Rolling forecast modeling and mesh optimization parameter adjustment based on the actual time series data consolidation difference moving average autoregression model (ARIMA) of

        ARIMA model (English: Autoregressive Integrated Moving Average model), the differential integrated moving average autoregression model, also known as auto-regressive integrated moving average model (also known as mobile slide), is one of time-series forecasting analysis. The ARIMA (p, d, q), AR is "autoregressive", p autoregressive several; MA as "moving average", q is a number of moving average, d is the frequency difference to become stationary sequence made (Order).

     A kind of time-series data modeling ARIMA models in statistical analysis which can be regarded as relatively superior, the point of time also appears relatively early, of course, now predictive modeling for time series data analysis tasks like complex point, most of us still tend to to choose to machine learning and deep learning is done modeling work, after all, a statistical model compared to the performance of machine learning and deep learning model is still relatively thin.

     I believe as long as the work is done time-series data modeling class, the ARIMA model for all should not be very familiar with, or at least have heard about, here to awaken everyone's memory as soon as possible, first to a familiar set of pictures, I believe a lot of contact with ARIMA models who are from the beginning of this group of pictures.

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Origin blog.csdn.net/Together_CZ/article/details/104819255