The autoregressive moving average with exogenous variable (ARIMAX) model is more complete than AR or ARMA model. It is widely used in finance, economy, aerography and signal management.
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- ARIMAX模型引入了外部變量,可以更好地擬合數據,對動(dòng)態(tài)數據系統有較強的建模能力,因而是時(shí)序中比AR、ARMA更完備的重要模型,廣泛地應用于等眾多領(lǐng)域,受到越來(lái)越多的重視。
