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

Many statistical models, and in particular autoregressive-moving average time series models, can be regarded as means of transforming the data to white noise, that is, to an uncorrelated sequence of ...