December 2018
Intermediate to advanced
318 pages
8h 28m
English
Content preview from Hands-On Machine Learning for Cybersecurity
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ARMA
This is a weak stochastic stationary process, such that, when provided with a time series Xt, ARMA helps to forecast future values with respect to current values. ARMA consists of two actions:
- The autoregression (p)
- The moving average (q)
- C = Constant
- Et = White noise
- θ = Parameters
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