Autoregressive Model Machine Learning
noun phrase
Definition: A time-series model that uses observations from previous time steps as inputs to a regression equation in order to predict the value at the next time step; in statistics and signal processing, it is also a representation of a type of random process [Bakanach 2023/2024].
Example in context: “The model (Mfull) is an augmented version of the autoregressive model and is called the full model.” [Assaad, Devijver 2022]
Synonyms : AR model (common abbreviation); auto-regressive model
Related terms: time-series model, forecasting model