ARIMA model

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), time series one prediction 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).

Example:

https://www.jianshu.com/p/4130bac8ebec

https://www.jianshu.com/p/305c4961ee06

Guess you like

Origin www.cnblogs.com/yuhou/p/11308920.html