Statements (28)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
time series model
|
| gptkbp:application |
forecasting
modeling time series data |
| gptkbp:assumes |
stationarity
|
| gptkbp:category |
linear models
|
| gptkbp:component |
autoregressive (AR) part
moving average (MA) part |
| gptkbp:field |
time series analysis
|
| gptkbp:form |
X_t = c + \\sum_{i=1}^p \\phi_i X_{t-i} + \\sum_{j=1}^q \\theta_j \\epsilon_{t-j} + \\epsilon_t
|
| gptkbp:fullName |
gptkb:Autoregressive_Moving_Average_series
|
| gptkbp:generalizes |
gptkb:AR_model
gptkb:MA_model |
| https://www.w3.org/2000/01/rdf-schema#label |
ARMA series
|
| gptkbp:introduced |
gptkb:Peter_Whittle
|
| gptkbp:introducedIn |
1951
|
| gptkbp:parameter |
p (order of AR part)
q (order of MA part) |
| gptkbp:relatedTo |
gptkb:SARIMA_model
gptkb:ARIMA_model gptkb:Box–Jenkins_methodology |
| gptkbp:requires |
white noise error terms
|
| gptkbp:usedFor |
modeling autocorrelation in time series
|
| gptkbp:usedIn |
gptkb:signal_processing
statistics econometrics |
| gptkbp:bfsParent |
gptkb:Bohemia_Interactive
gptkb:Operation_Flashpoint_series |
| gptkbp:bfsLayer |
7
|