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discretization |
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discretization [dis‚krēd·ə′zā·shən] (mathematics) A procedure in the numerical solution of partial differential equations in which the domain of the independent variable is subdivided into cells or elements and the equations are expressed in discrete form at each point by finite difference, finite volume, or finite element methods. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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The rationale for data augmentation is that the approximation error that arises when a continuous-time process is discretised is mitigated if the data employed in estimation are of a sufficiently high frequency. For estimation purposes equation 1 can be discretised as:(3) |
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