Autoregressive models are a statistical technique used to predict future values in a sequence based on its past values. It is essentially a fancy way of saying that it uses the past to predict the ...

Tesla’s Full Self-Driving system relies on autoregressive transformers to predict and navigate complex driving scenarios.

Ordinary regression analysis is based on several statistical assumptions. One key assumption is that the errors are independent of each other. However, with time series data, the ordinary regression ...

To capture the "long-memory" effect in volatility, a multiplicative component conditional autoregressive range (MCCARR) model is proposed. We show theoretically that the MCCARR model can capture the ...