AI engineering glossary · Time series recsys
What is ARIMA?
ARIMA (also called Autoregressive integrated moving average): A widely used forecasting model that differences the series d times to make it stationary and then fits an ARMA(p, q) to the result. It is written ARIMA(p, d, q) and can handle trends but not seasonality directly.
ARIMA: an example
ARIMA(1,1,1) differences once, then uses one lagged value and one lagged shock.
Related terms
More Time series recsys terms
- ARIMAX
- ARMA
- Augmented Dickey-Fuller test
- Autocorrelation
- Autocorrelation function
- Backtesting
- Bayesian personalised ranking
- Box-Jenkins method
Where you learn it
ARIMA is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.