AI engineering glossary · Time series recsys
What is Ljung-Box test?
Ljung-Box test: A hypothesis test of whether a group of autocorrelations of residuals are jointly zero. A small p-value means leftover structure remains and the model is inadequate. It is usually applied to model residuals as a final check that a fitted model has captured the available structure.
Ljung-Box test: an example
Testing 10 lags of residuals gives p = 0.31, so no evidence of remaining autocorrelation.
Related terms
More Time series recsys terms
- Long tail
- Moving average
- Moving average model
- Multi-stage recommender pipeline
- Multi-step forecasting
- Multiplicative decomposition
- N-BEATS
- Naive forecast
Where you learn it
Ljung-Box test is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.