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Together with the moving-average (MA) model, it is a special case and key component of the more general autoregressive–moving-average (ARMA) and autoregressive integrated moving average (ARIMA) models of time series, which have a more complicated stochastic structure; it is also a special case of the vector autoregressive model (VAR), which ...
RRDtool (round-robin database tool) aims to handle time series data such as network bandwidth, temperatures or CPU load. The data is stored in a circular buffer based database, thus the system storage footprint remains constant over time. It also includes tools to extract round-robin data in a graphical format, for which it was originally intended.
Time-triggered systems can be viewed as a subset of a more general event-triggered (ET) system architecture (see event-driven programming).. Implementation of an ET system will typically involve use of multiple interrupts, each associated with specific periodic events (such as timer overflows) or aperiodic events (such as the arrival of messages over a communication bus at random points in time).
SETAR models were introduced by Howell Tong in 1977 and more fully developed in the seminal paper (Tong and Lim, 1980). They can be thought of in terms of extension of autoregressive models, allowing for changes in the model parameters according to the value of weakly exogenous threshold variable z t, assumed to be past values of y, e.g. y t-d, where d is the delay parameter, triggering the ...
Download as PDF; Printable version; In other projects Wikidata item; ... Pages in category "Time series models" The following 15 pages are in this category, out of 15 ...
ARCH models are commonly employed in modeling financial time series that exhibit time-varying volatility and volatility clustering, i.e. periods of swings interspersed with periods of relative calm (this is, when the time series exhibits heteroskedasticity).