Video: Koj piav autocorrelation li cas?
2024 Tus sau: Miles Stephen | [email protected]. Kawg hloov kho: 2023-12-15 23:36
Autocorrelation sawv cev rau qib ntawm qhov zoo sib xws ntawm ib lub sij hawm muab thiab ib tug lagged version ntawm nws tus kheej nyob rau hauv successive lub sij hawm. Autocorrelation ntsuas qhov kev sib raug zoo ntawm tus nqi tam sim no thiab nws cov nqi yav dhau los.
Ib yam li ntawd, koj txhais li cas los ntawm autocorrelation?
Autocorrelation , tseem hu ua serial correlation, yog kev sib raug zoo ntawm lub teeb liab nrog ib daim ntawv ncua ntawm nws tus kheej raws li kev ua haujlwm ntawm kev ncua. Raws li txoj cai, nws yog qhov zoo sib xws ntawm kev soj ntsuam raws li kev ua haujlwm ntawm lub sijhawm lag luam ntawm lawv.
Qhov thib ob, autocorrelation txhais li cas hauv kev txheeb cais? Autocorrelation hauv txheeb cais yog ib qho cuab yeej ua lej uas feem ntau yog siv los txheeb xyuas cov haujlwm lossis cov txiaj ntsig, rau piv txwv , time domain signals. Hauv lwm lo lus, autocorrelation txiav txim seb muaj kev sib raug zoo ntawm qhov tseem ceeb ntawm cov kev hloov pauv uas yog raws li kev sib raug zoo.
Ib yam li ntawd, nws raug nug, koj txhais li cas autocorrelation?
Ntawm daim duab, muaj ib txoj kab ntsug (ib "ntsia") sib haum rau txhua qhov lag luam. Qhov siab ntawm txhua qhov spike qhia tus nqi ntawm qhov autocorrelation muaj nuj nqi rau lub lag. Cov autocorrelation nrog lag xoom ib txwm sib npaug 1, vim qhov no sawv cev rau autocorrelation nruab nrab ntawm txhua lub sij hawm thiab nws tus kheej.
autocorrelation test yog dab tsi?
Auto correlation yog tus yam ntxwv ntawm cov ntaub ntawv uas qhia tau hais tias qhov kev sib thooj ntawm cov txiaj ntsig ntawm tib lub sijhawm sib txawv ntawm cov sijhawm ua tiav. Autocorrelation yog kuaj tau siv correlogram (ACF plot) thiab tuaj yeem ua tau kuaj siv Durbin-Watson xeem.
Pom zoo:
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