The ARIMA model is a statistical tool used to analyze time series data to understand trends or predict future outcomes, often applied in financial markets. ARIMA combines autoregressive and moving ...

Journal of Business & Economic Statistics, Vol. 35, No. 2, Special Issue on Regime Switching and Threshold Models (April 2017), pp. 306-317 (12 pages) This article proposes a mixture double ...

Autoregressive models predict future sequence values based on past values using statistical techniques by collecting data over time.

The embedded Python Processing Engine in InfluxDB 3 allows developers to write Python code that analyzes and acts on time series data in real time.

This research proposes a comprehensive ALG model (Adaptive Loglinear zero-inflated Generalized Poisson integer-valued GARCH) to describe the dynamics of integer-valued time series of crime incidents ...