Time Serie - Model


Time series generally models focuses on modeling the random part of the model.

  • auto-regressive (AR) models,
  • auto-regressive moving average (ARMA) model.
  • GARCH,

Should model try to represent time serie as a random process or as a process with a fixed pattern?

See also: Time Serie - Forecasting (Prediction)

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Weather Station Forecats Coconut Marriott
Time Serie - Forecasting (Prediction)

Forecasting is the process of making predictions of the future based on past and present data (time serie) and analysis of trends. Prediction is a similar, but more general term. Usage can differ...

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