Nonlinear autoregressive exogenous model: Difference between revisions

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In [[time series]] modeling, a '''nonlinear autoregressive exogenous model''' (NARX) is a [[nonlinear]]{{disambiguation needed}} [[autoregressive model]] which has [[exogenous]] inputs. This means that the model relates the current value of a time series to both:
* past values of the same series; and
* current and past values of the driving (exogenous) series — that is, of the externally determined series that influences the series of interest.
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==External links==
* [httphttps://sourceforge.net/projects/narxsim Open-source implementation of the NARX model using neural networks]
 
[[Category:Time series models]]