autoregressive in English

adjective

using past statistics as a basis for predicting future data (Business)

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Below are sample sentences containing the word "autoregressive" from the English Dictionary. We can refer to these sentence patterns for sentences in case of finding sample sentences with the word "autoregressive", or refer to the context using the word "autoregressive" in the English Dictionary.

1. The notation AR(p) refers to the autoregressive model of order pp.

2. Ideas of the (new) theory on integer-valued autoregressive processes are adapted to the context of IBNR-predictions.

3. A standard approach is to apply an exponentially weighted moving average (EWMA) chart to either the Autocorrelated data or to the residuals of an autoregressive moving-average (ARMA) model of …

4. Partial Autocorrelations may be estimated by successively fitting autoregressive processes of orders 1, 2, 3, … by least squares and picking out the estimates ɸ 11, ɸ 22 … of the last coefficient fitted at each stage

5. This paper investigates the state Consistence of parametric data-driven reduced order models (ROMs) in a state-space form obtained by various system identification methods, including autoregressive exogenous (ARX) and subspace identification (N4SID), for aeroelastic analysis in varying flight conditions

6. The estimates of the inverse Autocorrelations are used to assist in identifying a parsimonious, moving-average, autoregressive model for the series and to provide rough initial estimates of the parameters for an iterative search for the maximum of the likelihood function.

7. Consequences of Autocorrelated disturbances: Consider the model with first-order autoregressive disturbances 1 1 1 1,1,2,, n nkk n tt t yX u uu t n with assumptions 2 ()0,(') if 0 ()0,( ) ttts0if 0 Eu Euu s EE s where is a positive definite matrix.

8. Moreover, a multivariate autoregressive analysis, which includes measures of the frequency of executions, the level of print media attention devoted to executions, and selected sociodemographic variables, produced results consistent with the Brutalization hypothesis for total homicides, as well as a variety of different types of killing involving both strangers and nonstrangers.