The ARMA alphabet soup: A tour of ARMA model variants

Lecture 2 : ARMA Models ∗ 1 ARMA Process

As we have remarked, dependence is very common in time series observations. To model this time series dependence, we start with univariate ARMA models. To motivate the model, basically we can track two lines of thinking. First, for a series xt, we can model that the level of its current observations depends on the level of its lagged observations. For example, if we observe a high GDP realizati...

Alphabet Soup

This paper is an expository piece on algebraic methods in the theory of error-correcting codes. We will assume familiarity with Galois theory and linear algebra as well as basic properties of (finite) groups, rings, fields, and probability spaces. Algebraic structure is important in coding theory because, by assigning structure to sets by defining operations on them, we can describe sets of enc...

Alphabet soup

soup. I am sure that many of our readers enjoyed, as I did, the challenge of the search for letters to form words that could be scooped up in a spoonful. The complexity of the immune system and its representation in a myriad of abbreviations, acronyms, and ini-tialisms appeared in that moment as a bowl of alphabet soup waiting to be organized and understood. The studies in this edition of N2, s...

Alphabet Soup.

SPELLING: Make a matching game. Cut out photos from magazines of different foods, one beginning with each letter of the alphabet. Paste each food onto a card. Print each letter of the alphabet, one to a card. For younger children, have them match the photo with the first letter of the word. You can make it into a memory game for older students by mixing up the cards and having them turn them ov...

Reference Prior for ARMA(1,1) Model