时间序列-ARIMA

时间序列-ARIMA (Time Series - ARIMA)

We have already understood that for a stationary time series a variable at time ‘t’ is a linear function of prior observations or residual errors. Hence it is time for us to combine the two and have an Auto-regressive moving average (ARMA) model.

我们已经了解，对于平稳的时间序列，时间“ t”处的变量是先前观测值或残差的线性函数。 因此，现在是我们将两者结合起来并拥有自回归移动平均值(ARMA)模型的时候了。

However, at times the time series is not stationary, i.e the statistical properties of a series like mean, variance changes over time. And the statistical models we have studied so far assume the time series to be stationary, therefore, we can include a pre-processing step of differencing the time series to make it stationary. Now, it is important for us to find out whether the time series we are dealing with is stationary or not.

但是，有时时间序列不是固定的，即序列的统计属性(例如均值࿰