SMAC-Group / TTS

"A Tour of Time Series Analysis with R" (TTS) is a text that is aimed to provide better explanations for students investigating dependency within observations.
6 stars 5 forks source link

Review Chap 1 #13

Closed stephaneguerrier closed 8 years ago

stephaneguerrier commented 8 years ago

Hi guys, James, Rob and I reviewed chapter 1. If you have a moment, could you go through it and let me know if you have any comments or suggestions? Thanks!

samorso commented 8 years ago

Done! This is great. Found two minor typos, but don't how I can correct it. Since it is an Intro chapter, my only suggestion would be to add more real data examples, there ain't any for AR(1) and MA(1) for example.

HaotianXu commented 8 years ago

Done!

  1. Would it be better to write the definition of all the information avaiable up to time t−1 as \Omegat = \sigma\left(X{t-1}, X_{t-2}, ..., X_0 \right)?
  2. In part "1.3.1 White noise processes", both the \sigma^2 and the \sigma^2_{\omega} are used.
coatless commented 8 years ago

@samorso Quick edits can be done with: http://tts.smac-group.com/index.html#contributing

For longer edits, see: https://github.com/SMAC-Group/TTS/blob/master/README.md

@HaotianXu: Where is \sigma^2_{\omega}?

http://tts.smac-group.com/introduction.html#white-noise-processes

I see:

https://github.com/SMAC-Group/TTS/commit/150d4e724c5eb48755705b3b1e91a2c5cb6ade78#diff-547c34c529c929ed3009c085b95fa811R148

stephaneguerrier commented 8 years ago

@samorso and @HaotianXu Merci bcp!

stephaneguerrier commented 8 years ago

@moufle7 thanks for the suggestions. I included them in the text!