AI engineering glossary · Time series recsys
What is white noise?
White noise: A series of uncorrelated random values with constant mean and variance, so nothing about the past helps predict the next value. Model residuals should look like it; if they do not, the model has missed some structure.
White noise: an example
Random draws from a normal distribution with mean 0 and variance 1, one per day.
Related terms
More Time series recsys terms
- Wide and Deep
- Additive decomposition
- Alternating least squares
- Anomaly detection (time series)
- ARCH model
- ARIMA
- ARIMAX
- ARMA
Where you learn it
White noise is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.