AI engineering glossary · Time series recsys
What is Box-Jenkins method?
Box-Jenkins method: A classic three-step recipe for ARIMA modelling: identify the orders using autocorrelation plots, estimate the parameters, and check the residuals for leftover structure, repeating until they look like noise. It is the standard workflow taught for classical time-series modelling.
Box-Jenkins method: an example
Plot ACF and PACF, try ARIMA(1,1,0), test residuals with a Ljung-Box test, then adjust.
Related terms
More Time series recsys terms
- Calendar features
- Candidate generation
- Changepoint
- Click-through rate
- Click-through rate prediction
- Cointegration
- Collaborative filtering
- Content-based filtering
Where you learn it
Box-Jenkins method is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.