Post #3080265

@julesh@mathstodon.xyz @mc@mathstodon.xyz Yeah, the application of throwing it on time series data are quite obvious. Although stocks data is problematic due to having the unit root property ( https://en.wikipedia.org/wiki/Unit_root ) after one has thrown some normalization on the data to get rid of the inflation trend and recurring trends like quartal periodic stuff (e.g. earning reports).