-
Book Overview & Buying
-
Table Of Contents
-
Feedback & Rating
15 Math Concepts Every Data Scientist Should Know
By :
Here is a series of exercises. The answers to all the exercises are given in the Answers_to_Exercises_Chap6.ipynb Jupyter notebook in the GitHub repository.

Eq. 35
show that
and
as
, for any starting value
. For this exercise you can assume that
.
2. For the AR(1) process defined by the following equation,

Eq. 36
show that
and
as
, for any starting value
. For this exercise, you can assume that
. See if you can derive the values of
and
for any value of
, not just the asymptotically limiting values.
3. Use the ARIMA model form in Eq. 28 to generate a sample time series of length
timepoints, that is of order
, with coefficients
. The noise values should be i.i.d.
. You can set the first value,
, of the generated series to zero. Use the statsmodels.tsa.arima.model.ARIMA function from the statsmodels package to fit an ARIMA(1,1,1) model to the simulated data you have just generated...