Time Series Talk : White Noise

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  • Опубліковано 1 лип 2019
  • Intro to white noise in time series analysis

КОМЕНТАРІ • 124

  • @AdamTibi
    @AdamTibi 3 роки тому +86

    No advanced presentation software, no Python or R and the simplicity that you've used to illustrate the idea is fantastic. Thank you for the clarity.

  • @LinFiles
    @LinFiles 2 роки тому

    So White Noise is about 5% Unpredictable so is considered Unpredictable. My question is WHEN is it actually unpredictable in an example? When does this 5% show up as unpredictable? Thank you.

  • @Y4yo
    @Y4yo 3 роки тому

    The sum of 2 white noises is a white noise ?

  • @srinivasprabhala9036
    @srinivasprabhala9036 4 роки тому +54

    Thank you for these amazing videos, please may I request if possible, can these videos related to Time Series be put under one playlist so there is a pattern that can be followed to understand the concepts & thank you once again for these simple explanations - amazing.

  • @imampatrick
    @imampatrick 2 роки тому

    If a white noise is stationary, doesn't that mean we can capture and model it? And isn't stationary signal predictable?

  • @acalmself9503
    @acalmself9503 Рік тому

    What's lag😭

  • @eyabenali8387
    @eyabenali8387 4 роки тому +27

    amaizing hope you were my teacher instead of my actual one

  • @lighteningxl
    @lighteningxl 3 роки тому

    but how do you find out the white noise?

  • @riduwanamahbub2970
    @riduwanamahbub2970 3 роки тому

    Is white noice and iid noise is same?

  • @yvesprimeau6031
    @yvesprimeau6031 4 роки тому +2

    First time someone using words for explaining something in statistic and not only symbols. Maths is not difficult the only problem there are teach for some kind mind...

  • @lincharlotte9868
    @lincharlotte9868 4 роки тому +73

    HOW - CAN - YOU - EXPLAIN - IT - SO - WELL (T_T)

  • @mohammedghouse235
    @mohammedghouse235 3 роки тому +9

    I haven't seen in any of his videos requesting for like and subscribe. His work pretty much gets that!! Hats off to you man!

  • @rogeliolozano3421
    @rogeliolozano3421 3 роки тому +2

    You explain really well these concepts. They actually sink in, thanks a lot!

  • @ondrejholub5566
    @ondrejholub5566 2 роки тому +8

    This video really allowed me to connect some dots here - this concept is also why the assumptions in linear regression are so concerned with the residuals (which was counterintuitive to me when I first learned about it - "why make assumptions about the random component?")... but now it makes sense - if you create a model and are only left with white noise in the residuals, you can say that your model doesn't omit some pattern in the data and thus it captures all the key information you can get from your data. Thanks!

  • @johnnyandresgutierrezzulet2543
    @johnnyandresgutierrezzulet2543 4 роки тому +5

    Thank you very much for carring out and uploading this very useful video!

  • @zephyrsylvester1511
    @zephyrsylvester1511 3 роки тому

    After three weeks of trying to understand this... all I needed was this video! Thank you!

  • @yolandayao5526
    @yolandayao5526 Рік тому

    was about to cry over my time series hw then i found these vids. feeling a lil better now thank you

  • @mo7ammd78
    @mo7ammd78 3 роки тому +1

    You cannot imagine how it took for others to explain it. They ended up with something that cannot be understandable though! Thank you

  • @hbeing3
    @hbeing3 4 роки тому +1

    every your video is so clear. Straight to points! Thanks

  • @omkarborikar6732
    @omkarborikar6732 2 роки тому

    This is by far the greatest explanation of White Noise present over the Internet !