[SciPy-User] OT: advice on modelling a time series

Robert Kern robert.kern@gmail....
Fri Mar 12 11:01:45 CST 2010


On Fri, Mar 12, 2010 at 10:46,  <josef.pktd@gmail.com> wrote:
> On Fri, Mar 12, 2010 at 11:32 AM,  <josef.pktd@gmail.com> wrote:

>> From the graph, it also looks like the three observations are strongly
>> related, so separate (univariate) modeling doesn't look like the most
>> appropriate choice.
>
> from looking at the graphs:
>
> If acceleration is an independent GARCH process, then velocity would
> just be the integral (plus noise), isn't it?

Robin will have to confirm, but I suspect that only the position was
actually measured and that he derived the velocity and acceleration
from the position time series numerically.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco


More information about the SciPy-User mailing list