NumPy, Pandas and Matplotlib basics

Img src: https://www.pexels.com/photo/business-charts-commerce-computer-265087/






AIC, AICc, and BIC metrics

Maximum Likelihood Model Selection


The likelihood for a Gaussian Time Series


The ARMA(p,q) model implies that X_{t} can be expressed in the form above.


Burg’s Algorithm Estimation Formulas


The recursive forecasting form of the Innovations algorithm3.

Hair Parra

Data Scientist & Data Engineer at Cisco, Canada. McGill University CS, Stats & Linguistics graduate. Polyglot.

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