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.

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.