This paper extends the classical two-regime threshold autoregressive model by introducing hysteresis to its regime-switching structure, which leads to a new model: the hysteretic autoregressive model.

Management Science, Vol. 35, No. 10 (Oct., 1989), pp. 1236-1246 (11 pages) A simple time series model for bivariate exponential variables having first-order autoregressive structure is presented, the ...

The embedded Python Processing Engine in InfluxDB 3 allows developers to write Python code that analyzes and acts on time series data in real time.