autoregressive integrated moving average (ARIMA) model

  

Definition

Autoregressive moving average process (ARMA) model of a differenced time series (one that has been rendered stationary by the elimination of 'drift') whose output needs to be anti-differenced to forecast the original series. ARIMA models can represent a wide range of time series data, and are used generally in computing the probability of a future value lying between any two limits. See also Box-Jenkins models.



http://www.businessdictionary.com/definition/autoregressive-integrated-moving-average-ARIMA-model.html

Browse by Letter: # A B C D E F G H I J K L M N O P Q R S T U V W X Y Z