Advanced Forecasting with Python: With State-of-the-Art-Models Including LSTMs, Facebook’s Prophet, and Amazon’s DeepAR

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2021

J. KorstanjeAdvanced Forecasting with Pythonhttps://doi.org/10.1007/978-1-4842-7150-6_4

4. The MA Model

Joos Korstanje¹  

(1)

Maisons Alfort, France

 

The MA model, short for the Moving Average model , is the second important building block in univariate time series (see Table 4-1). Like the AR model, it is a building block that is more often used as a part of more complex time series, but it can also be used as a stand-alone.

Table 4-1

The Building Blocks of Univariate Time Series

Name	Explanation	Chapter
AR	Autoregression	3
MA	Moving Average	4
ARMA	Combination of AR and MA models	5
ARIMA	Adding differencing (I) to the ARMA model	6
SARIMA	Adding seasonality (S) to the ARIMA model ...