Continuous-Time Autoregressive Moving Average (CARMA) processes extend the classical discrete-time ARMA framework to continuous time, offering a flexible modelling approach for phenomena where ...

This is a preview. Log in through your library . Abstract Recently, methods for detecting unit roots in autoregressive and autoregressive-moving average time series have been proposed. The presence of ...

A modification to the model selection strategy for mixed autoregressive-moving average order determination suggested by Hannan & Rissanen (1982) is proposed. The modification is designed to eliminate ...

Autoregressive moving average models have a number of advantages including simplicity. Here’s how to use an ARMA model with InfluxDB. An ARMA or autoregressive moving average model is a forecasting ...