• In statistics, econometrics, and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it can be used...
    34 KB (5,421 words) - 21:34, 14 November 2024
  • econometrics, autoregressive integrated moving average (ARIMA) and seasonal ARIMA (SARIMA) models are generalizations of the autoregressive moving average...
    24 KB (3,433 words) - 05:56, 9 October 2024
  • with the autoregressive (AR) model, the moving-average model is a special case and key component of the more general ARMA and ARIMA models of time series...
    8 KB (1,079 words) - 15:00, 5 May 2024
  • In the statistical analysis of time series, autoregressive–moving-average (ARMA) models are a way to describe of a (weakly) stationary stochastic process...
    19 KB (2,445 words) - 16:29, 1 October 2024
  • modeling, a nonlinear autoregressive exogenous model (NARX) is a nonlinear autoregressive model which has exogenous inputs. This means that the model...
    2 KB (397 words) - 13:27, 18 June 2024
  • In econometrics, the autoregressive conditional heteroskedasticity (ARCH) model is a statistical model for time series data that describes the variance...
    23 KB (3,820 words) - 19:30, 26 May 2024
  • generalize the single-variable (univariate) autoregressive model by allowing for multivariate time series. VAR models are often used in economics and the natural...
    22 KB (3,524 words) - 01:03, 22 November 2024
  • applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series model to past...
    12 KB (1,543 words) - 16:17, 18 September 2024
  • Thumbnail for Partial autocorrelation function
    lag in an autoregressive (AR) model. The use of this function was introduced as part of the Box–Jenkins approach to time series modelling, whereby plotting...
    9 KB (1,129 words) - 10:23, 1 August 2024
  • are fixed functions that define the autoregressive model. By the reparameterization trick, the autoregressive model is generalized to a normalizing flow:...
    26 KB (3,915 words) - 02:51, 23 September 2024
  • Thumbnail for STAR model
    Smooth Transition Autoregressive (STAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow...
    7 KB (1,052 words) - 21:30, 8 January 2024
  • Self-Exciting Threshold AutoRegressive (SETAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow...
    5 KB (911 words) - 19:51, 6 November 2022
  • models: a CLIP image encoder, a CLIP text encoder, an image decoder, and a "prior" model (which can be a diffusion model, or an autoregressive model)...
    83 KB (14,016 words) - 10:08, 22 November 2024
  • types of mixture model) Hidden Markov model Probabilistic context-free grammar Bayesian network (e.g. Naive bayes, Autoregressive model) Averaged one-dependence...
    19 KB (2,434 words) - 03:43, 14 August 2024
  • Llama (Large Language Model Meta AI, formerly stylized as LLaMA) is a family of autoregressive large language models (LLMs) released by Meta AI starting...
    45 KB (4,254 words) - 19:23, 25 November 2024
  • recessive inheritance ar-, a prefix of inverse hyperbolic functions Autoregressive model, concerning random processes in statistics Aqua regia, a chemical...
    4 KB (434 words) - 09:46, 6 October 2024
  • These measures are defined in the framework of Multivariate Autoregressive Model. The AR model assumes that X(t)—a sample of data at a time t—can be expressed...
    39 KB (4,615 words) - 04:38, 2 November 2024
  • addition to autoregressive (AR) and autoregressive–moving-average (ARMA) models, other important models arise in regression analysis where the model errors...
    16 KB (2,095 words) - 03:09, 28 January 2024
  • Thumbnail for Granger causality
    Granger causality analysis is usually performed by fitting a vector autoregressive model (VAR) to the time series. In particular, let X ( t ) ∈ R d × 1 {\displaystyle...
    26 KB (3,372 words) - 16:18, 15 November 2024
  • Thumbnail for Transformer (deep learning architecture)
    when the model is used for many short interactions, such as in online chatbots. Transformers are used in large language models for autoregressive sequence...
    99 KB (12,388 words) - 22:44, 22 November 2024
  • Open-Source Autoregressive Language Model. Proceedings of BigScience Episode #5 – Workshop on Challenges & Perspectives in Creating Large Language Models. Vol...
    159 KB (13,586 words) - 08:29, 24 November 2024
  • In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated moving...
    8 KB (1,253 words) - 06:29, 9 November 2023
  • Thumbnail for Economic model
    autoregressive moving average models and related ones such as autoregressive conditional heteroskedasticity (ARCH) and GARCH models for the modelling...
    30 KB (3,856 words) - 16:59, 24 September 2024
  • Thumbnail for Time series
    example, using an autoregressive or moving-average model). In these approaches, the task is to estimate the parameters of the model that describes the...
    41 KB (4,874 words) - 20:48, 23 November 2024
  • can be combined into an autoregressive-moving average (ARMA) model, or an autoregressive-integrated-moving average (ARIMA) model if non-stationarity is...
    6 KB (816 words) - 15:37, 29 May 2024
  • list): Autoregressive model (AR) estimation, which assumes that the nth sample is correlated with the previous p samples. Moving-average model (MA) estimation...
    23 KB (3,535 words) - 13:19, 8 November 2024
  • intelligence Random walk Autoregressive process Unit root Moving average process Autoregressive–moving-average model Autoregressive integrated moving average...
    5 KB (413 words) - 21:49, 5 November 2024
  • (2023). Unlike later models, DALL-E is not a diffusion model. Instead, it uses a decoder-only Transformer that autoregressively generates a text, followed...
    9 KB (2,338 words) - 08:44, 24 October 2024
  • integrated moving average Autoregressive integrated moving average Autoregressive model Autoregressive–moving-average model Auxiliary particle filter...
    87 KB (8,285 words) - 04:29, 7 October 2024
  • 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 −...
    5 KB (938 words) - 17:43, 21 September 2022