问题如下:
In a white noise process, which feature is correct?
选项:
A. Conditional mean in the dataset.
B. Events in a white noise process exhibits correlation between the past and the present.
C. No correlation between data points.
D. Partial autocorrelations are greater than zero.
解释:
C is correct.
考点:白噪声
解析:白噪声序列中,随机变量X(t)(t=1,2,3……),如果是由一个不相关的随机变量的序列构成的,即对于所有S不等于T,随机变量Xt和Xs的协方差为零,序列自相关为零。
老师你好,A选项是什么意思?