NIST/SEMATECH e-Handbook of Statistical Methods" 2839: 2189: 9618: 4656:The output of the algorithm is again written as 3054:. The output of the algorithm is now written as 1595:the Taylor expansion of the exponential function 8648:Multivariate adaptive regression splines (MARS) 6996: 6682:Oppenheim, Alan V.; Schafer, Ronald W. (1975). 2711:{\displaystyle s_{t-1},\ldots ,s_{t-n},\ldots } 1874:{\textstyle e_{t}=y_{t}-{\hat {y}}_{t\mid t-1}} 70:from their studies of turbulence in the 1940s. 6585:values, and selects the model with the lowest 73:The raw data sequence is often represented by 9529: 7203: 1470:{\displaystyle \alpha =1-e^{-\Delta T/\tau }} 1321:(ARIMA) (0,1,1) model with no constant term. 43:often used for analysis of time-series data. 6954:"Averaging and Exponential Smoothing Models" 6816:"Averaging and Exponential Smoothing Models" 1121:at the beginning of the smoothening process 513: 500: 152: 139: 93: 80: 6904:"Model: Second-Order Exponential Smoothing" 6714:Exponential Smoothing for Predicting Demand 4329:Triple exponential smoothing (Holt Winters) 2014:and a variable as the prediction result at 9536: 9522: 7248: 7210: 7196: 6851: 4416:with a cycle of seasonal change of length 3710:{\displaystyle F_{t+m}=s_{t}+m\cdot b_{t}} 3034:is our best estimate of the trend at time 2892:Double exponential smoothing (Holt linear) 7861: 2987:to represent the smoothed value for time 1367: 883:. In other words, the smoothed statistic 6878:(7th ed.). Waveland Press. p.  6873: 1319:autoregressive integrated moving average 1198:might be used to determine the value of 528:exponentially decaying weighting factors 7005: 6929:"6.4.3.3. Double Exponential Smoothing" 6785: 9619: 9174:Kaplan–Meier estimator (product limit) 6781:. Englewood Cliffs, NJ: Prentice-Hall. 6652: 6650: 6648: 6551:Implementations in statistics packages 2865:data points, or the data point at lag 9517: 9247: 8814: 8561: 7860: 7630: 7247: 7191: 6874:Nahmias, Steven; Olsen, Tava Lennon. 6774: 6710: 3782:{\textstyle {\frac {x_{n}-x_{0}}{n}}} 1374:{\displaystyle 1-1/e\approx 63.2\,\%} 1315:exponentially weighted moving average 46:Exponential smoothing is one of many 9484: 9184:Accelerated failure time (AFT) model 6749:International Journal of Forecasting 6742: 6727: 1218:for which the sum of the quantities 937:and the previous smoothed statistic 645:Basic (simple) exponential smoothing 466:continuously so that the formula of 9496: 8779:Analysis of variance (ANOVA, anova) 7631: 7091:"Comparing HoltWinters() and ets()" 6977: 6733:Office of Naval Research Memorandum 6645: 6618:Autoregressive moving average model 5389:{\displaystyle 0\leq \gamma \leq 1} 5277:{\displaystyle 0\leq \alpha \leq 1} 3552:{\displaystyle 0\leq \alpha \leq 1} 1987:{\textstyle {\hat {y}}_{t\mid t-1}} 1807:(SSE). The errors are specified as 1642:Choosing the initial smoothed value 1270:{\displaystyle (s_{t}-x_{t+1})^{2}} 876:{\displaystyle 0\leq \alpha \leq 1} 50:commonly applied to smooth data in 13: 8874:Cochran–Mantel–Haenszel statistics 7500:Pearson product-moment correlation 7168:The Wolfram Demonstrations Project 6876:Production and Operations Analysis 6624:Errors and residuals in statistics 5333:{\displaystyle 0\leq \beta \leq 1} 3608:{\displaystyle 0\leq \beta \leq 1} 1994:are a variable to be predicted at 1616: 1571: 1548: 1496: 1451: 1368: 14: 9638: 7152: 4754:based on the raw data up to time 3146:based on the raw data up to time 1586:{\displaystyle \Delta T\ll \tau } 9495: 9483: 9471: 9458: 9457: 9248: 6762:10.1016/j.ijforecast.2003.09.015 5398:seasonal change smoothing factor 1324: 24:exponential moving average (EMA) 9589:Associative (causal) forecasts 9133:Least-squares spectral analysis 7135: 7121: 7109: 7083: 7053: 7028: 6971: 6946: 6921: 6896: 6867: 6813: 5937: 5807: 5681:{\displaystyle i=1,2,\ldots ,L} 3649:is given by the approximation: 1787: 493:is fully expressed in terms of 323: 8114:Mean-unbiased minimum-variance 7217: 6838: 6829: 6807: 6775:Brown, Robert Goodell (1963). 6768: 6721: 6704: 6587:Bayesian Information Criterion 6515: 6503: 6405: 6393: 6387: 6336: 6293: 6281: 6275: 6243: 6216: 6178: 6175: 6163: 6157: 6125: 5920: 5908: 5784: 5772: 5197: 5185: 5159: 5130: 5084: 5072: 5002: 4990: 4984: 4952: 4925: 4887: 4884: 4872: 4689:, an estimate of the value of 4305: 4273: 4167:, the estimated trend at time 4154:, the estimated level at time 4050: 4038: 3973: 3961: 3471: 3459: 3453: 3421: 3394: 3356: 3353: 3341: 3087:, an estimate of the value of 2904:One method, works as follows: 2888:with equal weighting factors. 2886:finite impulse response filter 2840:Comparison with moving average 2828:is the discrete version of an 2796: 2783: 2765: 2752: 2746: 2734: 2588: 2575: 2542: 2529: 2495: 2482: 2454: 2441: 2419: 2407: 2351: 2338: 2316: 2304: 2256: 2244: 2121: 2096: 2073: 1960: 1847: 1522: 1510: 1258: 1225: 808: 776: 732: 720: 665:in 1956, and then expanded by 399:{\textstyle 0<\alpha <1} 301: 289: 1: 9427:Geographic information system 8643:Simultaneous equations models 6050:{\displaystyle j^{\text{th}}} 62:. This method is preceded by 9574:Decomposition of time series 8610:Coefficient of determination 8221:Uniformly most powerful test 1401:, and the smoothing factor, 612:triple exponential smoothing 608:double exponential smoothing 586:based on the raw data up to 7: 9179:Proportional hazards models 9123:Spectral density estimation 9105:Vector autoregression (VAR) 8539:Maximum posterior estimator 7771:Randomized controlled trial 7036:"R: Holt–Winters Filtering" 6846:Acta Polytechnica Hungarica 6611: 5688:is a bit more involved. If 1421:, is given by the formula: 34:data using the exponential 10: 9643: 9555:Historical data forecasts 8939:Multivariate distributions 7359:Average absolute deviation 3720:Setting the initial value 1912:{\textstyle t=1,\ldots ,T} 9587: 9553: 9453: 9407: 9344: 9297: 9260: 9256: 9243: 9215: 9197: 9164: 9155: 9113: 9060: 9021: 8970: 8961: 8927:Structural equation model 8882: 8839: 8835: 8810: 8769: 8735: 8689: 8656: 8618: 8585: 8581: 8557: 8497: 8406: 8325: 8289: 8280: 8263:Score/Lagrange multiplier 8248: 8201: 8146: 8072: 8063: 7873: 7869: 7856: 7815: 7789: 7741: 7696: 7678:Sample size determination 7643: 7639: 7626: 7530: 7485: 7459: 7441: 7397: 7349: 7269: 7260: 7256: 7243: 7225: 6711:Brown, Robert G. (1956). 6684:Digital Signal Processing 2882:infinite-impulse response 1302:{\displaystyle 3/\alpha } 676:infinite impulse response 58:to remove high-frequency 9597:Simple linear regression 9422:Environmental statistics 8944:Elliptical distributions 8737:Generalized linear model 8666:Simple linear regression 8436:Hodges–Lehmann estimator 7893:Probability distribution 7802:Stochastic approximation 7364:Coefficient of variation 6639: 6010:is the average value of 4747:{\displaystyle t+m>0} 1557:{\displaystyle \Delta T} 30:technique for smoothing 9082:Cross-correlation (XCF) 8690:Non-standard predictors 8124:Lehmann–ScheffĂ© theorem 7797:Adaptive clinical trial 7175:by Paul Goodwin (2010) 6848:, 8(5), 73–87. Page 78. 5357:{\displaystyle \gamma } 5245:{\displaystyle \alpha } 4715:{\displaystyle x_{t+m}} 4682:{\displaystyle F_{t+m}} 3520:{\displaystyle \alpha } 3113:{\displaystyle x_{t+m}} 3080:{\displaystyle F_{t+m}} 1750:{\displaystyle \alpha } 1730:{\displaystyle s_{t-1}} 1414:{\displaystyle \alpha } 1211:{\displaystyle \alpha } 1196:method of least squares 1187:{\displaystyle \alpha } 1163:{\displaystyle \alpha } 1087:{\displaystyle \alpha } 1067:{\displaystyle \alpha } 1047:{\displaystyle \alpha } 1027:{\displaystyle \alpha } 1007:{\displaystyle \alpha } 987:{\displaystyle \alpha } 963:{\displaystyle s_{t-1}} 840:{\displaystyle \alpha } 672:finite impulse response 9478:Mathematics portal 9299:Engineering statistics 9207:Nelson–Aalen estimator 8784:Analysis of covariance 8671:Ordinary least squares 8595:Pearson product-moment 7999:Statistical functional 7910:Empirical distribution 7743:Controlled experiments 7472:Frequency distribution 7250:Descriptive statistics 6541: 6051: 6024: 6004: 5974: 5899: 5844: 5761: 5702: 5682: 5638: 5608: 5417: 5390: 5358: 5342:trend smoothing factor 5334: 5302: 5301:{\displaystyle \beta } 5278: 5246: 5223: 4768: 4748: 4716: 4683: 4647: 4624: 4604: 4584: 4557: 4530: 4503: 4483: 4453: 4430: 4410: 4384: 4383:{\displaystyle x_{t},} 4319: 4136: 3803: 3783: 3734: 3711: 3643: 3617:trend smoothing factor 3609: 3577: 3576:{\displaystyle \beta } 3553: 3521: 3498: 3288: 3287:{\displaystyle t>0} 3259: 3160: 3140: 3139:{\displaystyle m>0} 3114: 3081: 3048: 3028: 3001: 2981: 2954: 2928: 2853: + 1) where 2815: 2712: 2648: 2618: 2186:tool to perform this. 2173: 2153: 2072: 2028: 2008: 1988: 1940: 1913: 1875: 1778: 1751: 1731: 1698: 1671: 1632: 1587: 1558: 1532: 1471: 1415: 1395: 1375: 1303: 1271: 1212: 1188: 1164: 1141: 1115: 1088: 1068: 1048: 1028: 1008: 988: 964: 931: 904: 877: 841: 818: 635: 600: 580: 551: 520: 519:{\textstyle \{x_{t}\}} 487: 460: 433: 400: 364: 341: 205: 179: 159: 158:{\textstyle \{s_{t}\}} 126: 100: 99:{\textstyle \{x_{t}\}} 9564:Exponential smoothing 9394:Population statistics 9336:System identification 9070:Autocorrelation (ACF) 8998:Exponential smoothing 8912:Discriminant analysis 8907:Canonical correlation 8771:Partition of variance 8633:Regression validation 8477:(Jonckheere–Terpstra) 8376:Likelihood-ratio test 8065:Frequentist inference 7977:Location–scale family 7898:Sampling distribution 7863:Statistical inference 7830:Cross-sectional study 7817:Observational studies 7776:Randomized experiment 7605:Stem-and-leaf display 7407:Central limit theorem 6978:Kalehar, Prajakta S. 6542: 6052: 6025: 6005: 6003:{\displaystyle A_{j}} 5975: 5879: 5845: 5741: 5703: 5683: 5639: 5637:{\displaystyle c_{i}} 5609: 5418: 5391: 5359: 5335: 5303: 5286:data smoothing factor 5279: 5247: 5224: 4769: 4749: 4717: 4684: 4648: 4625: 4605: 4585: 4583:{\displaystyle c_{t}} 4558: 4556:{\displaystyle c_{t}} 4531: 4529:{\displaystyle b_{t}} 4504: 4484: 4482:{\displaystyle s_{t}} 4454: 4431: 4411: 4385: 4320: 4137: 3804: 3784: 3735: 3712: 3644: 3642:{\displaystyle x_{t}} 3610: 3578: 3561:data smoothing factor 3554: 3522: 3499: 3289: 3260: 3161: 3141: 3115: 3082: 3049: 3029: 3027:{\displaystyle b_{t}} 3002: 2982: 2980:{\displaystyle s_{t}} 2955: 2929: 2927:{\displaystyle x_{t}} 2826:geometric progression 2816: 2713: 2649: 2647:{\displaystyle s_{t}} 2619: 2174: 2133: 2052: 2029: 2009: 1989: 1941: 1914: 1876: 1805:sum of squared errors 1779: 1777:{\displaystyle s_{0}} 1752: 1732: 1699: 1697:{\displaystyle x_{0}} 1672: 1670:{\displaystyle s_{0}} 1633: 1588: 1559: 1533: 1472: 1416: 1396: 1394:{\displaystyle \tau } 1376: 1304: 1272: 1213: 1189: 1165: 1142: 1116: 1089: 1069: 1049: 1029: 1009: 989: 965: 932: 930:{\displaystyle x_{t}} 905: 903:{\displaystyle s_{t}} 878: 842: 819: 636: 634:{\displaystyle b_{t}} 601: 581: 552: 521: 488: 461: 434: 401: 365: 342: 206: 180: 160: 127: 101: 40:simple moving average 20:Exponential smoothing 9317:Probabilistic design 8902:Principal components 8745:Exponential families 8697:Nonlinear regression 8676:General linear model 8638:Mixed effects models 8628:Errors and residuals 8605:Confounding variable 8507:Bayesian probability 8485:Van der Waerden test 8475:Ordered alternative 8240:Multiple comparisons 8119:Rao–Blackwellization 8082:Estimating equations 8038:Statistical distance 7756:Factorial experiment 7289:Arithmetic-Geometric 7022:10.1287/mnsc.6.3.324 6067: 6057:cycle of your data. 6034: 6014: 5987: 5860: 5715: 5692: 5648: 5621: 5430: 5407: 5368: 5348: 5312: 5292: 5256: 5236: 4781: 4758: 4726: 4693: 4660: 4634: 4614: 4594: 4567: 4540: 4513: 4493: 4466: 4443: 4420: 4394: 4364: 4178: 3850: 3793: 3744: 3724: 3656: 3626: 3587: 3567: 3531: 3511: 3301: 3272: 3173: 3150: 3124: 3091: 3058: 3038: 3011: 2991: 2964: 2938: 2934:, beginning at time 2911: 2830:exponential function 2725: 2658: 2631: 2204: 2190:"Exponential" naming 2041: 2018: 1998: 1950: 1923: 1885: 1811: 1761: 1741: 1708: 1681: 1654: 1648:the definition above 1604: 1568: 1545: 1481: 1428: 1405: 1385: 1341: 1285: 1222: 1202: 1178: 1154: 1125: 1098: 1078: 1058: 1038: 1018: 998: 978: 941: 914: 887: 855: 831: 688: 663:Robert Goodell Brown 618: 590: 564: 534: 497: 470: 443: 439:is substituted into 432:{\textstyle s_{t-1}} 410: 378: 363:{\textstyle \alpha } 354: 218: 189: 169: 136: 110: 77: 9602:Regression analysis 9389:Official statistics 9312:Methods engineering 8993:Seasonal adjustment 8761:Poisson regressions 8681:Bayesian regression 8620:Regression analysis 8600:Partial correlation 8572:Regression analysis 8171:Prediction interval 8166:Likelihood interval 8156:Confidence interval 8148:Interval estimation 8109:Unbiased estimators 7927:Model specification 7807:Up-and-down designs 7495:Partial correlation 7451:Index of dispersion 7369:Interquartile range 4409:{\displaystyle t=0} 4354:Hadamard conjecture 4304: 4288: 4233: 4217: 4071: 4034: 4011: 3994: 3937: 3903: 3869: 3622:To forecast beyond 2953:{\displaystyle t=0} 2168: 1194:. For example, the 9409:Spatial statistics 9289:Medical statistics 9189:First hitting time 9143:Whittle likelihood 8794:Degrees of freedom 8789:Multivariate ANOVA 8722:Heteroscedasticity 8534:Bayesian estimator 8499:Bayesian inference 8348:Kolmogorov–Smirnov 8233:Randomization test 8203:Testing hypotheses 8176:Tolerance interval 8087:Maximum likelihood 7982:Exponential family 7915:Density estimation 7875:Statistical theory 7835:Natural experiment 7781:Scientific control 7698:Survey methodology 7384:Standard deviation 7009:Management Science 6634:Continued fraction 6595:: tssmooth command 6537: 6535: 6047: 6020: 6000: 5970: 5840: 5698: 5678: 5634: 5604: 5602: 5413: 5386: 5354: 5330: 5298: 5274: 5242: 5219: 5217: 4764: 4744: 4712: 4679: 4646:{\displaystyle 2L} 4643: 4620: 4600: 4580: 4553: 4526: 4499: 4479: 4449: 4426: 4406: 4390:beginning at time 4380: 4315: 4313: 4292: 4276: 4221: 4205: 4132: 4130: 4053: 4022: 3999: 3976: 3925: 3891: 3857: 3799: 3779: 3730: 3707: 3639: 3605: 3573: 3549: 3517: 3494: 3492: 3284: 3255: 3253: 3156: 3136: 3110: 3077: 3044: 3024: 2997: 2977: 2950: 2924: 2811: 2708: 2644: 2614: 2612: 2169: 2154: 2024: 2004: 1984: 1939:{\textstyle y_{t}} 1936: 1909: 1871: 1774: 1747: 1727: 1694: 1667: 1628: 1583: 1554: 1528: 1467: 1411: 1391: 1371: 1335:unit step function 1299: 1267: 1208: 1184: 1160: 1137: 1114:{\textstyle x_{0}} 1111: 1084: 1064: 1044: 1024: 1004: 984: 960: 927: 900: 873: 837: 814: 631: 596: 576: 550:{\textstyle x_{t}} 547: 516: 486:{\textstyle s_{t}} 483: 459:{\textstyle s_{t}} 456: 429: 396: 360: 337: 335: 201: 175: 155: 122: 106:beginning at time 96: 9614: 9613: 9607:Econometric model 9511: 9510: 9449: 9448: 9445: 9444: 9384:National accounts 9354:Actuarial science 9346:Social statistics 9239: 9238: 9235: 9234: 9231: 9230: 9166:Survival function 9151: 9150: 9013:Granger causality 8854:Contingency table 8829:Survival analysis 8806: 8805: 8802: 8801: 8658:Linear regression 8553: 8552: 8549: 8548: 8524:Credible interval 8493: 8492: 8276: 8275: 8092:Method of moments 7961:Parametric family 7922:Statistical model 7852: 7851: 7848: 7847: 7766:Random assignment 7688:Statistical power 7622: 7621: 7618: 7617: 7467:Contingency table 7437: 7436: 7304:Generalized/power 7184:by Andreas Eckner 6044: 6023:{\displaystyle x} 5941: 5935: 5811: 5805: 5739: 5701:{\displaystyle N} 5593: 5546: 5505: 5462: 5416:{\displaystyle b} 5067: 4867: 4767:{\displaystyle t} 4623:{\displaystyle L} 4603:{\displaystyle t} 4502:{\displaystyle t} 4452:{\displaystyle L} 4429:{\displaystyle L} 4271: 3802:{\displaystyle n} 3777: 3733:{\displaystyle b} 3159:{\displaystyle t} 3047:{\displaystyle t} 3000:{\displaystyle t} 2874:signal processing 2099: 2047: 2027:{\displaystyle t} 2007:{\displaystyle t} 1963: 1850: 1626: 1593:) then, by using 1526: 674:(FIR) filters to 655:signal processing 530:on each raw data 52:signal processing 38:. Whereas in the 9634: 9538: 9531: 9524: 9515: 9514: 9499: 9498: 9487: 9486: 9476: 9475: 9461: 9460: 9364:Crime statistics 9258: 9257: 9245: 9244: 9162: 9161: 9128:Fourier analysis 9115:Frequency domain 9095: 9042: 9008:Structural break 8968: 8967: 8917:Cluster analysis 8864:Log-linear model 8837: 8836: 8812: 8811: 8753: 8727:Homoscedasticity 8583: 8582: 8559: 8558: 8478: 8470: 8462: 8461:(Kruskal–Wallis) 8446: 8431: 8386:Cross validation 8371: 8353:Anderson–Darling 8300: 8287: 8286: 8258:Likelihood-ratio 8250:Parametric tests 8228:Permutation test 8211:1- & 2-tails 8102:Minimum distance 8074:Point estimation 8070: 8069: 8021:Optimal decision 7972: 7871: 7870: 7858: 7857: 7840:Quasi-experiment 7790:Adaptive designs 7641: 7640: 7628: 7627: 7505:Rank correlation 7267: 7266: 7258: 7257: 7245: 7244: 7212: 7205: 7198: 7189: 7188: 7166:by Jon McLoone, 7147: 7146: 7139: 7133: 7132: 7125: 7119: 7113: 7107: 7106: 7104: 7102: 7087: 7081: 7080: 7078: 7076: 7067:. Archived from 7057: 7051: 7050: 7048: 7046: 7032: 7026: 7025: 7003: 6994: 6993: 6991: 6989: 6984: 6975: 6969: 6968: 6966: 6964: 6950: 6944: 6943: 6941: 6939: 6925: 6919: 6918: 6916: 6914: 6900: 6894: 6893: 6871: 6865: 6864: 6855: 6849: 6842: 6836: 6833: 6827: 6826: 6824: 6822: 6811: 6805: 6804: 6802: 6800: 6789: 6783: 6782: 6772: 6766: 6765: 6744:Holt, Charles C. 6740: 6729:Holt, Charles C. 6725: 6719: 6718: 6708: 6702: 6701: 6679: 6670: 6669: 6667: 6665: 6654: 6546: 6544: 6543: 6538: 6536: 6529: 6528: 6527: 6526: 6476: 6475: 6460: 6459: 6443: 6442: 6423: 6422: 6386: 6385: 6367: 6366: 6348: 6347: 6325: 6324: 6311: 6310: 6274: 6273: 6255: 6254: 6232: 6231: 6215: 6214: 6196: 6195: 6156: 6155: 6137: 6136: 6114: 6113: 6100: 6099: 6083: 6082: 6056: 6054: 6053: 6048: 6046: 6045: 6042: 6029: 6027: 6026: 6021: 6009: 6007: 6006: 6001: 5999: 5998: 5979: 5977: 5976: 5971: 5942: 5939: 5936: 5931: 5930: 5929: 5898: 5893: 5877: 5872: 5871: 5849: 5847: 5846: 5841: 5812: 5809: 5806: 5804: 5803: 5794: 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1934: 1918: 1916: 1915: 1910: 1880: 1878: 1877: 1872: 1870: 1869: 1852: 1851: 1843: 1836: 1835: 1823: 1822: 1783: 1781: 1780: 1775: 1773: 1772: 1756: 1754: 1753: 1748: 1736: 1734: 1733: 1728: 1726: 1725: 1703: 1701: 1700: 1695: 1693: 1692: 1676: 1674: 1673: 1668: 1666: 1665: 1637: 1635: 1634: 1629: 1627: 1622: 1614: 1592: 1590: 1589: 1584: 1563: 1561: 1560: 1555: 1537: 1535: 1534: 1529: 1527: 1525: 1502: 1494: 1476: 1474: 1473: 1468: 1466: 1465: 1461: 1420: 1418: 1417: 1412: 1400: 1398: 1397: 1392: 1380: 1378: 1377: 1372: 1357: 1308: 1306: 1305: 1300: 1295: 1276: 1274: 1273: 1268: 1266: 1265: 1256: 1255: 1237: 1236: 1217: 1215: 1214: 1209: 1193: 1191: 1190: 1185: 1169: 1167: 1166: 1161: 1146: 1144: 1143: 1140:{\textstyle t=0} 1138: 1120: 1118: 1117: 1112: 1110: 1109: 1093: 1091: 1090: 1085: 1073: 1071: 1070: 1065: 1053: 1051: 1050: 1045: 1033: 1031: 1030: 1025: 1013: 1011: 1010: 1005: 993: 991: 990: 985: 972:smoothing factor 969: 967: 966: 961: 959: 958: 936: 934: 933: 928: 926: 925: 909: 907: 906: 901: 899: 898: 882: 880: 879: 874: 849:smoothing factor 846: 844: 843: 838: 823: 821: 820: 815: 807: 806: 788: 787: 769: 768: 750: 749: 716: 715: 700: 699: 640: 638: 637: 632: 630: 629: 605: 603: 602: 597: 585: 583: 582: 579:{\textstyle t+m} 577: 556: 554: 553: 548: 546: 545: 525: 523: 522: 517: 512: 511: 492: 490: 489: 484: 482: 481: 465: 463: 462: 457: 455: 454: 438: 436: 435: 430: 428: 427: 405: 403: 402: 397: 372:smoothing factor 369: 367: 366: 361: 346: 344: 343: 338: 336: 319: 318: 285: 284: 265: 264: 251: 250: 234: 233: 210: 208: 207: 204:{\textstyle t=0} 202: 184: 182: 181: 176: 164: 162: 161: 156: 151: 150: 131: 129: 128: 125:{\textstyle t=0} 123: 105: 103: 102: 97: 92: 91: 56:low-pass filters 48:window functions 9642: 9641: 9637: 9636: 9635: 9633: 9632: 9631: 9617: 9616: 9615: 9610: 9583: 9549: 9542: 9512: 9507: 9470: 9441: 9403: 9340: 9326:quality control 9293: 9275:Clinical trials 9252: 9227: 9211: 9199:Hazard function 9193: 9147: 9109: 9093: 9056: 9052:Breusch–Godfrey 9040: 9017: 8957: 8932:Factor analysis 8878: 8859:Graphical model 8831: 8798: 8765: 8751: 8731: 8685: 8652: 8614: 8577: 8576: 8545: 8489: 8476: 8468: 8460: 8444: 8429: 8408:Rank statistics 8402: 8381:Model selection 8369: 8327:Goodness of fit 8321: 8298: 8272: 8244: 8197: 8142: 8131:Median unbiased 8059: 7970: 7903:Order statistic 7865: 7844: 7811: 7785: 7737: 7692: 7635: 7633:Data collection 7614: 7526: 7481: 7455: 7433: 7393: 7345: 7262:Continuous data 7252: 7239: 7221: 7216: 7155: 7150: 7141: 7140: 7136: 7127: 7126: 7122: 7118:in Stata manual 7114: 7110: 7100: 7098: 7089: 7088: 7084: 7074: 7072: 7071:on 16 July 2016 7059: 7058: 7054: 7044: 7042: 7034: 7033: 7029: 7004: 6997: 6987: 6985: 6982: 6976: 6972: 6962: 6960: 6952: 6951: 6947: 6937: 6935: 6927: 6926: 6922: 6912: 6910: 6902: 6901: 6897: 6890: 6872: 6868: 6857: 6856: 6852: 6843: 6839: 6834: 6830: 6820: 6818: 6812: 6808: 6798: 6796: 6791: 6790: 6786: 6773: 6769: 6726: 6722: 6709: 6705: 6698: 6680: 6673: 6663: 6661: 6656: 6655: 6646: 6642: 6614: 6605:Microsoft Excel 6553: 6534: 6533: 6522: 6518: 6484: 6480: 6471: 6467: 6455: 6451: 6444: 6432: 6428: 6425: 6424: 6412: 6408: 6375: 6371: 6356: 6352: 6343: 6339: 6326: 6320: 6316: 6313: 6312: 6300: 6296: 6263: 6259: 6250: 6246: 6233: 6227: 6223: 6220: 6219: 6204: 6200: 6185: 6181: 6145: 6141: 6132: 6128: 6115: 6109: 6105: 6102: 6101: 6095: 6091: 6084: 6078: 6074: 6070: 6068: 6065: 6064: 6041: 6037: 6035: 6032: 6031: 6015: 6012: 6011: 5994: 5990: 5988: 5985: 5984: 5938: 5904: 5900: 5894: 5883: 5878: 5876: 5867: 5863: 5861: 5858: 5857: 5808: 5799: 5795: 5768: 5764: 5762: 5756: 5745: 5731: 5722: 5718: 5716: 5713: 5712: 5693: 5690: 5689: 5649: 5646: 5645: 5628: 5624: 5622: 5619: 5618: 5601: 5600: 5583: 5579: 5564: 5560: 5559: 5557: 5536: 5532: 5517: 5513: 5512: 5510: 5495: 5491: 5476: 5472: 5471: 5469: 5468: 5464: 5454: 5447: 5441: 5437: 5433: 5431: 5428: 5427: 5408: 5405: 5404: 5369: 5366: 5365: 5349: 5346: 5345: 5313: 5310: 5309: 5293: 5290: 5289: 5257: 5254: 5253: 5237: 5234: 5233: 5216: 5215: 5204: 5200: 5166: 5162: 5153: 5149: 5137: 5133: 5123: 5111: 5107: 5104: 5103: 5091: 5087: 5061: 5057: 5051: 5047: 5045: 5035: 5029: 5025: 5022: 5021: 5009: 5005: 4972: 4968: 4959: 4955: 4942: 4936: 4932: 4929: 4928: 4913: 4909: 4894: 4890: 4855: 4851: 4845: 4841: 4839: 4829: 4823: 4819: 4816: 4815: 4809: 4805: 4798: 4792: 4788: 4784: 4782: 4779: 4778: 4759: 4756: 4755: 4727: 4724: 4723: 4700: 4696: 4694: 4691: 4690: 4667: 4663: 4661: 4658: 4657: 4635: 4632: 4631: 4615: 4612: 4611: 4595: 4592: 4591: 4574: 4570: 4568: 4565: 4564: 4547: 4543: 4541: 4538: 4537: 4520: 4516: 4514: 4511: 4510: 4494: 4491: 4490: 4473: 4469: 4467: 4464: 4463: 4444: 4441: 4440: 4421: 4418: 4417: 4395: 4392: 4391: 4371: 4367: 4365: 4362: 4361: 4331: 4312: 4311: 4296: 4280: 4260: 4255: 4248: 4242: 4238: 4235: 4234: 4225: 4209: 4195: 4189: 4185: 4181: 4179: 4176: 4175: 4166: 4153: 4129: 4128: 4119: 4115: 4103: 4099: 4092: 4080: 4076: 4073: 4072: 4057: 4026: 4012: 4003: 3996: 3995: 3980: 3952: 3948: 3938: 3929: 3922: 3921: 3915: 3911: 3904: 3895: 3888: 3887: 3881: 3877: 3870: 3861: 3853: 3851: 3848: 3847: 3839: 3832: 3825: 3818: 3794: 3791: 3790: 3767: 3763: 3754: 3750: 3749: 3747: 3745: 3742: 3741: 3725: 3722: 3721: 3701: 3697: 3682: 3678: 3663: 3659: 3657: 3654: 3653: 3633: 3629: 3627: 3624: 3623: 3588: 3585: 3584: 3568: 3565: 3564: 3532: 3529: 3528: 3512: 3509: 3508: 3491: 3490: 3478: 3474: 3441: 3437: 3428: 3424: 3411: 3405: 3401: 3398: 3397: 3382: 3378: 3363: 3359: 3332: 3328: 3318: 3312: 3308: 3304: 3302: 3299: 3298: 3273: 3270: 3269: 3252: 3251: 3245: 3241: 3232: 3228: 3221: 3215: 3211: 3208: 3207: 3201: 3197: 3190: 3184: 3180: 3176: 3174: 3171: 3170: 3151: 3148: 3147: 3125: 3122: 3121: 3098: 3094: 3092: 3089: 3088: 3065: 3061: 3059: 3056: 3055: 3039: 3036: 3035: 3018: 3014: 3012: 3009: 3008: 2992: 2989: 2988: 2971: 2967: 2965: 2962: 2961: 2939: 2936: 2935: 2918: 2914: 2912: 2909: 2908: 2894: 2878:window function 2842: 2799: 2795: 2768: 2764: 2726: 2723: 2722: 2690: 2686: 2665: 2661: 2659: 2656: 2655: 2638: 2634: 2632: 2629: 2628: 2611: 2610: 2601: 2597: 2591: 2587: 2561: 2557: 2545: 2541: 2508: 2504: 2498: 2494: 2467: 2463: 2457: 2453: 2426: 2422: 2398: 2394: 2393: 2389: 2377: 2376: 2364: 2360: 2354: 2350: 2323: 2319: 2292: 2288: 2276: 2275: 2263: 2259: 2235: 2231: 2221: 2215: 2211: 2207: 2205: 2202: 2201: 2192: 2163: 2158: 2148: 2137: 2124: 2120: 2102: 2091: 2090: 2089: 2080: 2076: 2067: 2056: 2044: 2042: 2039: 2038: 2019: 2016: 2015: 1999: 1996: 1995: 1966: 1955: 1954: 1953: 1951: 1948: 1947: 1930: 1926: 1924: 1921: 1920: 1886: 1883: 1882: 1853: 1842: 1841: 1840: 1831: 1827: 1818: 1814: 1812: 1809: 1808: 1790: 1768: 1764: 1762: 1759: 1758: 1742: 1739: 1738: 1715: 1711: 1709: 1706: 1705: 1688: 1684: 1682: 1679: 1678: 1661: 1657: 1655: 1652: 1651: 1644: 1615: 1613: 1605: 1602: 1601: 1569: 1566: 1565: 1546: 1543: 1542: 1503: 1495: 1493: 1482: 1479: 1478: 1457: 1447: 1443: 1429: 1426: 1425: 1406: 1403: 1402: 1386: 1383: 1382: 1353: 1342: 1339: 1338: 1327: 1291: 1286: 1283: 1282: 1261: 1257: 1245: 1241: 1232: 1228: 1223: 1220: 1219: 1203: 1200: 1199: 1179: 1176: 1175: 1155: 1152: 1151: 1126: 1123: 1122: 1105: 1101: 1099: 1096: 1095: 1079: 1076: 1075: 1059: 1056: 1055: 1039: 1036: 1035: 1019: 1016: 1015: 999: 996: 995: 979: 976: 975: 948: 944: 942: 939: 938: 921: 917: 915: 912: 911: 894: 890: 888: 885: 884: 856: 853: 852: 832: 829: 828: 796: 792: 783: 779: 758: 754: 739: 735: 711: 707: 695: 691: 689: 686: 685: 667:Charles C. Holt 659:window function 647: 625: 621: 619: 616: 615: 591: 588: 587: 565: 562: 561: 541: 537: 535: 532: 531: 507: 503: 498: 495: 494: 477: 473: 471: 468: 467: 450: 446: 444: 441: 440: 417: 413: 411: 408: 407: 379: 376: 375: 355: 352: 351: 334: 333: 308: 304: 280: 276: 266: 260: 256: 253: 252: 246: 242: 235: 229: 225: 221: 219: 216: 215: 190: 187: 186: 170: 167: 166: 146: 142: 137: 134: 133: 111: 108: 107: 87: 83: 78: 75: 74: 36:window function 17: 12: 11: 5: 9640: 9630: 9629: 9612: 9611: 9609: 9604: 9599: 9594: 9592:Moving average 9588: 9585: 9584: 9582: 9581: 9579:NaĂŻve approach 9576: 9571: 9569:Trend analysis 9566: 9561: 9559:Moving average 9554: 9551: 9550: 9541: 9540: 9533: 9526: 9518: 9509: 9508: 9506: 9505: 9493: 9481: 9467: 9454: 9451: 9450: 9447: 9446: 9443: 9442: 9440: 9439: 9434: 9429: 9424: 9419: 9413: 9411: 9405: 9404: 9402: 9401: 9396: 9391: 9386: 9381: 9376: 9371: 9366: 9361: 9356: 9350: 9348: 9342: 9341: 9339: 9338: 9333: 9328: 9319: 9314: 9309: 9303: 9301: 9295: 9294: 9292: 9291: 9286: 9281: 9272: 9270:Bioinformatics 9266: 9264: 9254: 9253: 9241: 9240: 9237: 9236: 9233: 9232: 9229: 9228: 9226: 9225: 9219: 9217: 9213: 9212: 9210: 9209: 9203: 9201: 9195: 9194: 9192: 9191: 9186: 9181: 9176: 9170: 9168: 9159: 9153: 9152: 9149: 9148: 9146: 9145: 9140: 9135: 9130: 9125: 9119: 9117: 9111: 9110: 9108: 9107: 9102: 9097: 9089: 9084: 9079: 9078: 9077: 9075:partial (PACF) 9066: 9064: 9058: 9057: 9055: 9054: 9049: 9044: 9036: 9031: 9025: 9023: 9022:Specific tests 9019: 9018: 9016: 9015: 9010: 9005: 9000: 8995: 8990: 8985: 8980: 8974: 8972: 8965: 8959: 8958: 8956: 8955: 8954: 8953: 8952: 8951: 8936: 8935: 8934: 8924: 8922:Classification 8919: 8914: 8909: 8904: 8899: 8894: 8888: 8886: 8880: 8879: 8877: 8876: 8871: 8869:McNemar's test 8866: 8861: 8856: 8851: 8845: 8843: 8833: 8832: 8808: 8807: 8804: 8803: 8800: 8799: 8797: 8796: 8791: 8786: 8781: 8775: 8773: 8767: 8766: 8764: 8763: 8747: 8741: 8739: 8733: 8732: 8730: 8729: 8724: 8719: 8714: 8709: 8707:Semiparametric 8704: 8699: 8693: 8691: 8687: 8686: 8684: 8683: 8678: 8673: 8668: 8662: 8660: 8654: 8653: 8651: 8650: 8645: 8640: 8635: 8630: 8624: 8622: 8616: 8615: 8613: 8612: 8607: 8602: 8597: 8591: 8589: 8579: 8578: 8575: 8574: 8569: 8563: 8555: 8554: 8551: 8550: 8547: 8546: 8544: 8543: 8542: 8541: 8531: 8526: 8521: 8520: 8519: 8514: 8503: 8501: 8495: 8494: 8491: 8490: 8488: 8487: 8482: 8481: 8480: 8472: 8464: 8448: 8445:(Mann–Whitney) 8440: 8439: 8438: 8425: 8424: 8423: 8412: 8410: 8404: 8403: 8401: 8400: 8399: 8398: 8393: 8388: 8378: 8373: 8370:(Shapiro–Wilk) 8365: 8360: 8355: 8350: 8345: 8337: 8331: 8329: 8323: 8322: 8320: 8319: 8311: 8302: 8290: 8284: 8282:Specific tests 8278: 8277: 8274: 8273: 8271: 8270: 8265: 8260: 8254: 8252: 8246: 8245: 8243: 8242: 8237: 8236: 8235: 8225: 8224: 8223: 8213: 8207: 8205: 8199: 8198: 8196: 8195: 8194: 8193: 8188: 8178: 8173: 8168: 8163: 8158: 8152: 8150: 8144: 8143: 8141: 8140: 8135: 8134: 8133: 8128: 8127: 8126: 8121: 8106: 8105: 8104: 8099: 8094: 8089: 8078: 8076: 8067: 8061: 8060: 8058: 8057: 8052: 8047: 8046: 8045: 8035: 8030: 8029: 8028: 8018: 8017: 8016: 8011: 8006: 7996: 7991: 7986: 7985: 7984: 7979: 7974: 7958: 7957: 7956: 7951: 7946: 7936: 7935: 7934: 7929: 7919: 7918: 7917: 7907: 7906: 7905: 7895: 7890: 7885: 7879: 7877: 7867: 7866: 7854: 7853: 7850: 7849: 7846: 7845: 7843: 7842: 7837: 7832: 7827: 7821: 7819: 7813: 7812: 7810: 7809: 7804: 7799: 7793: 7791: 7787: 7786: 7784: 7783: 7778: 7773: 7768: 7763: 7758: 7753: 7747: 7745: 7739: 7738: 7736: 7735: 7733:Standard error 7730: 7725: 7720: 7719: 7718: 7713: 7702: 7700: 7694: 7693: 7691: 7690: 7685: 7680: 7675: 7670: 7665: 7663:Optimal design 7660: 7655: 7649: 7647: 7637: 7636: 7624: 7623: 7620: 7619: 7616: 7615: 7613: 7612: 7607: 7602: 7597: 7592: 7587: 7582: 7577: 7572: 7567: 7562: 7557: 7552: 7547: 7542: 7536: 7534: 7528: 7527: 7525: 7524: 7519: 7518: 7517: 7512: 7502: 7497: 7491: 7489: 7483: 7482: 7480: 7479: 7474: 7469: 7463: 7461: 7460:Summary tables 7457: 7456: 7454: 7453: 7447: 7445: 7439: 7438: 7435: 7434: 7432: 7431: 7430: 7429: 7424: 7419: 7409: 7403: 7401: 7395: 7394: 7392: 7391: 7386: 7381: 7376: 7371: 7366: 7361: 7355: 7353: 7347: 7346: 7344: 7343: 7338: 7333: 7332: 7331: 7326: 7321: 7316: 7311: 7306: 7301: 7296: 7294:Contraharmonic 7291: 7286: 7275: 7273: 7264: 7254: 7253: 7241: 7240: 7238: 7237: 7232: 7226: 7223: 7222: 7215: 7214: 7207: 7200: 7192: 7186: 7185: 7179: 7170: 7164:Data Smoothing 7161: 7154: 7153:External links 7151: 7149: 7148: 7134: 7120: 7108: 7082: 7052: 7027: 7016:(3): 324–342. 6995: 6970: 6945: 6920: 6895: 6888: 6866: 6850: 6837: 6828: 6806: 6784: 6767: 6720: 6703: 6696: 6671: 6643: 6641: 6638: 6637: 6636: 6631: 6629:Moving average 6626: 6621: 6613: 6610: 6609: 6608: 6602: 6596: 6590: 6566: 6560: 6552: 6549: 6548: 6547: 6532: 6525: 6521: 6517: 6514: 6511: 6508: 6505: 6502: 6499: 6496: 6493: 6490: 6487: 6483: 6479: 6474: 6470: 6466: 6463: 6458: 6454: 6450: 6447: 6445: 6441: 6438: 6435: 6431: 6427: 6426: 6421: 6418: 6415: 6411: 6407: 6404: 6401: 6398: 6395: 6392: 6389: 6384: 6381: 6378: 6374: 6370: 6365: 6362: 6359: 6355: 6351: 6346: 6342: 6338: 6335: 6332: 6329: 6327: 6323: 6319: 6315: 6314: 6309: 6306: 6303: 6299: 6295: 6292: 6289: 6286: 6283: 6280: 6277: 6272: 6269: 6266: 6262: 6258: 6253: 6249: 6245: 6242: 6239: 6236: 6234: 6230: 6226: 6222: 6221: 6218: 6213: 6210: 6207: 6203: 6199: 6194: 6191: 6188: 6184: 6180: 6177: 6174: 6171: 6168: 6165: 6162: 6159: 6154: 6151: 6148: 6144: 6140: 6135: 6131: 6127: 6124: 6121: 6118: 6116: 6112: 6108: 6104: 6103: 6098: 6094: 6090: 6087: 6085: 6081: 6077: 6073: 6072: 6040: 6019: 5997: 5993: 5981: 5980: 5969: 5966: 5963: 5960: 5957: 5954: 5951: 5948: 5945: 5934: 5928: 5925: 5922: 5919: 5916: 5913: 5910: 5907: 5903: 5897: 5892: 5889: 5886: 5882: 5875: 5870: 5866: 5851: 5850: 5839: 5836: 5833: 5830: 5827: 5824: 5821: 5818: 5815: 5802: 5798: 5792: 5789: 5786: 5783: 5780: 5777: 5774: 5771: 5767: 5759: 5754: 5751: 5748: 5744: 5738: 5735: 5730: 5725: 5721: 5697: 5677: 5674: 5671: 5668: 5665: 5662: 5659: 5656: 5653: 5631: 5627: 5615: 5614: 5598: 5592: 5586: 5582: 5578: 5573: 5570: 5567: 5563: 5556: 5553: 5550: 5545: 5539: 5535: 5531: 5526: 5523: 5520: 5516: 5509: 5504: 5498: 5494: 5490: 5485: 5482: 5479: 5475: 5467: 5461: 5458: 5453: 5450: 5448: 5444: 5440: 5436: 5435: 5412: 5385: 5382: 5379: 5376: 5373: 5353: 5329: 5326: 5323: 5320: 5317: 5297: 5273: 5270: 5267: 5264: 5261: 5241: 5230: 5229: 5214: 5207: 5203: 5199: 5196: 5193: 5190: 5187: 5184: 5181: 5178: 5175: 5172: 5169: 5165: 5161: 5156: 5152: 5148: 5145: 5140: 5136: 5132: 5129: 5126: 5124: 5120: 5117: 5114: 5110: 5106: 5105: 5100: 5097: 5094: 5090: 5086: 5083: 5080: 5077: 5074: 5071: 5064: 5060: 5054: 5050: 5044: 5041: 5038: 5036: 5032: 5028: 5024: 5023: 5018: 5015: 5012: 5008: 5004: 5001: 4998: 4995: 4992: 4989: 4986: 4981: 4978: 4975: 4971: 4967: 4962: 4958: 4954: 4951: 4948: 4945: 4943: 4939: 4935: 4931: 4930: 4927: 4922: 4919: 4916: 4912: 4908: 4903: 4900: 4897: 4893: 4889: 4886: 4883: 4880: 4877: 4874: 4871: 4864: 4861: 4858: 4854: 4848: 4844: 4838: 4835: 4832: 4830: 4826: 4822: 4818: 4817: 4812: 4808: 4804: 4801: 4799: 4795: 4791: 4787: 4786: 4763: 4743: 4740: 4737: 4734: 4731: 4709: 4706: 4703: 4699: 4676: 4673: 4670: 4666: 4642: 4639: 4619: 4599: 4590:at every time 4577: 4573: 4550: 4546: 4523: 4519: 4498: 4476: 4472: 4448: 4425: 4405: 4402: 4399: 4379: 4374: 4370: 4346:multiplicative 4330: 4327: 4326: 4325: 4310: 4307: 4303: 4299: 4295: 4291: 4287: 4283: 4279: 4275: 4269: 4266: 4263: 4259: 4254: 4251: 4249: 4245: 4241: 4237: 4236: 4232: 4228: 4224: 4220: 4216: 4212: 4208: 4204: 4201: 4198: 4196: 4192: 4188: 4184: 4183: 4162: 4149: 4143: 4142: 4127: 4122: 4118: 4114: 4111: 4106: 4102: 4098: 4095: 4093: 4089: 4086: 4083: 4079: 4075: 4074: 4070: 4066: 4063: 4060: 4056: 4052: 4049: 4046: 4043: 4040: 4037: 4033: 4029: 4025: 4021: 4018: 4015: 4013: 4010: 4006: 4002: 3998: 3997: 3993: 3989: 3986: 3983: 3979: 3975: 3972: 3969: 3966: 3963: 3960: 3955: 3951: 3947: 3944: 3941: 3939: 3936: 3932: 3928: 3924: 3923: 3918: 3914: 3910: 3907: 3905: 3902: 3898: 3894: 3890: 3889: 3884: 3880: 3876: 3873: 3871: 3868: 3864: 3860: 3856: 3855: 3837: 3830: 3823: 3816: 3798: 3776: 3770: 3766: 3762: 3757: 3753: 3729: 3718: 3717: 3704: 3700: 3696: 3693: 3690: 3685: 3681: 3677: 3672: 3669: 3666: 3662: 3636: 3632: 3604: 3601: 3598: 3595: 3592: 3572: 3548: 3545: 3542: 3539: 3536: 3516: 3505: 3504: 3487: 3484: 3481: 3477: 3473: 3470: 3467: 3464: 3461: 3458: 3455: 3450: 3447: 3444: 3440: 3436: 3431: 3427: 3423: 3420: 3417: 3414: 3412: 3408: 3404: 3400: 3399: 3396: 3391: 3388: 3385: 3381: 3377: 3372: 3369: 3366: 3362: 3358: 3355: 3352: 3349: 3346: 3343: 3340: 3335: 3331: 3327: 3324: 3321: 3319: 3315: 3311: 3307: 3306: 3283: 3280: 3277: 3266: 3265: 3248: 3244: 3240: 3235: 3231: 3227: 3224: 3222: 3218: 3214: 3210: 3209: 3204: 3200: 3196: 3193: 3191: 3187: 3183: 3179: 3178: 3155: 3135: 3132: 3129: 3107: 3104: 3101: 3097: 3074: 3071: 3068: 3064: 3043: 3021: 3017: 2996: 2974: 2970: 2949: 2946: 2943: 2921: 2917: 2893: 2890: 2841: 2838: 2822: 2821: 2810: 2807: 2802: 2798: 2794: 2791: 2788: 2785: 2782: 2779: 2776: 2771: 2767: 2763: 2760: 2757: 2754: 2751: 2748: 2745: 2742: 2739: 2736: 2733: 2730: 2707: 2704: 2699: 2696: 2693: 2689: 2685: 2682: 2679: 2674: 2671: 2668: 2664: 2641: 2637: 2625: 2624: 2609: 2604: 2600: 2594: 2590: 2586: 2583: 2580: 2577: 2574: 2570: 2564: 2560: 2554: 2551: 2548: 2544: 2540: 2537: 2534: 2531: 2528: 2525: 2522: 2517: 2514: 2511: 2507: 2501: 2497: 2493: 2490: 2487: 2484: 2481: 2476: 2473: 2470: 2466: 2460: 2456: 2452: 2449: 2446: 2443: 2440: 2435: 2432: 2429: 2425: 2421: 2418: 2415: 2412: 2409: 2406: 2401: 2397: 2392: 2388: 2385: 2382: 2380: 2378: 2373: 2370: 2367: 2363: 2357: 2353: 2349: 2346: 2343: 2340: 2337: 2332: 2329: 2326: 2322: 2318: 2315: 2312: 2309: 2306: 2303: 2300: 2295: 2291: 2287: 2284: 2281: 2279: 2277: 2272: 2269: 2266: 2262: 2258: 2255: 2252: 2249: 2246: 2243: 2238: 2234: 2230: 2227: 2224: 2222: 2218: 2214: 2210: 2209: 2191: 2188: 2180: 2179: 2166: 2161: 2157: 2151: 2146: 2143: 2140: 2136: 2132: 2127: 2123: 2117: 2114: 2111: 2108: 2105: 2098: 2095: 2088: 2083: 2079: 2075: 2070: 2065: 2062: 2059: 2055: 2051: 2023: 2003: 1981: 1978: 1975: 1972: 1969: 1962: 1959: 1933: 1929: 1908: 1905: 1902: 1899: 1896: 1893: 1890: 1868: 1865: 1862: 1859: 1856: 1849: 1846: 1839: 1834: 1830: 1826: 1821: 1817: 1789: 1786: 1771: 1767: 1746: 1724: 1721: 1718: 1714: 1691: 1687: 1664: 1660: 1643: 1640: 1639: 1638: 1625: 1621: 1618: 1612: 1609: 1582: 1579: 1576: 1573: 1553: 1550: 1539: 1538: 1524: 1521: 1518: 1515: 1512: 1509: 1506: 1501: 1498: 1492: 1489: 1486: 1464: 1460: 1456: 1453: 1450: 1446: 1442: 1439: 1436: 1433: 1410: 1390: 1370: 1366: 1363: 1360: 1356: 1352: 1349: 1346: 1326: 1323: 1298: 1294: 1290: 1277:is minimized. 1264: 1260: 1254: 1251: 1248: 1244: 1240: 1235: 1231: 1227: 1207: 1183: 1159: 1136: 1133: 1130: 1108: 1104: 1083: 1063: 1043: 1023: 1003: 983: 957: 954: 951: 947: 924: 920: 897: 893: 872: 869: 866: 863: 860: 836: 825: 824: 813: 810: 805: 802: 799: 795: 791: 786: 782: 778: 775: 772: 767: 764: 761: 757: 753: 748: 745: 742: 738: 734: 731: 728: 725: 722: 719: 714: 710: 706: 703: 698: 694: 646: 643: 628: 624: 599:{\textstyle t} 595: 575: 572: 569: 544: 540: 515: 510: 506: 502: 480: 476: 453: 449: 426: 423: 420: 416: 395: 392: 389: 386: 383: 359: 348: 347: 332: 329: 326: 322: 317: 314: 311: 307: 303: 300: 297: 294: 291: 288: 283: 279: 275: 272: 269: 267: 263: 259: 255: 254: 249: 245: 241: 238: 236: 232: 228: 224: 223: 200: 197: 194: 178:{\textstyle x} 174: 154: 149: 145: 141: 121: 118: 115: 95: 90: 86: 82: 15: 9: 6: 4: 3: 2: 9639: 9628: 9625: 9624: 9622: 9608: 9605: 9603: 9600: 9598: 9595: 9593: 9590: 9586: 9580: 9577: 9575: 9572: 9570: 9567: 9565: 9562: 9560: 9557: 9556: 9552: 9547: 9544:Quantitative 9539: 9534: 9532: 9527: 9525: 9520: 9519: 9516: 9504: 9503: 9494: 9492: 9491: 9482: 9480: 9479: 9474: 9468: 9466: 9465: 9456: 9455: 9452: 9438: 9435: 9433: 9432:Geostatistics 9430: 9428: 9425: 9423: 9420: 9418: 9415: 9414: 9412: 9410: 9406: 9400: 9399:Psychometrics 9397: 9395: 9392: 9390: 9387: 9385: 9382: 9380: 9377: 9375: 9372: 9370: 9367: 9365: 9362: 9360: 9357: 9355: 9352: 9351: 9349: 9347: 9343: 9337: 9334: 9332: 9329: 9327: 9323: 9320: 9318: 9315: 9313: 9310: 9308: 9305: 9304: 9302: 9300: 9296: 9290: 9287: 9285: 9282: 9280: 9276: 9273: 9271: 9268: 9267: 9265: 9263: 9262:Biostatistics 9259: 9255: 9251: 9246: 9242: 9224: 9223:Log-rank test 9221: 9220: 9218: 9214: 9208: 9205: 9204: 9202: 9200: 9196: 9190: 9187: 9185: 9182: 9180: 9177: 9175: 9172: 9171: 9169: 9167: 9163: 9160: 9158: 9154: 9144: 9141: 9139: 9136: 9134: 9131: 9129: 9126: 9124: 9121: 9120: 9118: 9116: 9112: 9106: 9103: 9101: 9098: 9096: 9094:(Box–Jenkins) 9090: 9088: 9085: 9083: 9080: 9076: 9073: 9072: 9071: 9068: 9067: 9065: 9063: 9059: 9053: 9050: 9048: 9047:Durbin–Watson 9045: 9043: 9037: 9035: 9032: 9030: 9029:Dickey–Fuller 9027: 9026: 9024: 9020: 9014: 9011: 9009: 9006: 9004: 9003:Cointegration 9001: 8999: 8996: 8994: 8991: 8989: 8986: 8984: 8981: 8979: 8978:Decomposition 8976: 8975: 8973: 8969: 8966: 8964: 8960: 8950: 8947: 8946: 8945: 8942: 8941: 8940: 8937: 8933: 8930: 8929: 8928: 8925: 8923: 8920: 8918: 8915: 8913: 8910: 8908: 8905: 8903: 8900: 8898: 8895: 8893: 8890: 8889: 8887: 8885: 8881: 8875: 8872: 8870: 8867: 8865: 8862: 8860: 8857: 8855: 8852: 8850: 8849:Cohen's kappa 8847: 8846: 8844: 8842: 8838: 8834: 8830: 8826: 8822: 8818: 8813: 8809: 8795: 8792: 8790: 8787: 8785: 8782: 8780: 8777: 8776: 8774: 8772: 8768: 8762: 8758: 8754: 8748: 8746: 8743: 8742: 8740: 8738: 8734: 8728: 8725: 8723: 8720: 8718: 8715: 8713: 8710: 8708: 8705: 8703: 8702:Nonparametric 8700: 8698: 8695: 8694: 8692: 8688: 8682: 8679: 8677: 8674: 8672: 8669: 8667: 8664: 8663: 8661: 8659: 8655: 8649: 8646: 8644: 8641: 8639: 8636: 8634: 8631: 8629: 8626: 8625: 8623: 8621: 8617: 8611: 8608: 8606: 8603: 8601: 8598: 8596: 8593: 8592: 8590: 8588: 8584: 8580: 8573: 8570: 8568: 8565: 8564: 8560: 8556: 8540: 8537: 8536: 8535: 8532: 8530: 8527: 8525: 8522: 8518: 8515: 8513: 8510: 8509: 8508: 8505: 8504: 8502: 8500: 8496: 8486: 8483: 8479: 8473: 8471: 8465: 8463: 8457: 8456: 8455: 8452: 8451:Nonparametric 8449: 8447: 8441: 8437: 8434: 8433: 8432: 8426: 8422: 8421:Sample median 8419: 8418: 8417: 8414: 8413: 8411: 8409: 8405: 8397: 8394: 8392: 8389: 8387: 8384: 8383: 8382: 8379: 8377: 8374: 8372: 8366: 8364: 8361: 8359: 8356: 8354: 8351: 8349: 8346: 8344: 8342: 8338: 8336: 8333: 8332: 8330: 8328: 8324: 8318: 8316: 8312: 8310: 8308: 8303: 8301: 8296: 8292: 8291: 8288: 8285: 8283: 8279: 8269: 8266: 8264: 8261: 8259: 8256: 8255: 8253: 8251: 8247: 8241: 8238: 8234: 8231: 8230: 8229: 8226: 8222: 8219: 8218: 8217: 8214: 8212: 8209: 8208: 8206: 8204: 8200: 8192: 8189: 8187: 8184: 8183: 8182: 8179: 8177: 8174: 8172: 8169: 8167: 8164: 8162: 8159: 8157: 8154: 8153: 8151: 8149: 8145: 8139: 8136: 8132: 8129: 8125: 8122: 8120: 8117: 8116: 8115: 8112: 8111: 8110: 8107: 8103: 8100: 8098: 8095: 8093: 8090: 8088: 8085: 8084: 8083: 8080: 8079: 8077: 8075: 8071: 8068: 8066: 8062: 8056: 8053: 8051: 8048: 8044: 8041: 8040: 8039: 8036: 8034: 8031: 8027: 8026:loss function 8024: 8023: 8022: 8019: 8015: 8012: 8010: 8007: 8005: 8002: 8001: 8000: 7997: 7995: 7992: 7990: 7987: 7983: 7980: 7978: 7975: 7973: 7967: 7964: 7963: 7962: 7959: 7955: 7952: 7950: 7947: 7945: 7942: 7941: 7940: 7937: 7933: 7930: 7928: 7925: 7924: 7923: 7920: 7916: 7913: 7912: 7911: 7908: 7904: 7901: 7900: 7899: 7896: 7894: 7891: 7889: 7886: 7884: 7881: 7880: 7878: 7876: 7872: 7868: 7864: 7859: 7855: 7841: 7838: 7836: 7833: 7831: 7828: 7826: 7823: 7822: 7820: 7818: 7814: 7808: 7805: 7803: 7800: 7798: 7795: 7794: 7792: 7788: 7782: 7779: 7777: 7774: 7772: 7769: 7767: 7764: 7762: 7759: 7757: 7754: 7752: 7749: 7748: 7746: 7744: 7740: 7734: 7731: 7729: 7728:Questionnaire 7726: 7724: 7721: 7717: 7714: 7712: 7709: 7708: 7707: 7704: 7703: 7701: 7699: 7695: 7689: 7686: 7684: 7681: 7679: 7676: 7674: 7671: 7669: 7666: 7664: 7661: 7659: 7656: 7654: 7651: 7650: 7648: 7646: 7642: 7638: 7634: 7629: 7625: 7611: 7608: 7606: 7603: 7601: 7598: 7596: 7593: 7591: 7588: 7586: 7583: 7581: 7578: 7576: 7573: 7571: 7568: 7566: 7563: 7561: 7558: 7556: 7555:Control chart 7553: 7551: 7548: 7546: 7543: 7541: 7538: 7537: 7535: 7533: 7529: 7523: 7520: 7516: 7513: 7511: 7508: 7507: 7506: 7503: 7501: 7498: 7496: 7493: 7492: 7490: 7488: 7484: 7478: 7475: 7473: 7470: 7468: 7465: 7464: 7462: 7458: 7452: 7449: 7448: 7446: 7444: 7440: 7428: 7425: 7423: 7420: 7418: 7415: 7414: 7413: 7410: 7408: 7405: 7404: 7402: 7400: 7396: 7390: 7387: 7385: 7382: 7380: 7377: 7375: 7372: 7370: 7367: 7365: 7362: 7360: 7357: 7356: 7354: 7352: 7348: 7342: 7339: 7337: 7334: 7330: 7327: 7325: 7322: 7320: 7317: 7315: 7312: 7310: 7307: 7305: 7302: 7300: 7297: 7295: 7292: 7290: 7287: 7285: 7282: 7281: 7280: 7277: 7276: 7274: 7272: 7268: 7265: 7263: 7259: 7255: 7251: 7246: 7242: 7236: 7233: 7231: 7228: 7227: 7224: 7220: 7213: 7208: 7206: 7201: 7199: 7194: 7193: 7190: 7183: 7180: 7178: 7174: 7171: 7169: 7165: 7162: 7160: 7157: 7156: 7144: 7138: 7130: 7124: 7117: 7112: 7097:. 29 May 2011 7096: 7092: 7086: 7070: 7066: 7062: 7056: 7041: 7037: 7031: 7023: 7019: 7015: 7011: 7010: 7002: 7000: 6981: 6974: 6959: 6955: 6949: 6934: 6930: 6924: 6909: 6905: 6899: 6891: 6889:9781478628248 6885: 6881: 6877: 6870: 6862: 6861: 6854: 6847: 6841: 6832: 6817: 6814:Nau, Robert. 6810: 6794: 6788: 6780: 6779: 6771: 6763: 6759: 6755: 6751: 6750: 6745: 6741:reprinted in 6738: 6734: 6730: 6724: 6716: 6715: 6707: 6699: 6697:0-13-214635-5 6693: 6690:. p. 5. 6689: 6688:Prentice Hall 6685: 6678: 6676: 6659: 6653: 6651: 6649: 6644: 6635: 6632: 6630: 6627: 6625: 6622: 6619: 6616: 6615: 6606: 6603: 6600: 6597: 6594: 6591: 6588: 6584: 6580: 6576: 6571: 6567: 6564: 6561: 6558: 6555: 6554: 6530: 6523: 6512: 6509: 6506: 6500: 6497: 6494: 6491: 6488: 6485: 6481: 6477: 6472: 6468: 6464: 6461: 6456: 6452: 6448: 6446: 6439: 6436: 6433: 6429: 6419: 6416: 6413: 6409: 6402: 6399: 6396: 6390: 6382: 6379: 6376: 6372: 6368: 6363: 6360: 6357: 6353: 6349: 6344: 6340: 6333: 6330: 6328: 6321: 6317: 6307: 6304: 6301: 6297: 6290: 6287: 6284: 6278: 6270: 6267: 6264: 6260: 6256: 6251: 6247: 6240: 6237: 6235: 6228: 6224: 6211: 6208: 6205: 6201: 6197: 6192: 6189: 6186: 6182: 6172: 6169: 6166: 6160: 6152: 6149: 6146: 6142: 6138: 6133: 6129: 6122: 6119: 6117: 6110: 6106: 6096: 6092: 6088: 6086: 6079: 6075: 6063: 6062: 6061: 6058: 6038: 6017: 5995: 5991: 5967: 5964: 5961: 5958: 5955: 5952: 5949: 5946: 5943: 5932: 5926: 5923: 5917: 5914: 5911: 5905: 5901: 5895: 5890: 5887: 5884: 5880: 5873: 5868: 5864: 5856: 5855: 5854: 5837: 5834: 5831: 5828: 5825: 5822: 5819: 5816: 5813: 5800: 5796: 5790: 5787: 5781: 5778: 5775: 5769: 5765: 5757: 5752: 5749: 5746: 5742: 5736: 5733: 5728: 5723: 5719: 5711: 5710: 5709: 5695: 5675: 5672: 5669: 5666: 5663: 5660: 5657: 5654: 5651: 5629: 5625: 5596: 5590: 5584: 5580: 5576: 5571: 5568: 5565: 5561: 5554: 5551: 5548: 5543: 5537: 5533: 5529: 5524: 5521: 5518: 5514: 5507: 5502: 5496: 5492: 5488: 5483: 5480: 5477: 5473: 5465: 5459: 5456: 5451: 5449: 5442: 5438: 5426: 5425: 5424: 5410: 5401: 5399: 5383: 5380: 5377: 5374: 5371: 5351: 5343: 5327: 5324: 5321: 5318: 5315: 5295: 5287: 5271: 5268: 5265: 5262: 5259: 5239: 5212: 5205: 5194: 5191: 5188: 5182: 5179: 5176: 5173: 5170: 5167: 5163: 5154: 5150: 5146: 5143: 5138: 5134: 5127: 5125: 5118: 5115: 5112: 5108: 5098: 5095: 5092: 5088: 5081: 5078: 5075: 5069: 5062: 5058: 5052: 5048: 5042: 5039: 5037: 5030: 5026: 5016: 5013: 5010: 5006: 4999: 4996: 4993: 4987: 4979: 4976: 4973: 4969: 4965: 4960: 4956: 4949: 4946: 4944: 4937: 4933: 4920: 4917: 4914: 4910: 4906: 4901: 4898: 4895: 4891: 4881: 4878: 4875: 4869: 4862: 4859: 4856: 4852: 4846: 4842: 4836: 4833: 4831: 4824: 4820: 4810: 4806: 4802: 4800: 4793: 4789: 4777: 4776: 4775: 4761: 4741: 4738: 4735: 4732: 4729: 4707: 4704: 4701: 4697: 4674: 4671: 4668: 4664: 4654: 4640: 4637: 4617: 4597: 4575: 4571: 4548: 4544: 4521: 4517: 4496: 4474: 4470: 4460: 4446: 4437: 4423: 4403: 4400: 4397: 4377: 4372: 4368: 4359: 4358:rule of thumb 4355: 4349: 4347: 4343: 4338: 4336: 4308: 4301: 4297: 4293: 4289: 4285: 4281: 4277: 4267: 4264: 4261: 4257: 4252: 4250: 4243: 4239: 4230: 4226: 4222: 4218: 4214: 4210: 4206: 4202: 4199: 4197: 4190: 4186: 4174: 4173: 4172: 4170: 4165: 4161: 4157: 4152: 4148: 4125: 4120: 4116: 4112: 4109: 4104: 4100: 4096: 4094: 4087: 4084: 4081: 4077: 4068: 4064: 4061: 4058: 4054: 4047: 4044: 4041: 4035: 4031: 4027: 4023: 4019: 4016: 4014: 4008: 4004: 4000: 3991: 3987: 3984: 3981: 3977: 3970: 3967: 3964: 3958: 3953: 3949: 3945: 3942: 3940: 3934: 3930: 3926: 3916: 3912: 3908: 3906: 3900: 3896: 3892: 3882: 3878: 3874: 3872: 3866: 3862: 3858: 3846: 3845: 3844: 3841: 3836: 3829: 3822: 3815: 3810: 3796: 3774: 3768: 3764: 3760: 3755: 3751: 3727: 3702: 3698: 3694: 3691: 3688: 3683: 3679: 3675: 3670: 3667: 3664: 3660: 3652: 3651: 3650: 3634: 3630: 3620: 3618: 3602: 3599: 3596: 3593: 3590: 3570: 3562: 3546: 3543: 3540: 3537: 3534: 3514: 3485: 3482: 3479: 3475: 3468: 3465: 3462: 3456: 3448: 3445: 3442: 3438: 3434: 3429: 3425: 3418: 3415: 3413: 3406: 3402: 3389: 3386: 3383: 3379: 3375: 3370: 3367: 3364: 3360: 3350: 3347: 3344: 3338: 3333: 3329: 3325: 3322: 3320: 3313: 3309: 3297: 3296: 3295: 3281: 3278: 3275: 3246: 3242: 3238: 3233: 3229: 3225: 3223: 3216: 3212: 3202: 3198: 3194: 3192: 3185: 3181: 3169: 3168: 3167: 3153: 3133: 3130: 3127: 3105: 3102: 3099: 3095: 3072: 3069: 3066: 3062: 3041: 3019: 3015: 2994: 2972: 2968: 2947: 2944: 2941: 2919: 2915: 2905: 2902: 2899: 2889: 2887: 2883: 2879: 2875: 2870: 2868: 2864: 2860: 2856: 2852: 2848: 2837: 2835: 2831: 2827: 2808: 2805: 2800: 2792: 2789: 2786: 2780: 2777: 2774: 2769: 2761: 2758: 2755: 2749: 2743: 2740: 2737: 2731: 2728: 2721: 2720: 2719: 2705: 2702: 2697: 2694: 2691: 2687: 2683: 2680: 2677: 2672: 2669: 2666: 2662: 2639: 2635: 2607: 2602: 2598: 2592: 2584: 2581: 2578: 2572: 2568: 2562: 2558: 2552: 2549: 2546: 2538: 2535: 2532: 2526: 2523: 2520: 2515: 2512: 2509: 2505: 2499: 2491: 2488: 2485: 2479: 2474: 2471: 2468: 2464: 2458: 2450: 2447: 2444: 2438: 2433: 2430: 2427: 2423: 2416: 2413: 2410: 2404: 2399: 2395: 2390: 2386: 2383: 2381: 2371: 2368: 2365: 2361: 2355: 2347: 2344: 2341: 2335: 2330: 2327: 2324: 2320: 2313: 2310: 2307: 2301: 2298: 2293: 2289: 2285: 2282: 2280: 2270: 2267: 2264: 2260: 2253: 2250: 2247: 2241: 2236: 2232: 2228: 2225: 2223: 2216: 2212: 2200: 2199: 2198: 2195: 2187: 2185: 2164: 2159: 2155: 2149: 2144: 2141: 2138: 2134: 2130: 2125: 2115: 2112: 2109: 2106: 2103: 2093: 2086: 2081: 2077: 2068: 2063: 2060: 2057: 2053: 2049: 2037: 2036: 2035: 2021: 2001: 1979: 1976: 1973: 1970: 1967: 1957: 1931: 1927: 1906: 1903: 1900: 1897: 1894: 1891: 1888: 1866: 1863: 1860: 1857: 1854: 1844: 1837: 1832: 1828: 1824: 1819: 1815: 1806: 1801: 1797: 1795: 1785: 1769: 1765: 1744: 1722: 1719: 1716: 1712: 1689: 1685: 1662: 1658: 1649: 1646:Note that in 1623: 1619: 1610: 1607: 1600: 1599: 1598: 1596: 1580: 1577: 1574: 1551: 1519: 1516: 1513: 1507: 1504: 1499: 1490: 1487: 1484: 1462: 1458: 1454: 1448: 1444: 1440: 1437: 1434: 1431: 1424: 1423: 1422: 1408: 1388: 1364: 1361: 1358: 1354: 1350: 1347: 1344: 1336: 1332: 1331:time constant 1325:Time constant 1322: 1320: 1316: 1311: 1296: 1292: 1288: 1278: 1262: 1252: 1249: 1246: 1242: 1238: 1233: 1229: 1205: 1197: 1181: 1174:the value of 1173: 1157: 1148: 1134: 1131: 1128: 1106: 1102: 1081: 1061: 1041: 1021: 1001: 981: 973: 955: 952: 949: 945: 922: 918: 895: 891: 870: 867: 864: 861: 858: 850: 834: 811: 803: 800: 797: 793: 789: 784: 780: 773: 770: 765: 762: 759: 755: 751: 746: 743: 740: 736: 729: 726: 723: 717: 712: 708: 704: 701: 696: 692: 684: 683: 682: 679: 677: 673: 668: 664: 660: 656: 652: 642: 626: 622: 613: 609: 593: 573: 570: 567: 558: 542: 538: 529: 508: 504: 478: 474: 451: 447: 424: 421: 418: 414: 393: 390: 387: 384: 381: 373: 357: 330: 327: 324: 320: 315: 312: 309: 305: 298: 295: 292: 286: 281: 277: 273: 270: 268: 261: 257: 247: 243: 239: 237: 230: 226: 214: 213: 212: 198: 195: 192: 172: 147: 143: 119: 116: 113: 88: 84: 71: 69: 65: 61: 57: 53: 49: 44: 41: 37: 33: 29: 28:rule of thumb 25: 21: 9563: 9500: 9488: 9469: 9462: 9374:Econometrics 9324: / 9307:Chemometrics 9284:Epidemiology 9277: / 9250:Applications 9092:ARIMA model 9039:Q-statistic 8997: 8988:Stationarity 8884:Multivariate 8827: / 8823: / 8821:Multivariate 8819: / 8759: / 8755: / 8529:Bayes factor 8428:Signed rank 8340: 8314: 8306: 8294: 7989:Completeness 7825:Cohort study 7723:Opinion poll 7658:Missing data 7645:Study design 7600:Scatter plot 7522:Scatter plot 7515:Spearman's ρ 7477:Grouped data 7137: 7123: 7111: 7099:. Retrieved 7094: 7085: 7073:. Retrieved 7069:the original 7065:inside-r.org 7064: 7055: 7043:. Retrieved 7040:stat.ethz.ch 7039: 7030: 7013: 7007: 6986:. Retrieved 6973: 6963:25 September 6961:. Retrieved 6957: 6948: 6938:25 September 6936:. Retrieved 6933:itl.nist.gov 6932: 6923: 6911:. Retrieved 6898: 6875: 6869: 6859: 6853: 6845: 6840: 6831: 6819:. Retrieved 6809: 6797:. Retrieved 6787: 6777: 6770: 6753: 6747: 6736: 6732: 6723: 6713: 6706: 6683: 6662:. Retrieved 6582: 6578: 6574: 6059: 5982: 5852: 5616: 5402: 5397: 5341: 5285: 5231: 4655: 4461: 4438: 4350: 4345: 4341: 4339: 4332: 4168: 4163: 4159: 4155: 4150: 4146: 4144: 3842: 3834: 3827: 3820: 3813: 3811: 3719: 3621: 3616: 3560: 3506: 3267: 2906: 2903: 2895: 2871: 2866: 2862: 2858: 2854: 2850: 2846: 2843: 2823: 2626: 2196: 2193: 2184:optimization 2181: 1802: 1798: 1793: 1791: 1788:Optimization 1647: 1645: 1540: 1328: 1312: 1279: 1171: 1149: 971: 848: 826: 680: 648: 606:, while the 559: 371: 349: 72: 54:, acting as 45: 23: 19: 18: 9627:Time series 9546:forecasting 9502:WikiProject 9417:Cartography 9379:Jurimetrics 9331:Reliability 9062:Time domain 9041:(Ljung–Box) 8963:Time-series 8841:Categorical 8825:Time-series 8817:Categorical 8752:(Bernoulli) 8587:Correlation 8567:Correlation 8363:Jarque–Bera 8335:Chi-squared 8097:M-estimator 8050:Asymptotics 7994:Sufficiency 7761:Interaction 7673:Replication 7653:Effect size 7610:Violin plot 7590:Radar chart 7570:Forest plot 7560:Correlogram 7510:Kendall's τ 6756:(1): 5–10. 6599:LibreOffice 4335:time series 974:applied to 32:time series 9369:Demography 9087:ARMA model 8892:Regression 8469:(Friedman) 8430:(Wilcoxon) 8368:Normality 8358:Lilliefors 8305:Student's 8181:Resampling 8055:Robustness 8043:divergence 8033:Efficiency 7971:(monotone) 7966:Likelihood 7883:Population 7716:Stratified 7668:Population 7487:Dependence 7443:Count data 7374:Percentile 7351:Dispersion 7284:Arithmetic 7219:Statistics 6913:23 January 6589:statistic. 5983:Note that 3812:Note that 2834:Statistics 8750:Logistic 8517:posterior 8443:Rank sum 8191:Jackknife 8186:Bootstrap 8004:Bootstrap 7939:Parameter 7888:Statistic 7683:Statistic 7595:Run chart 7580:Pie chart 7575:Histogram 7565:Fan chart 7540:Bar chart 7422:L-moments 7309:Geometric 7095:Hyndsight 6510:− 6489:− 6417:− 6403:γ 6400:− 6380:− 6369:− 6361:− 6350:− 6334:γ 6305:− 6291:β 6288:− 6268:− 6257:− 6241:β 6209:− 6190:− 6173:α 6170:− 6150:− 6139:− 6123:α 5962:… 5940:for  5915:− 5881:∑ 5832:… 5810:for  5779:− 5743:∑ 5670:… 5577:− 5552:⋯ 5530:− 5489:− 5396:) is the 5381:≤ 5378:γ 5375:≤ 5352:γ 5340:) is the 5325:≤ 5322:β 5319:≤ 5296:β 5284:) is the 5269:≤ 5266:α 5263:≤ 5240:α 5192:− 5171:− 5096:− 5082:γ 5079:− 5043:γ 5014:− 5000:β 4997:− 4977:− 4966:− 4950:β 4918:− 4899:− 4882:α 4879:− 4860:− 4837:α 4290:− 4268:α 4265:− 4258:α 4219:− 4062:− 4048:α 4045:− 4020:α 3985:− 3971:α 3968:− 3946:α 3789:for some 3761:− 3695:⋅ 3615:) is the 3600:≤ 3597:β 3594:≤ 3571:β 3559:) is the 3544:≤ 3541:α 3538:≤ 3515:α 3483:− 3469:β 3466:− 3446:− 3435:− 3419:β 3387:− 3368:− 3351:α 3348:− 3326:α 3239:− 2960:. We use 2809:… 2793:α 2790:− 2778:… 2762:α 2759:− 2744:α 2741:− 2706:… 2695:− 2681:… 2670:− 2585:α 2582:− 2550:− 2539:α 2536:− 2524:⋯ 2513:− 2492:α 2489:− 2472:− 2451:α 2448:− 2431:− 2417:α 2414:− 2387:α 2369:− 2348:α 2345:− 2328:− 2314:α 2311:− 2302:α 2286:α 2268:− 2254:α 2251:− 2229:α 2135:∑ 2113:− 2107:∣ 2097:^ 2087:− 2054:∑ 1977:− 1971:∣ 1961:^ 1901:… 1864:− 1858:∣ 1848:^ 1838:− 1745:α 1720:− 1624:τ 1617:Δ 1611:≈ 1608:α 1581:τ 1578:≪ 1572:Δ 1549:Δ 1520:α 1517:− 1508:⁡ 1497:Δ 1491:− 1485:τ 1463:τ 1452:Δ 1449:− 1441:− 1432:α 1409:α 1389:τ 1369:% 1362:≈ 1348:− 1337:to reach 1297:α 1239:− 1206:α 1182:α 1158:α 1082:α 1062:α 1042:α 1022:α 1002:α 982:α 953:− 868:≤ 865:α 862:≤ 835:α 801:− 790:− 774:α 763:− 744:− 730:α 727:− 705:α 678:filters. 422:− 388:α 358:α 313:− 299:α 296:− 274:α 9621:Category 9464:Category 9157:Survival 9034:Johansen 8757:Binomial 8712:Isotonic 8299:(normal) 7944:location 7751:Blocking 7706:Sampling 7585:Q–Q plot 7550:Box plot 7532:Graphics 7427:Skewness 7417:Kurtosis 7389:Variance 7319:Heronian 7314:Harmonic 7116:tssmooth 6958:duke.edu 6612:See also 4722:at time 4342:additive 4302:″ 4286:′ 4231:″ 4215:′ 4069:″ 4032:′ 4009:″ 3992:′ 3935:′ 3901:″ 3867:′ 3268:And for 3120:at time 1477:, thus 1172:optimize 9548:methods 9490:Commons 9437:Kriging 9322:Process 9279:studies 9138:Wavelet 8971:General 8138:Plug-in 7932:L space 7711:Cluster 7412:Moments 7230:Outline 6988:23 June 6821:26 July 6030:in the 2872:In the 847:is the 651:Poisson 526:, then 370:is the 64:Poisson 9359:Census 8949:Normal 8897:Manova 8717:Robust 8467:2-way 8459:1-way 8297:-test 7968:  7545:Biplot 7336:Median 7329:Lehmer 7271:Center 7101:5 June 7075:5 June 7045:5 June 6908:SAP AG 6886:  6799:5 July 6795:. NIST 6694:  6664:23 May 6660:. NIST 6620:(ARMA) 6581:, and 6563:Python 5853:where 5344:, and 5232:where 4145:where 3563:, and 3507:where 3007:, and 2836:lore. 1541:where 851:, and 827:where 374:, and 350:where 8983:Trend 8512:prior 8454:anova 8343:-test 8317:-test 8309:-test 8216:Power 8161:Pivot 7954:shape 7949:scale 7399:Shape 7379:Range 7324:Heinz 7299:Cubic 7235:Index 6983:(PDF) 6640:Notes 6593:Stata 4171:are: 2898:trend 2849:= 2/( 406:. If 60:noise 26:is a 9216:Test 8416:Sign 8268:Wald 7341:Mode 7279:Mean 7103:2016 7077:2016 7047:2016 6990:2014 6965:2011 6940:2011 6915:2013 6884:ISBN 6823:2010 6801:2017 6692:ISBN 6666:2010 6607:2016 6570:SPSS 6568:IBM 5644:for 5423:is: 4739:> 4610:mod 4462:Let 4158:and 3279:> 3131:> 1946:and 1881:for 1365:63.2 1329:The 610:and 391:< 385:< 328:> 8396:BIC 8391:AIC 7018:doi 6758:doi 6601:5.2 6520:mod 5202:mod 3294:by 2046:SSE 22:or 9623:: 7093:. 7063:. 7038:. 7012:. 6998:^ 6956:. 6931:. 6906:. 6882:. 6880:53 6754:20 6752:. 6737:52 6735:. 6686:. 6674:^ 6647:^ 6577:, 6043:th 5400:. 5288:, 4509:, 4459:. 4436:. 3809:. 3619:. 2824:A 1784:. 1650:, 1597:, 1505:ln 1147:. 9537:e 9530:t 9523:v 8341:G 8315:F 8307:t 8295:Z 8014:V 8009:U 7211:e 7204:t 7197:v 7145:. 7131:. 7105:. 7079:. 7049:. 7024:. 7020:: 7014:6 6992:. 6967:. 6942:. 6917:. 6892:. 6863:. 6825:. 6803:. 6764:. 6760:: 6739:. 6700:. 6668:. 6583:q 6579:d 6575:p 6557:R 6531:, 6524:L 6516:) 6513:1 6507:m 6504:( 6501:+ 6498:1 6495:+ 6492:L 6486:t 6482:c 6478:+ 6473:t 6469:b 6465:m 6462:+ 6457:t 6453:s 6449:= 6440:m 6437:+ 6434:t 6430:F 6420:L 6414:t 6410:c 6406:) 6397:1 6394:( 6391:+ 6388:) 6383:1 6377:t 6373:b 6364:1 6358:t 6354:s 6345:t 6341:x 6337:( 6331:= 6322:t 6318:c 6308:1 6302:t 6298:b 6294:) 6285:1 6282:( 6279:+ 6276:) 6271:1 6265:t 6261:s 6252:t 6248:s 6244:( 6238:= 6229:t 6225:b 6217:) 6212:1 6206:t 6202:b 6198:+ 6193:1 6187:t 6183:s 6179:( 6176:) 6167:1 6164:( 6161:+ 6158:) 6153:L 6147:t 6143:c 6134:t 6130:x 6126:( 6120:= 6111:t 6107:s 6097:0 6093:x 6089:= 6080:0 6076:s 6039:j 6018:x 5996:j 5992:A 5968:N 5965:, 5959:, 5956:2 5953:, 5950:1 5947:= 5944:j 5933:L 5927:i 5924:+ 5921:) 5918:1 5912:j 5909:( 5906:L 5902:x 5896:L 5891:1 5888:= 5885:i 5874:= 5869:j 5865:A 5838:L 5835:, 5829:, 5826:2 5823:, 5820:1 5817:= 5814:i 5801:j 5797:A 5791:i 5788:+ 5785:) 5782:1 5776:j 5773:( 5770:L 5766:x 5758:N 5753:1 5750:= 5747:j 5737:N 5734:1 5729:= 5724:i 5720:c 5696:N 5676:L 5673:, 5667:, 5664:2 5661:, 5658:1 5655:= 5652:i 5630:i 5626:c 5597:) 5591:L 5585:L 5581:x 5572:L 5569:+ 5566:L 5562:x 5555:+ 5549:+ 5544:L 5538:2 5534:x 5525:2 5522:+ 5519:L 5515:x 5508:+ 5503:L 5497:1 5493:x 5484:1 5481:+ 5478:L 5474:x 5466:( 5460:L 5457:1 5452:= 5443:0 5439:b 5411:b 5384:1 5372:0 5364:( 5328:1 5316:0 5308:( 5272:1 5260:0 5252:( 5213:, 5206:L 5198:) 5195:1 5189:m 5186:( 5183:+ 5180:1 5177:+ 5174:L 5168:t 5164:c 5160:) 5155:t 5151:b 5147:m 5144:+ 5139:t 5135:s 5131:( 5128:= 5119:m 5116:+ 5113:t 5109:F 5099:L 5093:t 5089:c 5085:) 5076:1 5073:( 5070:+ 5063:t 5059:s 5053:t 5049:x 5040:= 5031:t 5027:c 5017:1 5011:t 5007:b 5003:) 4994:1 4991:( 4988:+ 4985:) 4980:1 4974:t 4970:s 4961:t 4957:s 4953:( 4947:= 4938:t 4934:b 4926:) 4921:1 4915:t 4911:b 4907:+ 4902:1 4896:t 4892:s 4888:( 4885:) 4876:1 4873:( 4870:+ 4863:L 4857:t 4853:c 4847:t 4843:x 4834:= 4825:t 4821:s 4811:0 4807:x 4803:= 4794:0 4790:s 4762:t 4742:0 4736:m 4733:+ 4730:t 4708:m 4705:+ 4702:t 4698:x 4675:m 4672:+ 4669:t 4665:F 4641:L 4638:2 4618:L 4598:t 4576:t 4572:c 4549:t 4545:c 4522:t 4518:b 4497:t 4475:t 4471:s 4447:L 4424:L 4404:0 4401:= 4398:t 4378:, 4373:t 4369:x 4309:. 4306:) 4298:t 4294:s 4282:t 4278:s 4274:( 4262:1 4253:= 4244:t 4240:b 4227:t 4223:s 4211:t 4207:s 4203:2 4200:= 4191:t 4187:a 4169:t 4164:t 4160:b 4156:t 4151:t 4147:a 4126:, 4121:t 4117:b 4113:m 4110:+ 4105:t 4101:a 4097:= 4088:m 4085:+ 4082:t 4078:F 4065:1 4059:t 4055:s 4051:) 4042:1 4039:( 4036:+ 4028:t 4024:s 4017:= 4005:t 4001:s 3988:1 3982:t 3978:s 3974:) 3965:1 3962:( 3959:+ 3954:t 3950:x 3943:= 3931:t 3927:s 3917:0 3913:x 3909:= 3897:0 3893:s 3883:0 3879:x 3875:= 3863:0 3859:s 3838:0 3835:b 3833:+ 3831:0 3828:s 3826:= 3824:1 3821:F 3817:0 3814:F 3797:n 3775:n 3769:0 3765:x 3756:n 3752:x 3728:b 3703:t 3699:b 3692:m 3689:+ 3684:t 3680:s 3676:= 3671:m 3668:+ 3665:t 3661:F 3635:t 3631:x 3603:1 3591:0 3583:( 3547:1 3535:0 3527:( 3486:1 3480:t 3476:b 3472:) 3463:1 3460:( 3457:+ 3454:) 3449:1 3443:t 3439:s 3430:t 3426:s 3422:( 3416:= 3407:t 3403:b 3395:) 3390:1 3384:t 3380:b 3376:+ 3371:1 3365:t 3361:s 3357:( 3354:) 3345:1 3342:( 3339:+ 3334:t 3330:x 3323:= 3314:t 3310:s 3282:0 3276:t 3247:0 3243:x 3234:1 3230:x 3226:= 3217:0 3213:b 3203:0 3199:x 3195:= 3186:0 3182:s 3154:t 3134:0 3128:m 3106:m 3103:+ 3100:t 3096:x 3073:m 3070:+ 3067:t 3063:F 3042:t 3020:t 3016:b 2995:t 2973:t 2969:s 2948:0 2945:= 2942:t 2920:t 2916:x 2867:k 2863:k 2859:k 2855:k 2851:k 2847:α 2806:, 2801:n 2797:) 2787:1 2784:( 2781:, 2775:, 2770:2 2766:) 2756:1 2753:( 2750:, 2747:) 2738:1 2735:( 2732:, 2729:1 2703:, 2698:n 2692:t 2688:s 2684:, 2678:, 2673:1 2667:t 2663:s 2640:t 2636:s 2608:. 2603:0 2599:x 2593:t 2589:) 2579:1 2576:( 2573:+ 2569:] 2563:1 2559:x 2553:1 2547:t 2543:) 2533:1 2530:( 2527:+ 2521:+ 2516:3 2510:t 2506:x 2500:3 2496:) 2486:1 2483:( 2480:+ 2475:2 2469:t 2465:x 2459:2 2455:) 2445:1 2442:( 2439:+ 2434:1 2428:t 2424:x 2420:) 2411:1 2408:( 2405:+ 2400:t 2396:x 2391:[ 2384:= 2372:2 2366:t 2362:s 2356:2 2352:) 2342:1 2339:( 2336:+ 2331:1 2325:t 2321:x 2317:) 2308:1 2305:( 2299:+ 2294:t 2290:x 2283:= 2271:1 2265:t 2261:s 2257:) 2248:1 2245:( 2242:+ 2237:t 2233:x 2226:= 2217:t 2213:s 2165:2 2160:t 2156:e 2150:T 2145:1 2142:= 2139:t 2131:= 2126:2 2122:) 2116:1 2110:t 2104:t 2094:y 2082:t 2078:y 2074:( 2069:T 2064:1 2061:= 2058:t 2050:= 2022:t 2002:t 1980:1 1974:t 1968:t 1958:y 1932:t 1928:y 1907:T 1904:, 1898:, 1895:1 1892:= 1889:t 1867:1 1861:t 1855:t 1845:y 1833:t 1829:y 1825:= 1820:t 1816:e 1794:α 1770:0 1766:s 1723:1 1717:t 1713:s 1690:0 1686:x 1663:0 1659:s 1620:T 1575:T 1552:T 1523:) 1514:1 1511:( 1500:T 1488:= 1459:/ 1455:T 1445:e 1438:1 1435:= 1359:e 1355:/ 1351:1 1345:1 1293:/ 1289:3 1263:2 1259:) 1253:1 1250:+ 1247:t 1243:x 1234:t 1230:s 1226:( 1135:0 1132:= 1129:t 1107:0 1103:x 956:1 950:t 946:s 923:t 919:x 896:t 892:s 871:1 859:0 812:. 809:) 804:1 798:t 794:s 785:t 781:x 777:( 771:+ 766:1 760:t 756:s 752:= 747:1 741:t 737:s 733:) 724:1 721:( 718:+ 713:t 709:x 702:= 697:t 693:s 627:t 623:b 594:t 574:m 571:+ 568:t 543:t 539:x 514:} 509:t 505:x 501:{ 479:t 475:s 452:t 448:s 425:1 419:t 415:s 394:1 382:0 331:0 325:t 321:, 316:1 310:t 306:s 302:) 293:1 290:( 287:+ 282:t 278:x 271:= 262:t 258:s 248:0 244:x 240:= 231:0 227:s 199:0 196:= 193:t 173:x 153:} 148:t 144:s 140:{ 120:0 117:= 114:t 94:} 89:t 85:x 81:{

Index

rule of thumb
time series
window function
simple moving average
window functions
signal processing
low-pass filters
noise
Poisson
Kolmogorov and Zurbenko's use of recursive moving averages
exponentially decaying weighting factors
double exponential smoothing
triple exponential smoothing
Poisson
signal processing
window function
Robert Goodell Brown
Charles C. Holt
finite impulse response
infinite impulse response
method of least squares
exponentially weighted moving average
autoregressive integrated moving average
time constant
unit step function
the Taylor expansion of the exponential function
the definition above
sum of squared errors
optimization
geometric progression

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