Models for time series data can have many forms and represent different stochastic. When modeling variations in the level of a process, three broad classes of practical importance are the AutoRegressive (AR) models, the Integrated (I) models, and the Moving Average (MA) models. These three classes depend linearly on previous data points. Combinations of these ideas produce AutoRegressive Moving Average (ARMA) and AutoRegressive Integrated Moving Average (ARIMA) models.
List of Modeling Algorithms in Forecasting
- ARIMA
- Auto ARIMA
- Automated Exponential Smoothing
- Holt Exponential Smoothing
- Holt-Winters Exponential Smoothing
- LSTM
- Moving Average
- Random Walk
- SARIMA
- Simple Exponential Smoothing