autoregressive love


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  • adjective statistics Employing autoregression, using a weighted sample of past data to predict future results


from Wiktionary, Creative Commons Attribution/Share-Alike License

auto- +‎ regressive


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  • In particular, he applied the concept of "autoregressive conditional heteroskedasticity" (ARCH) for this purpose.

    The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 1969-2006 2010

  • For instance, suppose you needed to generate time-varying Rayleigh fading channels based on autoregressive models to support your fading channel simulation.

    Rambles at » Blog Archive » Me being interviewed in EE Times 2008

  • Other alternative models such as higher autoregressive (AR(n), n greater than 1) models can provide a better fit to the overall spectrum, but often through parameterizing features that might be actually be associated with signals.

    Wilson et al 2007 « Climate Audit 2007

  • Modeling and Generating Multivariate Time Series with Arbitrary Marginals Using a Vector Autoregressive Technique by Deler and Nelson wherein is an equation for covariance of VAR(1) process , for zero-lag where is autoregressive coefficient matrix and and is covariance matrix of driving noise (white in time).

    Bürger Review « Climate Audit 2007

  • The autoregressive parameter is estimated for each of these series, as well as the number of warmest years occurring in 1990-2005.

    Unthreaded #17 « Climate Audit 2007

  • As a whole that group is more likely to consider autoregressive behavior as a psychological aliment than a statistical framework and to say, “Oh, a statistical appendix: these guys must know their stuff.”

    USCCSP: Temperature Trends in the Lower Atmosphere « Climate Audit 2006

  • It means the autocorrelation coefficient is a weak model for describing the autoregressive effect of alpha.

    Willis E on Hansen and Model Reliability « Climate Audit 2006

  • Footnote for those who care: for temperature trend estimation, bounding or testing, I think that you need to use something like Engel's ARCH LM test "autoregressive conditional heteroskedastic" Lagrange Multiplier, which is based on the regression of the squared residuals on the lagged squared residuals, for as many lags you want to include, and which the test statistic equal to the sample size times the R-squared is approximately a Chi-square.

    USCCSP: Temperature Trends in the Lower Atmosphere « Climate Audit 2006

  • I have done my forecast using a combination of truncated gaussian, autoregressive, and trailing moving averages.

    Bill Gray Presentation « Climate Audit 2006

  • There is good reason to believe that many tree ring signals are not only first order autoregressive, but second order as well, because many forest insects cycle due to predator-prey, insect-plant, and insect-disease interactions.

    bender on Gaspé « Climate Audit 2006


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