Titlebook: Introduction to Time Series and Forecasting; Peter J. Brockwell,Richard A. Davis Textbook 19961st edition Springer-Verlag New York 1996 Es

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萬靈丹

armistice

heterogeneous

Stationary Processes,en clearly we must assume that . does not vary with time. In extrapolating deterministic functions it is common practice to assume that either the function itself or one of its derivatives is constant. The assumption of a constant first derivative leads to linear extrapolation as a means of predicti

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jumble

晚間

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Nonstationary and Seasonal Time Series Models,erated by a stationary time series. If the data (a) exhibit no apparent deviations from stationarity and (b) have a rapidly decreasing autocovariance function, we attempt to fit an ARMA model to the mean-corrected data using the techniques developed in Chapter 5. Otherwise we look first for a transf

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Synovial-Fluid