Time series forecasting using the ARIMA model
ARIMA is one of the most popular time series forecasting models and as its name indicates is made up of three terms:
- AR: Stands for autoregression, which is nothing more than applying a linear regression algorithm using one observation and its own lagged observations as training data.
The AR model uses the following formula:
Where
are the weights of the models learned from the previous observations and 
is ...
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