Hands-On Machine Learning on Google Cloud Platform

Autoregressive moving average model

ARMA is a type of linear mathematical model that provides instant by instant an output value based on the previous input and output values. The system is seen as an entity that, instant by instant, receives an input value (input) and generates an output (output), calculated on the basis of internal parameters that in turn vary according to linear laws. Each internal parameter, therefore, will be at each instant place equal to a linear combination of all internal parameters of the previous instant and the incoming value. The output value, in turn, will be a linear combination of internal parameters, and, in rare cases, also of the incoming one.

Much more simply, ARMA can be seen as an effective combination ...