清空筛选条件
清空筛选条件

How should I fit best ARMA/ARIMA model for an excel sheet data?

3 次查看（过去 30 天）
na ja
na ja 2016-8-15
评论： Brendan Hamm 2016-8-15
Hi, I have basic knowledge of statistics. I have an excel sheet which consists of sensor output at unequal time intervals. When plotted, the series doesn't show any sign of seasonality or trend. How should I decide the orders of AR and MA parts respectively? I need to predict the next values.
  1 个评论
Brendan Hamm
Brendan Hamm 2016-8-15
If you have unequal time steps then an AR or ARMA process would not be the correct model, (this assumes equal spacing). You could always interpolate your data prior to fitting the model, but this could be done in any number of ways. This might be better modeled using a Poisson jump process.

请先登录，再进行评论。

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Conditional Mean Models 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by