1: Intro

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  • Created by: Shiru
  • Created on: 20-04-18 20:38
Time Series
An ordered sequence of values of a variable at selected time intervals.
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Sampling
Reduction of a discrete signal from a continuous one
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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.
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Aliasing
Difference between a signal reconstructed from samples and the original continuous signal,
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Aliasing
Effect that causes different signals to become indistinguishable (or aliases of one another) when sampled
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Stochastic observation
Randomly determined variable
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Histogram
Displays distribution of data of response variable
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Relative density diagram
obs/n
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Density histogram
nbs/n*bin
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Frequency histogram
number of observations
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Modes
Major peaks of distribution or maxima
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Density Curve
Distribution of continuous data of a response variable
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mean
numerical center of data
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variance
spread of numbers around mean
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skewness
measure of distributions symmetry/asymmetry
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kurtosis
heaviness of distribution of tail compared to normal distribution of same variance
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median
value separating the higher half of values from th lower half of values in ordered list
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quantiles
cut-off points separating data into equal groups
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interquartile range
difference between upper quartile and lower quartile =50%
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spread
iqr
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centrality
mode,median,mean
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stationarity
a stationary time series whose distribution and therefore statistics such as mean and variance don't change with time
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Type 1 error
Reject null hypothesis when true
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Type 2 error
fail to reject null hypothesis when false
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beta
probability of type 2 error
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power of test
probability of not performing type 2 error
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t-test
test applied to sample that follows normal distribution where population statistics are unknown
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chi squared test
test for normality
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fisher distribution
distribution of two variables which follow a chi squared distribution
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confidence interval
certainty that a parameter falls within a certain value
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Jarque-Bera test
test for normality using std error of skewness and kurtosis
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significant level
alpha
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Taylor Diagram
Graphical representation of similarity of patterns in observations
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degree of freedom
number of independent values which can be attributed to a distribution
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bonferroni
corrects for multiple comparisons. divide p value by number of statistics
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least square method
minimizing vertical distance between data points and regression lines
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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
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