query: Generalization of ARMA to fit many brief series instead of one long series
positive_passages.docid: 147343
positive_passages.text: Estimating same model over multiple time series
negative_passages.docid: 72427
negative_passages.text: Series expansion for small ratio of variables
negative_passages.docid: 154668
negative_passages.text: Is there any gold standard for modeling irregularly spaced time series?
negative_passages.docid: 13035
negative_passages.text: The set of functions which map convergent series to convergent series
negative_passages.docid: 156972
negative_passages.text: Scale-invariant analysis of time series
negative_passages.docid: 64192
negative_passages.text: State space representation of ARMA(p,q) from Hamilton
negative_passages.docid: 111654
negative_passages.text: Moving-average model error terms
negative_passages.docid: 82413
negative_passages.text: forecast using arima models
negative_passages.docid: 52743
negative_passages.text: ARIMA SARIMA model mathematical formula
negative_passages.docid: 101947
negative_passages.text: State-of-the-art methods for forecasting time series array
negative_passages.docid: 146656
negative_passages.text: Multivariate Application of Slutsky's lemma
negative_passages.docid: 61578
negative_passages.text: The proper way to write the input for a certain series
negative_passages.docid: 131757
negative_passages.text: Power law fitting of data with uncertainties
negative_passages.docid: 74439
negative_passages.text: Convergence of averging series
negative_passages.docid: 31721
negative_passages.text: Series with specific notation
negative_passages.docid: 101341
negative_passages.text: Variance of an AR and ARMA process derived from lag notation
negative_passages.docid: 6793
negative_passages.text: A linearly independent set about approximate units