Search results
Results from the WOW.Com Content Network
In time series analysis, the moving-average model (MA model), also known as moving-average process, is a common approach for modeling univariate time series. [ 1 ] [ 2 ] The moving-average model specifies that the output variable is cross-correlated with a non-identical to itself random-variable.
The model is usually denoted ARMA(p, q), where p is the order of AR and q is the order of MA. The general ARMA model was described in the 1951 thesis of Peter Whittle , Hypothesis testing in time series analysis , and it was popularized in the 1970 book by George E. P. Box and Gwilym Jenkins .
Moving average model, order identified by where plot becomes zero. Decay, starting after a few lags Mixed autoregressive and moving average model. All zero or close to zero Data are essentially random. High values at fixed intervals Include seasonal autoregressive term. No decay to zero (or it decays extremely slowly) Series is not stationary.
Non-seasonal ARIMA models are usually denoted ARIMA(p, d, q) where parameters p, d, q are non-negative integers: p is the order (number of time lags) of the autoregressive model, d is the degree of differencing (the number of times the data have had past values subtracted), and q is the order of the moving-average model.
This page was last edited on 3 December 2016, at 11:24 (UTC).; Text is available under the Creative Commons Attribution-ShareAlike 4.0 License; additional terms may apply.
The 12th installment of Salon Art + Design, held once again at the Park Avenue Armory in New York City, drew more than 2,000 visitors—including the twins Olsen, Linda Fargo, and Colin King—on ...
In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated moving average) models by allowing non-integer values of the differencing parameter.
Get AOL Mail for FREE! Manage your email like never before with travel, photo & document views. Personalize your inbox with themes & tabs. You've Got Mail!