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Vector Autoregression

Model AIO:VectorAutoregression NOT_REVIEWED

A model that captures the linear interdependencies among multiple time series, where each variable is modeled as a linear function of its own past values and the past values of all other variables in the system.

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

Ontology Structure & Relationships

Parent Classes

AIO:Model (Model)

Branches

Model

Annotations & Sources

Synonyms:

VAR exact

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/VectorAutoregression.yaml