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【G検定対策】自己回帰モデル (autoregressive model, ARモデル)

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自己回帰モデル (autoregressive model, ARモデル)とは

機械学習(教師あり学習)の手法の1つで,一般的に回帰問題に適用される手法.時系列データを対象とするモデル.入力が複数種類ある場合を, ベクトル自己回帰モデル(VARモデル) と呼ぶ.

見るべき解説動画

数式が用いられているけれど,説明が多いので,数式アレルギーでも用いられた数式への理解が図れるかと思います.

数式を交えた解説動画

ハンズオンによる説明

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