Random Walk1

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  RW (Random Walk) Information The RW (Random Walk) algorithm is a time series forecasting technique that assumes that the future values of a time series are equal to the last observed value plus a random error term. The RW algorithm is based on the principle that a series of random shocks in a time series tends to maintain the direction of the series in the short term. The RW algorithm is widely used as a benchma.. Zettelkasten/Terminology Information 2023. 4. 6.