A Conceptual Vocalubary of Time Series Analysis
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The time series generated from uncorrelated variables
If uncorrelated variables s are further independent and identically distributed (iid) the process is a white independent noise and denoted as
If are independent normal random variables, with mean 0 and variance , the process is called Gaussian white noise.
with mean 0 and finite variance is called white noise
and denoted as The designation
white originates from the analogy with white light and indicates that
all possible periodic oscillations are present with equal strength.