autoregressive model
A statistical model where the current value depends linearly on its own previous values. Used in time-series analysis, signal processing, and econometrics.
Autoregressive models are used to predict future values from past data.
Let's fit an autoregressive model to this time-series data.
A moving average model uses past forecast errors, while an autoregressive model uses past values of the variable itself.
ARMA combines autoregressive and moving average components; 自己回帰モデル is the AR part.
Compound of 自己 (self) + 回帰 (regression) + モデル (model), a direct translation of the English term 'autoregressive model'.