{"provider_name":"Hatena Blog","categories":["statistics"],"blog_url":"https://kiririmode.hatenablog.jp/","description":"\u5f80\u3005\u306b\u3057\u3066\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306b\u306f\u5468\u671f\u6027\u304c\u3042\u308a\u307e\u3059\u3002\u4f8b\u3048\u3070\u30b9\u30fc\u30d1\u30fc\u306e\u58f2\u308a\u4e0a\u3052\u306e\u5468\u671f\u306f\u5e74\u306b\u306a\u308b\u3053\u3068\u304c\u60f3\u5b9a\u3055\u308c\u308b\u3057\u3001\u91ce\u7403\u306e\u6708\u5225\u89b3\u5ba2\u52d5\u54e1\u6570\u3082\u540c\u69d8\u3067\u3057\u3087\u3046\u3002 \u3067\u306f\u3053\u306e\u5468\u671f\u304c\u5fc5\u305a\u3057\u3082\u81ea\u660e\u3067\u306a\u3044\u3068\u304d\u306b\u3001\u3069\u306e\u3088\u3046\u306b\u3057\u3066\u305d\u306e\u5468\u671f\u3092\u6c42\u3081\u308c\u3070\u826f\u3044\u306e\u3067\u3057\u3087\u3046\u304b\u3002 \u81ea\u5df1\u76f8\u95a2 \u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306b\u304a\u3044\u3066\u3001\u5143\u306e\u6642\u7cfb\u5217$\\lbrace y_{t} | t=1,2,\\cdots,T \\rbrace$\u3092\u6642\u70b9\u3092$h$\u3060\u3051\u305a\u3089\u3057\u305f\u6642\u7cfb\u5217$\\lbrace y_{t+h} | t=1,2,\\cdots,T-h \\rbrace$\u3092\u8003\u3048\u307e\u3059\u3002 \u3053\u306e$h$\u304c\u5468\u671f\u306e\u5019\u88dc\u3067\u3059\u3002 \u3053\u306e2\u3064\u306e\u7cfb\u5217\u306e\u76f8\u95a2\u4fc2\u6570$r_{h}$\u3092\u6c42\u3081\u3001\u305d\u308c\u3092$h$\u306e\u95a2\u6570\u3068\u307f\u306a\u3057\u305f\u3082\u306e\u2026","type":"rich","author_name":"kiririmode","url":"https://kiririmode.hatenablog.jp/entry/20230812/1691811766","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fkiririmode.hatenablog.jp%2Fentry%2F20230812%2F1691811766\" title=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306b\u304a\u3051\u308b\u5468\u671f\u306e\u6c42\u3081\u65b9 - \u7406\u7cfb\u5b66\u751f\u65e5\u8a18\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","image_url":"https://cdn-ak.f.st-hatena.com/images/fotolife/k/kiririmode/20230812/20230812131917.png","blog_title":"\u7406\u7cfb\u5b66\u751f\u65e5\u8a18","published":"2023-08-12 12:42:46","provider_url":"https://hatena.blog","width":"100%","version":"1.0","title":"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306b\u304a\u3051\u308b\u5468\u671f\u306e\u6c42\u3081\u65b9","author_url":"https://blog.hatena.ne.jp/kiririmode/","height":"190"}