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ml-recall

#autoregressive-model

3 questions from Time Series

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3 questions · 3 min · score and explanations at the end

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Question 1: Short answer

mediumAI-checkedTime Series

A sequence follows xt=sin⁡(0.01 t)x_t = \sin(0.01\,t) exactly, with no noise. You want a linear autoregressive model x^t=∑i=1τwi xt−i\hat{x}_t = \sum_{i=1}^{\tau} w_i\, x_{t-i} that predicts every xtx_t without error. What is the smallest window length τ\tau that makes this possible?

a whole number