ARIMA See AutoRegressive Integrated Moving Average
ARMAX (AutoRegressive Moving Average eXogenous variables model) The combination of fundamental variables outside the particular market that correlates with the independent variable added with ...
ARIMA) or a long term (e.g. FARIMA) model. The other functions that we will investigate are average mutual information, calculation of the minimum embedding dimension, and time delay to reconstruct the phase space.
AutoRegressive Integrated Moving Average (ARIMA): A linear stochastic model forecasting methodology described by Box and Jenkins in their book "Time Series Analysis, Forecasting and Control".
 See also: Trading, Performance, Average, Model, Exchange
  
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