AI engineering glossary · Time series recsys
What is SARIMAX?
SARIMAX: A seasonal ARIMA model that also accepts external explanatory variables, called exogenous regressors. It lets known drivers such as price, holidays or promotions improve forecasts, provided their future values are known.
SARIMAX: an example
Forecast daily sales with SARIMAX using festival flags and planned discount percentages as external inputs.
Related terms
More Time series recsys terms
- Seasonal differencing
- Seasonal naive forecast
- Seasonality
- Sequential recommendation
- Serendipity
- Session-based recommendation
- Stationarity
- STL decomposition
Where you learn it
SARIMAX is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.