Journal of Business & Economic Statistics, Vol. 35, No. 2, Special Issue on Regime Switching and Threshold Models (April 2017), pp. 306-317 (12 pages) This article proposes a mixture double ...

Autoregressive models predict future sequence values based on past values using statistical techniques by collecting data over time.

The embedded Python Processing Engine in InfluxDB 3 allows developers to write Python code that analyzes and acts on time series data in real time.

This paper extends the classical two-regime threshold autoregressive model by introducing hysteresis to its regime-switching structure, which leads to a new model: the hysteretic autoregressive model.

The ARIMA model is a statistical tool used to analyze time series data to understand trends or predict future outcomes, often applied in financial markets. ARIMA combines autoregressive and moving ...

Research AI model unexpectedly attempts to modify its own code to extend runtime Facing time constraints, Sakana's "AI Scientist" attempted to change limits placed by researchers.