Suppose x is an n-vector. The associated vector of differences is the (n 1)-vector d given
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Suppose x is an n-vector. The associated vector of differences is the (n − 1)-vector d given by d = (x2 − x1, x3 − x2, . . . , xn − xn−1). Express d in terms of x using vector operations (e.g., slicing notation, sum, difference, linear combinations, inner product). The difference vector has a simple interpretion when x represents a time series. For example if x gives the daily value of some quantity, d gives the day-to-day changes in value of the quantity.
Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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