Crystal ball

This module is synchronous during class session, but recorded for asynchronous viewing.

The math of seeing the future

Generation parameters

Seasonality: active period

Linear trend: slope

Normally distributed noise: mean std.dev.

Click on the black canvas to focus it and then press any key on the keyboard to generate data; each keypress produces one more data point. The green line shows the observed data and the yellow circle shows the predicted next data point.

ARIMA parameters

p AR: lag order, based on the autocorrelations
d I: differencing degree, limited to 0/1
q MA: error-window size; weight factor

Autocorrelations

Threshold: