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:

    You know, there’s a cowboy movie where one joker says, “Mighty quiet out there. Too quiet,” he says. Same thing every time; it’s too quiet.
    James Poe, U.S. screenwriter, and Based On Play. Robert Aldrich. Sergeant Costa (Jack Palance)