bn:03638326n
Noun Concept
Categories: Time series analysis
EN
Autoregressive moving-average model  autoregressive–moving-average model  ARMA  ARMA model  ARMAX
EN
In the statistical analysis of time series, autoregressive–moving-average models provide a parsimonious description of a stationary stochastic process in terms of two polynomials, one for the autoregression and the second for the moving average. Wikipedia
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