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Re: Time series prediction
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From: |
miro99_ale |
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Subject: |
Re: Time series prediction |
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Date: |
Mon, 2 Jan 2012 06:46:18 -0800 (PST) |
Hi Juan,
I really don't think ARMAX is what I need, because the unique stream of data
in which I'm interested in is the previous data of the time series...
I know exactly what is an ARMA model (and obviously an ARMAX one); my
problem is regarding how to obtain a model from the set of data
(timestamp-ordered) and how to obtain a prediction for the future value...
So, mathematically, I need the value of x(t) having the values of x(t-1),
x(t-2), etc...
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