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This algorithm can easily be adapted to compute the variance of a finite population: simply divide by n instead of n − 1 on the last line.. Because SumSq and (Sum×Sum)/n can be very similar numbers, cancellation can lead to the precision of the result to be much less than the inherent precision of the floating-point arithmetic used to perform the computation.
By analogy with the mathematical concepts vector and matrix, array types with one and two indices are often called vector type and matrix type, respectively. More generally, a multidimensional array type can be called a tensor type , by analogy with the physical concept, tensor .
The version of Steffensen's method implemented in the MATLAB code shown below can be found using the Aitken's delta-squared process for accelerating convergence of a sequence. To compare the following formulae to the formulae in the section above, notice that x n = p − p n . {\displaystyle x_{n}=p\,-\,p_{n}~.}
Smoothing of a noisy sine (blue curve) with a moving average (red curve). In statistics, a moving average (rolling average or running average or moving mean [1] or rolling mean) is a calculation to analyze data points by creating a series of averages of different selections of the full data set.
) The vector is modelled as a linear function of its previous value. The vector's components are referred to as y i,t, meaning the observation at time t of the i th variable. For example, if the first variable in the model measures the price of wheat over time, then y 1,1998 would indicate the price of wheat in the year 1998.
That is, the array starts at 1 (the initial value), increments with each step from the previous value by 2 (the increment value), and stops once it reaches (or is about to exceed) 9 (the terminator value). The increment value can actually be left out of this syntax (along with one of the colons), to use a default value of 1. >>
The Nial example of the inner product of two arrays can be implemented using the native matrix multiplication operator. If a is a row vector of size [1 n] and b is a corresponding column vector of size [n 1]. a * b; By contrast, the entrywise product is implemented as: a .* b;
The order p and q can be determined using the sample autocorrelation function (ACF), partial autocorrelation function (PACF), and/or extended autocorrelation function (EACF) method. [ 10 ] Other alternative methods include AIC, BIC, etc. [ 10 ] To determine the order of a non-seasonal ARIMA model, a useful criterion is the Akaike information ...