TERMIUM Plus®

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AUTOREGRESSIVE FILTERING METHOD [1 record]

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Alphabetical list of terms

Record 1 1979-04-27

English

Subject field(s)
  • Statistical Methods
CONT

First results of an autoregressive filtering method in EEG. ... The method is based on an autoregressive model.

OBS

autoregression: A stochastic relation connecting the value of a variable at time t with values of the same variable at previous times.

French

Domaine(s)
  • Méthodes statistiques
DEF

Technique d'interpolation et de prédiction par régression linéaire des valeurs d'une fonction [...] considérée comme réalisation (= trajectoire) d'une fonction aléatoire, cette réalisation étant supposée connue numériquement sur un ensemble de N points [...]

CONT

[Le] volume de calcul croît en fonction de N : - de façon linéaire pour la méthode des moindres carrés. - de façon exponentielle pour la méthode des filtres autorégressifs.

Spanish

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