April 2018
Beginner to intermediate
500 pages
11h 26m
English
book
Hands-On Machine Learning on Google Cloud Platform
by Giuseppe Ciaburro, V Kishore Ayyadevara, Alexis Perrier, Bryan Fry, Antonio Gulli
Content preview from Hands-On Machine Learning on Google Cloud Platform
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Moving average models
The MA model specifies that the output variable depends linearly on the past and current past values of a stochastic term (imperfectly predictable). The MA model should not be confused with the MA we have seen in the previous sections. This is an essentially different concept although some similarities are evident. Unlike the AR model, the finished MA model is always stationary.
Just as a model AR (p) regresses with respect to the past values of the series, an MA (q) model uses past errors as explanatory variables.
The MA model of q order is defined as:
In the previous formula, the terms are defined as follows:
- Yt is ...
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