ARIMA

Intermediate

Classical statistical time-series model.

Full Definition

Classical statistical time-series model.

Keywords

autoregressive

Domains

Time Series

Related Terms

State Space Model related to

Models time evolution via hidden states.

 Kalman Filter related to

Optimal estimator for linear dynamic systems.

 Particle Filter related to

Monte Carlo method for state estimation.

 Seasonality related to

Repeating temporal patterns.

 Time Series related to

Sequential data indexed by time.

 Forecasting related to

Predicting future values from past observations.

Concept Map

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