April 2018
Beginner to intermediate
500 pages
11h 26m
English
book
Hands-On Machine Learning on Google Cloud Platform
by Giuseppe Ciaburro, V Kishore Ayyadevara, Alexis Perrier, Bryan Fry, Antonio Gulli
Content preview from Hands-On Machine Learning on Google Cloud Platform
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Autoregressive integrated moving average models
An ARIMA model is a generalization of a ARMA model. ARIMA models are applied in cases where data show a clear tendency to non-stationarity. In these cases, to eliminate the non-stationarity, an initial differentiation step is added to the ARMA algorithm (corresponding to the integrated part of the model) that is applied one or more times.
This algorithm is therefore essentially composed of three parts:
- The part AR that determines a regression on its own delayed (that is, previous) values to the evolving variable of interest.
- The MA part. It indicates that the regression error is actually a linear combination of error terms whose values have occurred simultaneously and at various times in ...
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