Time Serie - Model

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1 - About

Time series generally models focuses on modeling the random part of the model.

  • auto-regressive (AR) models,
  • auto-regressive moving average (ARMA) model.
  • Moving average (MA) models,
  • GARCH,
  • …

Should model try to represent time serie as a random process or as a process with a fixed pattern?

See also: Time Serie - Forecasting (Prediction)

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