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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Ganna Fagerberg

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Preprint Aug 2026

Time-Varying Multi-Seasonal ARMA Models

We propose an ARMA model that allows for multiple seasonal periods and time varying parameters in both regular and seasonal components, building upon previous work for pure AR processes and the conditional likelihood. The model is parameterized to ensure stability and invertibility at each time point. The parameter evo...

Ganna Fagerberg, Mattias Villani, Robert Kohn · 0 citations

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