1: Intro

HideShow resource information
  • Created by: Shiru
  • Created on: 20-04-18 20:38
Time Series
An ordered sequence of values of a variable at selected time intervals.
1 of 36
Sampling
Reduction of a discrete signal from a continuous one
2 of 36
Sampling
Sampling is the process of selecting units (e.g., people, organizations) from a population of interest so that by studying the sample we may fairly generalize our results back to the population from which they were chosen.
3 of 36
Aliasing
Difference between a signal reconstructed from samples and the original continuous signal,
4 of 36
Aliasing
Effect that causes different signals to become indistinguishable (or aliases of one another) when sampled
5 of 36
Stochastic observation
Randomly determined variable
6 of 36
Histogram
Displays distribution of data of response variable
7 of 36
Relative density diagram
obs/n
8 of 36
Density histogram
nbs/n*bin
9 of 36
Frequency histogram
number of observations
10 of 36
Modes
Major peaks of distribution or maxima
11 of 36
Density Curve
Distribution of continuous data of a response variable
12 of 36
mean
numerical center of data
13 of 36
variance
spread of numbers around mean
14 of 36
skewness
measure of distributions symmetry/asymmetry
15 of 36
kurtosis
heaviness of distribution of tail compared to normal distribution of same variance
16 of 36
median
value separating the higher half of values from th lower half of values in ordered list
17 of 36
quantiles
cut-off points separating data into equal groups
18 of 36
interquartile range
difference between upper quartile and lower quartile =50%
19 of 36
spread
iqr
20 of 36
centrality
mode,median,mean
21 of 36
stationarity
a stationary time series whose distribution and therefore statistics such as mean and variance don't change with time
22 of 36
Type 1 error
Reject null hypothesis when true
23 of 36
Type 2 error
fail to reject null hypothesis when false
24 of 36
beta
probability of type 2 error
25 of 36
power of test
probability of not performing type 2 error
26 of 36
t-test
test applied to sample that follows normal distribution where population statistics are unknown
27 of 36
chi squared test
test for normality
28 of 36
fisher distribution
distribution of two variables which follow a chi squared distribution
29 of 36
confidence interval
certainty that a parameter falls within a certain value
30 of 36
Jarque-Bera test
test for normality using std error of skewness and kurtosis
31 of 36
significant level
alpha
32 of 36
Taylor Diagram
Graphical representation of similarity of patterns in observations
33 of 36
degree of freedom
number of independent values which can be attributed to a distribution
34 of 36
bonferroni
corrects for multiple comparisons. divide p value by number of statistics
35 of 36
least square method
minimizing vertical distance between data points and regression lines
36 of 36

Other cards in this set

Card 2

Front

Sampling

Back

Reduction of a discrete signal from a continuous one

Card 3

Front

Sampling

Back

Preview of the front of card 3

Card 4

Front

Aliasing

Back

Preview of the front of card 4

Card 5

Front

Aliasing

Back

Preview of the front of card 5
View more cards

Comments

No comments have yet been made

Similar Mathematics resources:

See all Mathematics resources »See all Statistics resources »