What is convolution and why is it important in statistics?

A convolution is a mathematical operation on two discrete sequences (or continuous functions) that produces a new sequence (or function). In probability and statistics, a convolution is closely associated with the concept of a “moving window,” which time series analysts often call a “filter.” If you have ever smoothed a […] The post What is convolution and why is it important in statistics? appeared first on SAS Blogs .