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White Noise Test: detecting autocorrelation and nonstationarities in long time series after ARIMA modeling.

Margaret Y. MahanChelley R. ChornApostolos P. Georgopoulos
Published in: SciPy (2015)
Keyphrases
  • white noise
  • non stationary
  • autoregressive
  • moving average
  • markov processes
  • random fields
  • noise reduction
  • image processing
  • bayesian networks
  • hybrid model
  • dynamic bayesian networks
  • noise model