Decomposition of Time Series - Decomposition Based On Predictability

Decomposition Based On Predictability

The theory of time series analysis makes use of the idea of decomposing a times series into deterministic and non-deterministic components (or predictable and unpredictable components). See Wold's theorem and Wold decomposition.

Read more about this topic:  Decomposition Of Time Series

Famous quotes containing the word based:

    I have no acting technique.... I act instinctively. That’s why I can’t play any role that isn’t based on something in my life.
    Ethel Waters (1900–1977)