Terminus [ ARMA ] |
ARMA
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Deutsch
Definition 1
Autoregressiver-Moving-Average-Prozess
ARMA
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Englisch
Definition 1
Autoregressive Moving Average. A time-series model that includes both AR and MA components
http://www.mathworks.com/access/helpdesk_r13/help/toolbox/garch/glossary.html 15.01.08
Definition 2
In statistics, autoregressive moving average (ARMA) models, sometimes called Box-Jenkins models after the iterative Box-Jenkins methodology usually used to estimate them, are typically applied to time series data.
Given a time series of data Xt, the ARMA model is a tool for understanding and, perhaps, predicting future values in this series. The model consists of two parts, an autoregressive (AR) part and a moving average (MA) part. The model is usually then referred to as the ARMA(p,q) model where p is the order of the autoregressive part and q is the order of the moving average part.
http://en.wikipedia.org/wiki/Autoregressive_moving_average_model 15.01.08
autoregressive moving average
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Englisch
Definition 1
Autoregressive-moving-average (ARMA) models are mathematical models of the persistence, or autocorrelation, in a time series. ARMA models are widely used in hydrology, dendrochronology, and many other fields.
http://www.ltrr.arizona.edu/~dmeko/notes_5.pdf 23.04.03
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