We generalize the Gaussian mixture transition distribution (GMTD) model introduced by Le and co-workers to the mixture autoregressive (MAR) model for the modelling of non-linear time series. The ...

The ARIMA model is a statistical tool used to analyze time series data to understand trends or predict future outcomes, often applied in financial markets. ARIMA combines autoregressive and moving ...

This paper extends the classical two-regime threshold autoregressive model by introducing hysteresis to its regime-switching structure, which leads to a new model: the hysteretic autoregressive model.

The embedded Python Processing Engine in InfluxDB 3 allows developers to write Python code that analyzes and acts on time series data in real time.