autoregression

https://doi.org/10.1351/goldbook.10084
Stochastic process in which future values are estimated based on a weighted sum of past values.
Note: A process called AR(1) is a first order process, meaning that the current value is based on the immediately preceding value. An AR(2) process has the current value based on the previous two values.
Source:
PAC, 2016, 88, 407. (Vocabulary of concepts and terms in chemometrics (IUPAC Recommendations 2016)) on page 417 [Terms] [Paper]
Citation: 'autoregression' in IUPAC Compendium of Chemical Terminology, 5th ed. International Union of Pure and Applied Chemistry; 2025. Online version 5.0.0, 2025. https://doi.org/10.1351/goldbook.10084 RIS BibTex EndNote
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