Glossary Library

Technical GlossaryMachine Learning

Vector Autoregression

A multivariate time series method that jointly models multiple series through their mutually influencing past values.

Vector Autoregression is used to study the dynamic relationships among multiple time series within one unified model. It is suitable for mutually influencing series such as economic indicators, production metrics, or multi-sensor streams. Beyond single-series forecasting, VAR enables analysis of system-level behavior. However, as the number of variables grows, parameter explosion and stationarity requirements become challenging.

You Might Also Like

Explore these concepts to continue your artificial intelligence journey.

Glossary Cover

veri-bilimi-ve-veri-yonetimi

Lag Feature

A type of feature that brings time-dependent patterns into the model using values from previous time steps.

Glossary Cover

veri-bilimi-ve-veri-yonetimi

Rolling Window Features

A feature structure that summarizes past observations within a defined window to generate time-dependent signals.

Glossary Cover

makine-ogrenmesi

Linear Regression

A fundamental regression algorithm that models the linear relationship between input variables and a target variable.