[SciPy-User] OT: advice on modelling a time series
Robert Kern
robert.kern at gmail.com
Fri Mar 12 12:01:45 EST 2010
On Fri, Mar 12, 2010 at 10:46, <josef.pktd at gmail.com> wrote:
> On Fri, Mar 12, 2010 at 11:32 AM, <josef.pktd at 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
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