Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:application |
gptkb:signal_processing
econometrics |
| gptkbp:assumes |
white noise errors
|
| gptkbp:characterizedBy |
linear combination of past error terms
|
| gptkbp:describes |
time series data
|
| gptkbp:form |
X_t = μ + ε_t + θ₁ε_{t-1} + ... + θ_qε_{t-q}
|
| gptkbp:fullName |
Moving Average model
|
| https://www.w3.org/2000/01/rdf-schema#label |
MA model
|
| gptkbp:introduced |
gptkb:Norbert_Wiener
gptkb:Andrey_Kolmogorov |
| gptkbp:parameter |
order q
|
| gptkbp:relatedTo |
gptkb:AR_model
ARMA model |
| gptkbp:usedFor |
forecasting
|
| gptkbp:usedIn |
time series analysis
|
| gptkbp:bfsParent |
gptkb:ARMA_series
|
| gptkbp:bfsLayer |
8
|