Tuesday, September 29, 2009

Instantaneous and lagged seasons

Helsinki is certainly a four-season city. I have often been asked which is the best season to visit. To this question, I often give monosyllabic answers after considering and discarding some very long and unsatisfactory answers.

It struck me that of the four, perhaps the season that is experienced with least immediacy is spring. Whereas summer, fall and winter can be experienced with great immediacy, the experience of spring critically depends on the winter that is ending (the input or the moving-average component) and its experience (the state or the auto-regressive component).

So, I would call spring a causal, auto-regressive moving-average season, a lagged season and rank it as the least interesting when experienced instantaneously.