query: Effect of scaling data on ARMA coefficients
positive_passages.docid: 156972
positive_passages.text: Scale-invariant analysis of time series
negative_passages.docid: 111931
negative_passages.text: Sampling distribution of regression coefficients
negative_passages.docid: 49886
negative_passages.text: ARIMA model identification
negative_passages.docid: 125679
negative_passages.text: Weighted Root Mean Square Error
negative_passages.docid: 128070
negative_passages.text: Why can't ARIMA model large lags and/or long range dependence?
negative_passages.docid: 69347
negative_passages.text: Fitting Methods in Arima
negative_passages.docid: 95525
negative_passages.text: Is it beneficial/feasible to use kenward-roger/satterthwaite degrees of freedom in generalized estimating equations?
negative_passages.docid: 154667
negative_passages.text: Singular values of the data matrix and eigenvalues of the covariance matrix
negative_passages.docid: 113046
negative_passages.text: Coefficients and significance of lasso/ridge
negative_passages.docid: 84530
negative_passages.text: Size of Mean Squared Error (MSE)
negative_passages.docid: 18254
negative_passages.text: Is R-squared truly an invalid metric for non-linear models?
negative_passages.docid: 33823
negative_passages.text: Forcing smoothness of regression coefficients
negative_passages.docid: 92434
negative_passages.text: Hat matrix and leverages in classical multiple regression
negative_passages.docid: 40108
negative_passages.text: standardising non normally distributed predictors for regression
negative_passages.docid: 15196
negative_passages.text: Why scaling is important for the linear SVM classification?
negative_passages.docid: 98433
negative_passages.text: Closed form solution for slope coefficients in bivariate regression
negative_passages.docid: 131757
negative_passages.text: Power law fitting of data with uncertainties