autoregressive model

数学

Synonyms (4)：

AR model (ARモデル)
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autoregressive model (ARモデル)
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autoregressive process (自己回帰過程)
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autoregressive processes (自己回帰過程)
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Related terms (8)：

time series analysis (時系列分析)
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ARIMA model (ARIMAモデル)
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vector autoregression (ベクトル自己回帰)
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moving average process (移動平均過程)
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autoregressive moving average processes (自己回帰移動平均過程)
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Broader terms (1)：

statistical linear model (統計的線形モデル)
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Narrower terms (5)：

ARX Model (ARXモデル)
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multivariate autoregressive model (多変量ARモデル)
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Auto Regressive Fractionally Integrated Moving Average model (ARFIMAモデル)
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Generalized Autoregressive Conditional Heteroskedasticity model (一般分散自己回帰モデル)
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VAR model (VARモデル)
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