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Glossary

Time-Series

Glossary of Time-Series.

Topics Statistics Engineering

Terms listing

#

3RSR 3RSS 3RSSH 5RSS 5RSSH

A

AR ARIMA ARMA Autocorrelated Residuals Autocorrelation Autoregressive Autoregressive/Moving Average Scheme

B

Backforecasting Box-Cox Transformation Box-Jenkins Methodology Box-Pierce Test Brown's Linear Exponential Smoothing

C

Classical Decomposition Crosscorrelation Cumulative Forecasting

D

Decomposition Differencing

E

EWMA Exponential Smoothing Exponentially Weighted Moving Average

F

H

Henderson's Weighted Moving Average Holt's Linear Exponential Smoothing

I

Integrated Time-Series Models

L

M

MA MAE MAPE ME Mean Absolute Error Mean Absolute Percentage Error Mean Error Mean Percentage Error Mean Squared Error MPE MSE

N

P

Partial Autocorrelation Periodogram

Q

Quadratic Exponential Smoothing

R

Random Walk Residual Rough

S

Sampling Interval Seasonality Simple Exponential Smoothing Simple Moving Average Smoothing Spencer's 15-term/21-term Moving Averages Stationary

T

Taper Time Series Trading Day Trend

V

# A B C D E F H I L M N P Q R S T V

Terms total # 60

Permanent link Time-Series - Modification date 2020-02-18 - Creation date 2019-12-22