Moving-average model
(重定向自MA model)
In time series analysis, the moving-average (MA) model is a common approach for modeling univariate time series. The notation MA(q) refers to the moving average model of order q:
where μ is the mean of the series, the θ1, ..., θq are the parameters of the model and the εt, εt−1,..., εt−q are white noise error terms. The value of q is called the order of the MA model. This can be equivalently written in terms of the backshift operator B as