AI engineering glossary · Time series recsys
What is SARIMA?
SARIMA (also called Seasonal ARIMA): An extension of ARIMA with extra seasonal terms, written ARIMA(p,d,q)(P,D,Q)m, where m is the seasonal period. It applies seasonal differencing and seasonal lag terms in addition to ordinary ones. Orders are usually chosen from correlation plots, tests and information criteria, and residuals are checked for leftover pattern afterwards.
SARIMA: an example
Monthly data with yearly cycle could use SARIMA(1,1,1)(1,1,1)12.
Related terms
More Time series recsys terms
- SARIMAX
- Seasonal differencing
- Seasonal naive forecast
- Seasonality
- Sequential recommendation
- Serendipity
- Session-based recommendation
- Stationarity
Where you learn it
SARIMA is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.