Exact(1)
The research design is based on the daily-and-hourly specific mean reversion pattern of highway traffic, which can be used to define a recurrent congestion benchmark.
Similar(58)
This pattern is long-term mean reversion: As Joseph told Pharaoh, big booms are followed by big busts.
A random variable of this form can be viewed (as usual) as a combination of signal and noise, and the signal (if one is apparent) could be a pattern of fast or slow mean reversion, or sinusoidal oscillation, or rapid alternation in sign, and it could also have a seasonal component.
Again, this pattern of results may be indicative of mean reversion.
This figure shows a plot of the mean reversion level θ under the Hull-White model.
Figure 2 presents the four cases of mean reversion down and up, momentum down and up, mean reversion down with momentum up, and momentum down with mean reversion up.
You ask me, "mean reversion" is a pretty thin reed.
The MPC is unthinkingly assuming what is called mean reversion.
"Betting on quick mean reversion is a dangerous thing," Professor Dimson said.
I could put mean reversion in there, I could do all kinds of stuff.
Rational Storage, Mean Reversion and Runs in Commodity Prices". The Economics of Food Price Volatility.
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