moving-average model (MA model), also known as moving-average process, is a common approach for modeling univariate time series. The moving-average model...

autoregressive–moving-average (ARMA) models are a way to describe a (weakly) stationary stochastic process using autoregression (AR) and a moving average (MA),...

integrated moving average (ARIMA) and seasonal ARIMA (SARIMA) models are generalizations of the autoregressive moving average (ARMA) model to non-stationary...

full data set. Moving average may also refer to: Moving-average model, an approach for modeling univariate time series models Moving average filter, a finite...

In statistics, a moving average (rolling average or running average or moving mean or rolling mean) is a calculation to analyze data points by creating...

Together with the moving-average (MA) model, it is a special case and key component of the more general autoregressive–moving-average (ARMA) and autoregressive...

combined into an autoregressive-moving average (ARMA) model, or an autoregressive-integrated-moving average (ARIMA) model if non-stationarity is involved...

fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated moving average) models by allowing non-integer...

autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series model to past values...

be used, and this is a common notation for ARMA (autoregressive moving average) models. For example, ε t = X t − ∑ i = 1 p φ i X t − i = ( 1 − ∑ i = 1...

In finance, a structural moving average model (SMAM) is used to calculate account balances dynamically, but with a structured method of calculation. This...

series models incorporate autocorrelation, such as unit root processes, trend-stationary processes, autoregressive processes, and moving average processes...

incoming data. Alternatively, the NARMAX (Nonlinear AutoRegressive Moving Average model with eXogenous inputs) algorithms which were developed as part of...

different models: The behavior of the partial autocorrelation function mirrors that of the autocorrelation function for autoregressive and moving-average models...

Arthur–Merlin protocol Martin's axiom, an axiom in mathematical logic Moving-average model (MA), in statistics Mach number (Ma), a measure of speed compared...

using an auto-regressive or moving-average model). In these approaches, the task is to estimate the parameters of the model that describes the stochastic...

_{j}} . An example of a linear time series model is an autoregressive moving average model. Here the model for values { X t {\displaystyle X_{t}} } in...

moving average (EMA) is a rule of thumb technique for smoothing time series data using the exponential window function. Whereas in the simple moving average...

Autoregressive model Moving average model Autoregressive moving average model Autoregressive integrated moving average model Anomaly time series Voter model Wiener...

(surname), a Japanese surname ARIMA, autoregressive integrated moving average, model in statistics Arima (parliamentary constituency), an electoral district...

Arma, a military armoured vehicle Autoregressive–moving-average model, or ARMA model, a statistical model for time series 16S rRNA (guanine1405-N7)-methyltransferase...

function being a weighted average of the current and various lagged independent variable values. Similarly, a moving average model specifies an evolving variable...

autoregressive moving average models and related ones such as autoregressive conditional heteroskedasticity (ARCH) and GARCH models for the modelling of heteroskedasticity...

Unit root Moving average process Autoregressive–moving-average model Autoregressive integrated moving average Vector autoregressive model Stochastic...

using an autoregressive or moving-average model). In these approaches, the task is to estimate the parameters of the model that describes the stochastic...

include some autoregressive and moving average processes which are both subsets of the autoregressive moving average model. Models with a non-trivial autoregressive...

A large language model (LLM) is a language model trained with self-supervised machine learning on a vast amount of text, designed for natural language...

model is appropriate when the error variance in a time series follows an autoregressive (AR) model; if an autoregressive moving average (ARMA) model is...

Dickey, D. A. (1984). "Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order". Biometrika. 71 (3): 599–607. doi:10.1093/biomet/71...

SMAM may refer to: Amatopo Airstrip, ICAO code Structural moving average model Studio de musique ancienne de Montréal Search for "SMAM" on Wikipedia. This...