Machine Learning Glossary

Simple definitions to complex terms
machine-learning
time-series
Author

Mike Tokic

Published

September 25, 2024

Jump to: A · B · C · D · E · F · G · H · I · J · K · L · M · N · O · P · Q · R · S · T · U · V · W · X · Y · Z

A

Additive Decomposition

ARIMA

Artificial Intelligence (AI)

Autocorrelation (ACF)

B

Back Testing

Binary Variable

Box-Cox Transformation

C

Causation

Compound Annual Growth Rate

Confidence Interval

Correlation

D

Dependant Variable

Differencing

Distance Correlation (dCor)

E

Exploratory Data Analysis (EDA)

Exponential Smoothing

External Regressors (xregs)

F

Feature

Feature Engineering

First Order Differencing

Fitted Values

G

H

Homoscedastic

I

Independent Variable

Interquartile Range (IQR)

J

K

L

Lag

M

Machine Learning (ML)

Missing at Random (MAR)

Missing Completely at Random (MCAR)

Missing Data

Mixed Mechanisms (Missing Data)

Model

Moving Average (MA)

Multicolinearity

Multiplicative Decomposition

Multivariate Model

Mutual Information (MI)

N

Noise

Not Missing at Random (NMAR)

O

Outlier

P

Partial Autocorrelation (PACF)

Period

Prediction Interval

Q

R

Regression

Remainder

Residual

S

Seasonality

Seasonal Differencing

Second Order Differencing

Signal

Smell Test

Stationary

Statistically Significant

Supervised Learning

T

Target Variable

Test Data

Time Series

Time Series Cross-Validation

Time Series Decomposition

Timestamp

Train Data

Trend

U

Univariate Model

V

Variance

W

White Noise

X

Y

Z

Z-Score