Novos Recursos do Mathematica 10 › Processos de Séries Temporais Expandidos ›

Processos de séries temporais com média diferente de zero 

O Mathematica 10 agora suporta processos de séries temporais com função de média diferente de zero, o que facilita a previsão de séries temporais de média diferente de zero.

Faça a amostragem de um caminho de um processo ARMA(2,1) de média diferente de zero.

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Estime o processo ARMA(2,1) a partir dos dados.

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Compute a média de tempo do caminho e compare-a com a média do processo.

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Preveja séries temporais para os proximos 31 dias.

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Visualize o caminho gerado e a previsão.

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