This paper extends the classical two-regime threshold autoregressive model by introducing hysteresis to its regime-switching structure, which leads to a new model: the hysteretic autoregressive model.

Time series regression usually involves independent variables other than a time-trend. However, the simple time-trend model is convenient for illustrating regression with autocorrelated errors, and ...

The embedded Python Processing Engine in InfluxDB 3 allows developers to write Python code that analyzes and acts on time series data in real time.