This paper extends the classical two-regime threshold autoregressive model by introducing hysteresis to its regime-switching structure, which leads to a new model: the hysteretic autoregressive model.

The embedded Python Processing Engine in InfluxDB 3 allows developers to write Python code that analyzes and acts on time series data in real time.

Under the traditional linear time series or regression setting, the conditional variance of one-step-ahead prediction is time invariant. Experience in conjunction with data analysis, however, suggests ...