Sequences occur everywhere in our daily life. Some of the examples include sensor data, stock market quotes, speech signals, and many more. A sequence is a collection of elements where each element is indexed. Repetitions are allowed in this case, which means any element can reappear in a given sequence. If we look closely, we can … Continue reading Cauchy Sequences In The Real World
Tag: Time Series
Measuring The Memory Of Time Series Data
Time series data has memory. It remembers what happened in the past and avenge any wrongdoings! Can you believe it? Okay the avenging part may not be true, but it definitely remembers the past. The "memory" refers to how strongly the past can influence the future in a given time series variable. If it has a … Continue reading Measuring The Memory Of Time Series Data
What Is Long Memory In Time Series Analysis
We encounter time series data very frequently in the real world. Some common examples include real time sensors, surveillance video, stock market, astrophysics, speech recognition, and so on. In order to study time series data, we try to extract various characteristics that tend to define it. One of the most important things to think about … Continue reading What Is Long Memory In Time Series Analysis
Estimating The Predictability Of Time Series Data – Part II
In the previous blog post, we discussed various types of time series data. We understood the concepts of stationarity and shocks. In this blog post, we will continue to discuss how we can estimate the predictability of time series data. People say that future is unpredictable. But that's grossly reductive! What they actually mean to … Continue reading Estimating The Predictability Of Time Series Data – Part II
Estimating The Predictability Of Time Series Data – Part I
Time series data refers to a sequence of measurements made over time. The frequency of these measurements are usually fixed, say once every second or once every hour. We encounter time series data in a variety of scenarios in the real world. Some examples include stock market data, sensor data, speech data, and so on. … Continue reading Estimating The Predictability Of Time Series Data – Part I
Perpetual Enigma 