I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive Integrated Moving Average (ARIMA) Model, The ARCH Model, The GARCH model, Auto ARIMA, forecasting and exploring a business case.

Python functions to calculate the FFT and autocorrelation function using GPU (Cuda)

Пример решения задач, направленных на интерполяцию и корреляцию сигналов на Python

Atividades desenvolvidas ao longo da disciplina de Filtragem Adaptativa ofertada pelo Programa de Pós-Graduação em Engenharia de Teleinformática (PPGETI).

1D and 2D auto/cross correlations in wolfram