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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
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}} .
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
Autoregressive model (AR) estimation, which assumes that the nth sample is correlated with the previous p samples. Moving-average model (MA) estimation, which assumes that the nth sample is correlated with noise terms in the previous p samples. Autoregressive moving-average (ARMA) estimation, which generalizes the AR and MA models.
The acronyms "ARFIMA" or "FARIMA" are often used, although it is also conventional to simply extend the "ARIMA(p, d, q)" notation for models, by simply allowing the order of differencing, d, to take fractional values.
(When editing any Wikipedia page in a desktop web browser, use the "Insert" pulldown menu immediately below the article text, or the "Special characters" menu immediately above the article text.) Normally, lowercase Greek letters should be entered in italics, that is, enclosed between two single quotes ( '' ).
The probability is sometimes written to distinguish it from other functions and measure P to avoid having to define "P is a probability" and () is short for ({: ()}), where is the event space, is a random variable that is a function of (i.e., it depends upon ), and is some outcome of interest within the domain specified by (say, a particular ...
The Address Resolution Protocol (ARP) is a communication protocol used for discovering the link layer address, such as a MAC address, associated with a given internet layer address, typically an IPv4 address.