ARMA (Auto Regressive Moving Average)

Terms from Artificial Intelligence: humans at the heart of algorithms

The glossary is being gradually proof checked, but may have typos and misspellings.

ARMA models use a combination of auto-regressive and moving average techniques to model time series. It is a form of linear model for stochastic processes.

Used in Chap. 14: pages 216, 217, 220

Also known as: auto-regressive moving average

Used in glossary entries: auto-regressive model, moving average, time series