Automatic ARIMA!

Chris Kuo/Dr. Dataman
12 min readJan 25, 2024

Automatic model selection and multi-step forecasting

ARIMA (AutoRegressive Integrated Moving Average) is a statistical model used for time series forecasting and analysis. The origin of ARIMA can be traced back to the early 1900s with the development of autoregressive (AR) models and moving average (MA) models separately. Neither model appears sufficient to capture the complex dynamics of real-world time series data. In the 1960s…

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Chris Kuo/Dr. Dataman

The Dataman articles are my reflections on data science and teaching notes at Columbia University https://sps.columbia.edu/faculty/chris-kuo