#nonlinear_autoregressive_exogenous_model

Nonlinear autoregressive exogenous model

In time series modeling, a nonlinear autoregressive exogenous model (NARX) is a nonlinear autoregressive model which has exogenous inputs. This means that the model relates the current value of a time series to both:past values of the same series; and current and past values of the driving (exogenous) series — that is, of the externally determined series that influences the series of interest.

Tue 18th

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