ARIMA model or Time Fourier series

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Fulvio Polo
Italy

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.

  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.

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