Time seriesVariability of Nonstationary Time SeriesOct 9, 2020 | 13 min read Linear modelEstimationSep 30, 2019 | 16 min read Mathematical statisticsBasic ConceptsSep 25, 2019 | 12 min read Nonparametric methodsFundamentals of Nonparametric MethodsJan 25, 2019 | 10 min read Time seriesOct 13, 20207 min readSeasonal Time SeriesIn the last chapter, we learned about how to deal with mean and variance changes in time series data. Periodic patterns are also frequently observed, …#Time Series #RLinear algebraOct 12, 20203 min readMatrix Inverse... for a nonsingular matrix.#Linear AlgebraTime seriesOct 9, 202013 min readVariability of Nonstationary Time SeriesUsing the Box-Cox power transformation to stabilize the variance. At the end of this section, the standard procedure for fitting an ARIMA model is discussed.#Time Series #Visualization #RTime seriesOct 7, 20209 min readUnit Root TestA test that helps us determine whether differencing is needed or not. We also talk about over-differencing (don't do it!) and model selection (AIC/BIC and MAPE).#Time Series #R #Statistical TestLinear algebraOct 7, 20204 min readMatrix TraceThe trace of a square matrix $\boldsymbol{A}: n \times n$ is the sum of the diagonals: $$ tr(\boldsymbol{A}) = \sum_{i=1}^n a_{ii} $$ The trace is …Time seriesOct 5, 20209 min readARIMA ModelsCombining differencing and ARMA models and we get ARIMA. The procedures of estimation, diagnosis and forecasting are very similar as that of ARMA models.#Time Series #Visualization #RLinear algebraSep 30, 20207 min readLinear Space of MatricesThe column space, row space and rank of a matrix and their properties.#Linear AlgebraTime seriesSep 30, 202013 min readMean TrendWe introduce detrending and differencing, two methods that aim to remove the mean trends in time series.#Time Series #Visualization #RLinear algebraSep 28, 20205 min readOrthogonalizationIntroducing the Gram-Schmidt process, a method for constructing an orthogonal basis given a non-orthogonal basis.#Linear Algebra #OperationsLinear algebraSep 21, 20207 min readProjectionGeometrically speaking, what is the projection of a vector onto another vector, and the projection of a vector onto a subspace?#Linear Algebra #Operations #Visualization«««123 … 5»»»