Definition of "autoregressive" []

  • Employing autoregression, using a weighted sample of past data to predict future results (adjective) : Text is available under the Creative Commons Attribution-ShareAlike License

Use "autoregressive" in a sentence
  • "In particular, he applied the concept of "autoregressive conditional heteroskedasticity" (ARCH) for this purpose."
  • "For instance, suppose you needed to generate time-varying Rayleigh fading channels based on autoregressive models to support your fading channel simulation."
  • "The autoregressive parameter is estimated for each of these series, as well as the number of warmest years occurring in 1990-2005."