ARIMA model or Time Fourier series

ARIMA model or Time Fourier series

The ARIMA model is a useful model, but sometimes not precise enough.

An interesting application for phenomenons believed to be cyclic, is the Time Fourier Series (TFS).
Particularly for short-time projecting, I think TFS is very useful (But, I repeat, only for cyclic phenomenons).

ARIMA is efficacious if we are sure about the influence of the state before or the state after.

		Comments Rating
		1 Jaap de Jonge Editor, Netherlands
	ARIMA Model PROs and CONs Please explain a bit more on what you mean with the statement: "ARIMA is efficacious if we are sure about the influence of the state before or the state after"? Thank you.