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.
 
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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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