autoregressive–moving-average (ARMA) models are a way to describe of a (weakly) stationary stochastic process using autoregression (AR) and a moving average...

moving-average model. Autoregressive–moving-average model Autoregressive integrated moving average Autoregressive model Finite impulse response Infinite impulse...

econometrics, autoregressive integrated moving average (ARIMA) and seasonal ARIMA (SARIMA) models are generalizations of the autoregressive moving average (ARMA)...

the moving-average (MA) model, it is a special case and key component of the more general autoregressive–moving-average (ARMA) and autoregressive integrated...

autoregressive fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated moving average)...

In statistics, a moving average (rolling average or running average or moving mean or rolling mean) is a calculation to analyze data points by creating...

applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series model to past...

model is appropriate when the error variance in a time series follows an autoregressive (AR) model; if an autoregressive moving average (ARMA) model is...

weighted moving average (EWMA). Technically it can also be classified as an autoregressive integrated moving average (ARIMA) (0,1,1) model with no constant...

autoregressive moving average models and related ones such as autoregressive conditional heteroskedasticity (ARCH) and GARCH models for the modelling...

different models: The behavior of the partial autocorrelation function mirrors that of the autocorrelation function for autoregressive and moving-average models...

hypothesis testing, generalized linear model (GLM), time series analysis, autoregressive–moving-average model (ARMA), vector autoregression (VAR), non-parametric...

_{j}} . An example of a linear time series model is an autoregressive moving average model. Here the model for values { X t {\displaystyle X_{t}} } in...

operator can be used, and this is a common notation for ARMA (autoregressive moving average) models. For example, ε t = X t − ∑ i = 1 p φ i X t − i = ( 1 −...

Otokar Arma, a military armoured vehicle Autoregressive–moving-average model, or ARMA model, a statistical model for time series 16S rRNA...

Errors-in-variables model Instrumental variables regression Quantile regression Generalized additive model Autoregressive model Moving average model Autoregressive moving...

space include some autoregressive and moving average processes which are both subsets of the autoregressive moving average model. Models with a non-trivial...

Random walk Autoregressive process Unit root Moving average process Autoregressive–moving-average model Autoregressive integrated moving average Vector autoregressive...

about incoming data. Alternatively, the NARMAX (Nonlinear AutoRegressive Moving Average model with eXogenous inputs) algorithms which were developed as...

parametric methods include fitting to a moving-average model (MA) and to a full autoregressive moving-average model (ARMA). Frequency estimation is the process...

Kashyap, R.L. (1982), "Optimal choice of AR and MA parts in autoregressive moving average models", IEEE Transactions on Pattern Analysis and Machine Intelligence...

series analysis Autoregressive model Moving average model Autoregressive moving average model Autoregressive integrated moving average model Anomaly time...

applications but they are for dynamic modelling. The nonlinear autoregressive moving average model with exogenous inputs (NARMAX model) can represent a wide class...

S. E.; Dickey, D. A. (1984). "Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order". Biometrika. 71 (3): 599–607. doi:10.1093/biomet/71...

average Autoregressive integrated moving average Autoregressive model Autoregressive–moving-average model Auxiliary particle filter Average Average treatment...

series models like Autoregressive (AR) model, Autoregressive moving average model (ARMA), Autoregressive integrated moving average (ARIMA) model and other...

test Ljung–Box test Autoregressive-moving-average model Breusch, T. S. (1978). "Testing for Autocorrelation in Dynamic Linear Models". Australian Economic...

autocovariance. Unit root processes, trend-stationary processes, autoregressive processes, and moving average processes are specific forms of processes with autocorrelation...

can be combined into an autoregressive-moving average (ARMA) model, or an autoregressive-integrated-moving average (ARIMA) model if non-stationarity is...

example, using an autoregressive or moving-average model). In these approaches, the task is to estimate the parameters of the model that describes the...