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Refers to the AutoRegressive Integrated Moving Average model used in time series modeling both for data description and for forecasting. This model generalizes the ARMA model by including a term for differencing, which is useful for removing trends and handling some types of non-stationarity.

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What common forecasting models can be seen as special cases of ARIMA models?

"The Gauss-Markov plus white noise model of the first difference is a special case of an ARIMA (1,1,1) and the damped cosine plus white noise model is a special case of an ARIMA (2,1,2)." https://lib.dr.iastate.edu …
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