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The notation ARMAX(p, q, b) refers to a model with p autoregressive terms, q moving average terms and b exogenous inputs terms. The last term is a linear combination of the last b terms of a known and external time series d t {\displaystyle d_{t}} .
The notation () indicates an autoregressive model of order p.The AR(p) model is defined as = = + where , …, are the parameters of the model, and is white noise. [1] [2] This can be equivalently written using the backshift operator B as
Polynomials of the lag operator can be used, and this is a common notation for ARMA (autoregressive moving average) models. For example, = = = (=) specifies an AR(p) model.A polynomial of lag operators is called a lag polynomial so that, for example, the ARMA model can be concisely specified as
In time series analysis used in statistics and econometrics, autoregressive integrated moving average (ARIMA) and seasonal ARIMA (SARIMA) models are generalizations of the autoregressive moving average (ARMA) model to non-stationary series and periodic variation, respectively.
Symbol Name Meaning SI unit of measure nabla dot : the divergence operator often pronounced "del dot" per meter (m −1) : nabla cross : the curl operator often pronounced "del cross"
A solicited-node multicast address is an IPv6 multicast address used by the Neighbor Discovery Protocol to determine the link layer address associated with a given IPv6 address, which is also used to check if an address is already being used by the local-link or not, through a process called DAD (Duplicate Address Detection).
Greek letters are used in mathematics, science, engineering, and other areas where mathematical notation is used as symbols for constants, special functions, and also conventionally for variables representing certain quantities. In these contexts, the capital letters and the small letters represent distinct and unrelated entities.
In logic, mathematics, and computer science, arity (/ ˈ ær ɪ t i / ⓘ) is the number of arguments or operands taken by a function, operation or relation.In mathematics, arity may also be called rank, [1] [2] but this word can have many other meanings.