Michael's backyard

# 孤独

《百年孤独》总算在好几个月里，看完了。我是在去年年底所有考试结束后开始阅读的——也许是在2021年的最后一天的午后星巴克，打开了这本鸿篇巨著。最开始其实很顺利，从何塞·阿尔卡蒂奥·布恩迪亚到奥雷里亚诺·布恩迪亚上校从几十年戎马生涯归来时都很顺利，故事情节引人入胜。然而在广州游玩的时间只有不到72小时，飞赴成都的航班也只有短短两个半小时，这就打断了阅读。回家后尝试继续，却发现上校归来后布恩迪亚...

# Time Series Notes (6) - Parameter estimation

Residual Analysis Definition of residuals Consider an $\text{AR}(1)$ model with a constant term: $Z_t=\phi Z_{t-1}+\theta_0+a_t$, having estimated $\phi$ and $\theta_0$, the residuals are defined...

# Time Series Notes (5) - Parameter estimation

Introduction The hyper parameters of a time series model, for example, $p,d,q$ for an $\text{ARIMA}(p,d,q)$ model is already known. And the model will be completely determined if the values of par...

# Time Series Notes (4) - Model specification

Model-building strategy Box-Jenkins method for model-building strategy graph TD A([Start with a time series realization]) --&gt; B[Identify a preliminary time series model] --&gt; C[Estimat...

# Time Series Notes (3) - Non-stationary linear time series models

Stationarity through differencing Non-stationarity in mean Any time series with a mean function that evolves over time is non-stationary. Consider a series of the form [Z_t=\mu_t+X_t] where \$\m...