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ARIMA > Forum > ARIMA model or Time Fourier series
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ARIMA model or Time Fourier series
Fulvio Polo, Italy, Member
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.
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ARIMA Model PROs and CONs
Jaap de Jonge, Editor, Netherlands
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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