AI engineering glossary · Time series recsys
What is unit root?
Unit root: A property of a series, such as a random walk, where shocks never fade and the level wanders without returning to a fixed mean. Its presence means the series is not stationary and needs differencing.
Unit root: an example
A series with y_t = y_(t-1) + shock has a unit root: today's level is yesterday's plus a random step.
Related terms
More Time series recsys terms
- User-based collaborative filtering
- User-item matrix
- Vector autoregression
- Volatility clustering
- Weak stationarity
- Weighted absolute percentage error
- White noise
- Wide and Deep
Where you learn it
Unit root is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.