What is the topic of auto regresive in math?

  • Thread starter stn
  • Start date

stn

8
0
I have a model (autoregressive model) described as follows:
Y(n)=Y(n-1)*c
This model in math, is it considered non-linear? In DSP (digital signal processing), it is called autoregressive.
Why in math, this model is not studied? Or, what is the name of the topic discussing this model? (i want to explore more about this topic but can't find in math books).


thanks
 
Last edited:

Stephen Tashi

Science Advisor
6,820
1,133
If you want models that add "noise" to the picture, see "autogressive integrated moving average" (ARIMA) models or "Box-Jenkins" models.
 

stn

8
0
Thank you jbunni & Stephen. I now remember studying this model in discrete math.
I appreciate your help.
 

stn

8
0
Any good book describing recurrence relation or difference equations?
I hardly found this topic is disccussed in math books. Often differential equations but not difference equations.

thanks
 

stn

8
0
thanks for the recommended books from both of you :)
 

Related Threads for: What is the topic of auto regresive in math?

Replies
6
Views
1K
  • Last Post
Replies
5
Views
8K
  • Last Post
Replies
1
Views
4K
  • Last Post
Replies
4
Views
4K
  • Last Post
Replies
6
Views
3K
Replies
1
Views
2K
  • Last Post
Replies
3
Views
2K
Replies
2
Views
391

Hot Threads

Top