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Threshold Autoregressive

Model AIO:ThresholdAutoregressive NOT_REVIEWED

A model that allows for different autoregressive processes depending on the regime or state of the time series, enabling the capture of nonlinear behaviors.

Ontology IRI: https://w3id.org/aio/ThresholdAutoregressive

Ontology Structure & Relationships

Parent Classes

AIO:Model (Model)

Branches

Model

Annotations & Sources

Synonyms:

TAR exact

Definition Sources:

https://dx.doi.org/10.1080/01621459.1989.10478760

Subsets:

https://w3id.org/aio/ModelSubset

Import Provenance & Upstream Synchronization

Source Repo: AIO GitHub

Release Version: aio.json

Commit: 397851c547…

License: CC-BY-4.0

Imported At: 2026-10-10T07:34:10Z

SHA256: 8f741d71408c…

Source File: data/aio/ThresholdAutoregressive.yaml