# Optimizing Convergence for Iterative Learning of ARIMA for Stationary Time Series

@article{StypRekowski2020OptimizingCF,
title={Optimizing Convergence for Iterative Learning of ARIMA for Stationary Time Series},
author={Kevin Styp-Rekowski and Florian Schmidt and Odej Kao},
journal={2020 IEEE International Conference on Big Data (Big Data)},
year={2020},
pages={2217-2222}
}
• Published 10 December 2020
• Computer Science
• 2020 IEEE International Conference on Big Data (Big Data)
Forecasting of time series in continuous systems becomes an increasingly relevant task due to recent developments in IoT and 5G. The popular forecasting model ARIMA is applied to a large variety of applications for decades. An online variant of ARIMA applies the Online Newton Step in order to learn the underlying process of the time series. This optimization method has pitfalls concerning the computational complexity and convergence. Thus, this work focuses on the computational less expensive…

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