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Time series functionality

Posted 10 years ago

I was recently browsing the machine learning functionality at http://reference.wolfram.com/language/ref/TimeSeriesModelFit.html

I think adding models with exogenous variables would be very useful i.e. like ARMAX . Sometimes the time series does not exist in isolation. For example if we are forecasting the electricity price one of the most important variable is not its own series but a series of temperatures alongside it. Thank you very much!

POSTED BY: Nabeel Butt
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