List of time series method by DataNest

List of Time Series Method:

1. Autoregression (AR)

2. Moving Average (MA)

3. Autoregressive Moving Average (ARMA)

4. Autoregressive Integrated Moving Average (ARIMA)

5. Seasonal Autoregressive Integrated Moving-Average (SARIMA)

6. Seasonal Autoregressive Integrated Moving-Average with Exogenous Regressors (SARIMAX)

7. Vector Autoregression (VAR)

8. Vector Autoregression Moving-Average (VARMA)

9. Vector Autoregression Moving-Average with Exogenous Regressors (VARMAX)

10. Simple Exponential Smoothing (SES)

11. Holt Winter’s Exponential Smoothing (HWES)

12. Prophet

13. Naive method

14. LSTM (Long Short Term Memory)

15. STAR (Space Time Autoregressive)

16. GSTAR (Generalized Space Time Autoregressive)

17. LSTAR (Logistic Smooth Transition Autoregressive)

18. Transfer Function

19. Intervention Method

20. Recurrent Neural Network

21. Fuzzy Neural Network

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