[MINI] Stationarity and Differencing
Data Skeptic - A podcast by Kyle Polich - Lunedì
Categorie:
Mystery shoppers and fruit cultivation help us discuss stationarity - a property of some time serieses that are invariant to time in several ways. Differencing is one approach that can often convert a non-stationary process into a stationary one. If you have a stationary process, you get the benefits of many known statistical properties that can enable you to do a significant amount of inferencing and prediction.