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 ...

An increasingly valuable tool for modelling irregularly sampled time series data is the continuous time autoregressive model. The natural parameters in this model are the coefficients of the linear ...

Just describe it, get the code, and run it—all without leaving the database. InfluxDB 3 isn’t just a faster database, it’s the start of a new model for building with time series data.