Tag time series analysis
In the realm of data science, we are continually seeking methods to dissect and interpret complex datasets. A particularly challenging area is the analysis of multivariate time series data, where multiple variables are tracked over time. Recent research has introduced… Continue Reading →
Fractional Gaussian noise (fGn) is a crucial concept in the field of stochastic processes, particularly in modeling anti-persistent or persistent dependency structures within time series data. This article delves into the research conducted by Sigrunn Holbek S∅rbye and H∅vard Rue,… Continue Reading →