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 ...

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.