December 2018
Intermediate to advanced
318 pages
8h 28m
English
Content preview from Hands-On Machine Learning for Cybersecurity
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ARIMA
ARIMA is a generalized version of ARMA. It helps us to understand the data or make predictions. This model can be applied to non-stationary sets and hence requires an initial differential step. ARIMA can be either seasonal or non-seasonal. ARIMA can be defined with (p,d,q) where:
- p= Order of the AR model
- d = Degree of the referencing
- q = Order of the moving average
Where:
- Xt = The given time series
- L = Lag operator
- Et = Error terms
- drift is
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