This directory contains 50 workflows.
The auto-covariance and auto-correlation function compute how a time series covaries or correlates with itself, when delayed by a particular lag. […]
ARIMAESTIMATE function performs parameter estimation for both seasonal and non-seasonal AR (auto-regressive), MA (moving-average), combined ARMA, as ARIMA […]
ARIMA formulas that are being solved for the coefficients: Auto-Regressive: (AR1, ..., ARp) , Seasonal Auto-Regressive: (SAR1, ..., SARP) , […]
The TD_ARIMAVALIDATE function first performs an “In-Sample” forecast, followed by an analysis of the produced residuals. The aim of this analysis is to […]
There is a need in data science to be able to create a new data matrix that is the result of performing a point-wise mathematical operation against two […]
There is a need in data science to be able to create a new data series that is the result of performing a point-wise mathematical operation against two […]
It is a test which looks for the presence of serial correlation amongst the error/residual terms. It is mainly employed to analyze the residuals produced […]
The hope relative to building a univariate or multi-variate regression model is to create a regression model (estimator) that can be characterized as being […]
This function, the TD_CONVOLVE, takes two series as inputs: one representing the source series to be filtered; and, the other series being the filter […]
This function, the TD_CONVOLVE2, takes two matrices as inputs: one representing the source matrix (image) to be filtered; and, the other matrix being […]
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