The autoregressive moving average with exogenous variable (ARIMAX) model is more complete than AR or ARMA model. It is widely used in finance, economy, aerography and signal management.

• ARIMAX模型引入了外部变量,可以更好地拟合数据,对动态数据系统有较强的建模能力,因而是时序中比AR、ARMA更完备的重要模型,广泛地应用于等众多领域,受到越来越多的重视。