Stochastic Drift
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High Quality Content by WIKIPEDIA articles! The word stochastic (Gr. ??????, guess) means random, pertaining to chance. Stochastic models are based on random trials and usually envelope a randomly determined sequence of observations.Longitudinal studies of secular events are frequently conceptualized as consisting of a trend component fitted by a polynomial, a cyclical component often fitted by an analysis based on autocorrelations or on a Fourier series, and a random component (stochastic drift) to be removed. In the course of the time series analysis, identification of cyclical and stochasti...
High Quality Content by WIKIPEDIA articles! The word stochastic (Gr. ??????, guess) means random, pertaining to chance. Stochastic models are based on random trials and usually envelope a randomly determined sequence of observations.Longitudinal studies of secular events are frequently conceptualized as consisting of a trend component fitted by a polynomial, a cyclical component often fitted by an analysis based on autocorrelations or on a Fourier series, and a random component (stochastic drift) to be removed. In the course of the time series analysis, identification of cyclical and stochastic drift components is often attempted by alternating autocorrelation analysis and differencing of the trend. Autocorrelation analysis helps to identify the correct phase of the fitted model while the successive differencing transforms the stochastic drift component into white noise.
