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Similar right triangles illustrating the tangent and secant trigonometric functions Trigonometric functions and their reciprocals on the unit circle. The Pythagorean theorem applied to the blue triangle shows the identity 1 + cot 2 θ = csc 2 θ, and applied to the red triangle shows that 1 + tan 2 θ = sec 2 θ. The identities
These identities are useful whenever expressions involving trigonometric functions need to be simplified. An important application is the integration of non-trigonometric functions: a common technique involves first using the substitution rule with a trigonometric function , and then simplifying the resulting integral with a trigonometric identity.
An example of a discrete-time stationary process where the sample space is also discrete (so that the random variable may take one of N possible values) is a Bernoulli scheme. Other examples of a discrete-time stationary process with continuous sample space include some autoregressive and moving average processes which are both subsets of the ...
For example, the sine of angle θ is defined as being the length of the opposite side divided by the length of the hypotenuse. The six trigonometric functions are defined for every real number, except, for some of them, for angles that differ from 0 by a multiple of the right angle (90°). Referring to the diagram at the right, the six ...
In both unit root and trend-stationary processes, the mean can be growing or decreasing over time; however, in the presence of a shock, trend-stationary processes are mean-reverting (i.e. transitory, the time series will converge again towards the growing mean, which was not affected by the shock) while unit-root processes have a permanent ...
In statistics, Wold's decomposition or the Wold representation theorem (not to be confused with the Wold theorem that is the discrete-time analog of the Wiener–Khinchin theorem), named after Herman Wold, says that every covariance-stationary time series can be written as the sum of two time series, one deterministic and one stochastic.
Trigonometric identities mnemonic. Another mnemonic permits all of the basic identities to be read off quickly. The hexagonal chart can be constructed with a little thought: [10] Draw three triangles pointing down, touching at a single point. This resembles a fallout shelter trefoil. Write a 1 in the middle where the three triangles touch
is a stationary process, where is the lag operator and is the first difference, i.e. ( 1 − L ) X t = X t − X t − 1 = Δ X . {\displaystyle (1-L)X_{t}=X_{t}-X_{t-1}=\Delta X.} In other words, a process is integrated to order d if taking repeated differences d times yields a stationary process.
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