What is the topic of auto regresive in math?

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Discussion Overview

The discussion revolves around the autoregressive model in mathematics, particularly its classification and study within the context of discrete mathematics and digital signal processing (DSP). Participants explore the nature of the model, its representation, and related topics such as recurrence relations and difference equations.

Discussion Character

  • Exploratory, Technical explanation, Homework-related

Main Points Raised

  • One participant describes an autoregressive model as Y(n)=Y(n-1)*c and questions its classification as non-linear in mathematics.
  • Another participant refers to the model as a 1st order linear recurrence relation and suggests further reading on the topic from a Wikipedia page.
  • A different participant mentions models that incorporate noise, specifically ARIMA models and Box-Jenkins models, as related topics of interest.
  • One participant expresses difficulty finding literature on recurrence relations or difference equations, noting a prevalence of differential equations in available resources.
  • Another participant recommends "Concrete Mathematics" for its coverage of recurrences and mentions a PDF/book titled "generatingfunctionology" as a resource.
  • A link to an Amazon page for a book is shared as a potential resource.
  • Participants express gratitude for the recommendations provided by others in the thread.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the classification of the autoregressive model, with differing views on its nature and the terminology used. The discussion remains open with multiple perspectives on related topics and resources.

Contextual Notes

There is a noted lack of resources specifically addressing difference equations compared to differential equations, which may limit exploration of the topic.

Who May Find This Useful

Readers interested in mathematical modeling, discrete mathematics, digital signal processing, and recurrence relations may find this discussion relevant.

stn
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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
 
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If you want models that add "noise" to the picture, see "autogressive integrated moving average" (ARIMA) models or "Box-Jenkins" models.
 
Thank you jbunni & Stephen. I now remember studying this model in discrete math.
I appreciate your help.
 
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
 
thanks for the recommended books from both of you :)
 

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