Non Stationarity
topic on 1 show · 1 statements across 1 episodes
1 statements about Non Stationarity, every show
Mauboussin: Algorithmic models fail when applied to non-stationary, dynamic systems
“You have to be very, very careful about systems that are changing, you know, the fancy term for its non-stationarity. So the statistical properties and underlying systems change over time. And that's another concern I might have, and we see it a little bit of …”