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ARiMA is not Sufficient

Data Skeptic

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How to Model Out the Noise in Different Parts of the Frequency

In the paper, these methods end up distorting the data at certain frequencies. So that's kind of a weakness, or an achilles heel in the model. What was next once you had this observation? We just propose a very general method, which is called a remasa model and we do spectral arliances and digita flitery. And then to apply ama and the forecast. This isa quite simple fromwork actually,. what we should devilop some data dependent digita flittery such than this littery. Because the lows can exist in different forms. Sometimes it's not ten easy for you until you find it.

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