This paper extends the classical two-regime threshold autoregressive model by introducing hysteresis to its regime-switching structure, which leads to a new model: the hysteretic autoregressive model.

The ARIMA model is a statistical tool used to analyze time series data to understand trends or predict future outcomes, often applied in financial markets. ARIMA combines autoregressive and moving ...

Many statistical models, and in particular autoregressive-moving average time series models, can be regarded as means of transforming the data to white noise, that is, to an uncorrelated sequence of ...

The embedded Python Processing Engine in InfluxDB 3 allows developers to write Python code that analyzes and acts on time series data in real time.