Crowd in London underground.
Time series
Sep 4, 2020
6 min read

Moving Average Model

The mean, variance, ACF and PACF of moving average models. Instead of stationarity, a new property called invertibility is introduced.

Ocean clouds seen from space.
Linear algebra
Aug 31, 2020
8 min read

Vector Space

We introduce some basic terminology - vector space, subspace, span, basis, and dimension. These concepts lay the foundation for future discussions on matrices and matrix properties.

Linear algebra
Aug 31, 2020
3 min read

Linear Dependence and Independence

A short piece on linearly dependent and independent sets of vectors.

Chart of stock shares.
Time series
Aug 28, 2020
9 min read

Autoregressive Series

We talk about autoregressive models of different orders, and introduce their mean, variance, ACF and PACF values. Its stationarity is also briefly discussed.

A busy road in Shanghai.
Time series
Aug 28, 2020
11 min read

Introduction

We introduce some basic ideas of time series analysis and stochastic processes. Of particular importance are the concepts of stationarity and the autocovariance and sample autocovariance functions.

Matrix code.
Linear algebra
Aug 26, 2020
8 min read

Matrices

Matrix algebra plays an important role in many areas of statistics, such as linear statistical models and multivariate analysis. In this chapter we introduce basic terminology and some basic matrix operations. We also introduce some basic types of matrices.

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Mathematical statistics
Apr 21, 2020
9 min read

Linear Models

So far we’ve finished the main materials of this course - estimation and hypothesis testing. The starting point of all the statistical analyses …

Puppets on strings.
Linux
Apr 13, 2020

Install Dependencies for Puppeteer on Manjaro Linux

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Mathematical statistics
Apr 1, 2020
4 min read

Statistical Decision

Up till now we’ve made the assumption that the data is generated from a statistical model controlled by some parameter(s). We used estimation to …

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Mathematical statistics
Feb 8, 2020
12 min read

Confidence Intervals

Confidence intervals and methods of contructing them.