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Ordbog / ARIMA


Sidst opdateret 16. august 2023

What is ARIMA?

ARIMA (AutoRegressive Integrated Moving Average) is an extension of the another , , that incorporates differencing (integration) to handle non-stationary data. Non-stationary data refers to data that exhibits trends, , or other time-dependent patterns.

What are the components of ARIMA?

  • Differencing: If the data is non-stationary, differencing is applied to make it stationary. Differencing involves calculating the differences between consecutive observations to remove trends or seasonality.
  • Autoregressive (AR) and (MA) components: After differencing, the AR and MA components are applied to the differenced data to capture any remaining autocorrelation and moving average patterns.