WOLFRAM

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.

In[1]:=
Click for copyable input
X
Out[1]=

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

In[2]:=
Click for copyable input
X
Out[2]=

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

In[3]:=
Click for copyable input
X
Out[3]=

Preveja séries temporais para os proximos 31 dias.

In[4]:=
Click for copyable input
X
Out[4]=

Visualize o caminho gerado e a previsão.

In[5]:=
Click for copyable input
X
Out[5]=

Related Examples

Decide Time Series Process Family and Order from Data Automatically » Identify Conditional Heteroscedacity » Airline Passengers » Constrain the Model Selection Set »
Use Different Criteria for Model Selection » Investigate Time Series Model Residuals » Study Significance of Parameters in Fitted Model » Use Fitted Model to Forecast Time Series »
Model Multiple Exchange Rates » Vector Joint Model versus Univariate Component Models » Use Vector Models with Multiple Strongly Correlated Time Series » Vector Autoregressive Process as Discretized Vector Ornstein–Uhlenbeck Process »
Time Series Processes with Nonzero Mean » Time Series Processes with Initial Conditions » Study Non-weakly Stationary Autoregressive Process » Compute Expectation of Autoregressive Moving-Average Process from Its Definition »
Use Spectral Estimator to Find FARIMA Parameters » Volatility Clustering in a GARCHProcess » Slice Distribution of GARCH(1,1) » Moments of GARCH(1,1) »
Model the Conditional Value at Risk with an ARCHProcess » Expanded Estimation Methods » Broad Performance Improvements »
de en es ja zh