Time Series Forecasting, Fourier, Ensemble Method, Data Science, Signal Processing.
example is the AR(p) model, or the autoregressive part of ARIMA (which is essentially just a GLM — generalized linear model with only linear terms): AR(p) model y(t) is the future value of the signal you’re trying to predict b is the bias term y(t-1) is the last known value (lag 1) y(t-2) is the