ARIMA model or Time Fourier series

12manage is a knowledge platform about management with over 1 million participants. More information

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. (...) Read more? Sign up for free

Please register now to read all responses and to join this discussion yourself. It's easy and 100% free. Sign up for free     Log in

		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.