Autoregressive Moving Average series
GPTKB entity
Statements (20)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:abbreviation |
gptkb:ARMA_series
|
| gptkbp:component |
autoregressive model
moving average model |
| gptkbp:describedBy |
ARMA(p,q) model
|
| gptkbp:field |
gptkb:signal_processing
statistics econometrics |
| gptkbp:generalizes |
autoregressive model
moving average model |
| https://www.w3.org/2000/01/rdf-schema#label |
Autoregressive Moving Average series
|
| gptkbp:introduced |
gptkb:Peter_Whittle
|
| gptkbp:parameter |
p (autoregressive order)
q (moving average order) |
| gptkbp:relatedTo |
gptkb:ARIMA_model
gptkb:Box–Jenkins_methodology |
| gptkbp:usedFor |
modeling stationary time series
|
| gptkbp:usedIn |
time series analysis
|
| gptkbp:bfsParent |
gptkb:ARMA_series
|
| gptkbp:bfsLayer |
8
|