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Technical GlossaryMachine Learning

ARIMA

A classical model for time series forecasting that combines autoregressive and moving-average components.

ARIMA is one of the best-known classical methods in time series analysis. It produces forecasts by modeling the structure among past observations and past error terms. Stationarity assumptions and parameter selection play a critical role in its performance. It can serve as a strong starting point in scenarios involving economic indicators, sales series, and operational forecasting.