Tag: arima

  • Questions about ARIMA modelling

    Questions about ARIMA modelling I am facing weird issue trying to model my NET_DEMAND. I have done unit roots tests and noticed that two levels of differencing is required and 1 level of seasonal differencing is required. But after that when I am trying to plot the ACF and PACF plots I am not seeing…

  • Galerkin-ARIMA: A Two-Stage Polynomial Regression Framework for Fast Rolling One-Step-Ahead Forecasting

    Galerkin-ARIMA: A Two-Stage Polynomial Regression Framework for Fast Rolling One-Step-Ahead Forecasting arXiv:2507.07469v1 Announce Type: new Abstract: Time-series models like ARIMA remain widely used for forecasting but limited to linear assumptions and high computational cost in large and complex datasets. We propose Galerkin-ARIMA that generalizes the AR component of ARIMA and replace it with a flexible…