AI engineering glossary · Time series recsys
What is ARIMAX?
ARIMAX: An ARIMA model extended with external regressors, so the forecast depends on past values, past shocks and outside variables. It suits cases such as demand driven by price or weather.
ARIMAX: an example
Predict power demand with ARIMAX using temperature as the external input.
Related terms
More Time series recsys terms
- ARMA
- Augmented Dickey-Fuller test
- Autocorrelation
- Autocorrelation function
- Backtesting
- Bayesian personalised ranking
- Box-Jenkins method
- Calendar features
Where you learn it
ARIMAX is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.