Add ARIMA methods and similar?

[matteobachetti]

One request from the statistical referee of ApJ is to add time-domain, autoregressive methods such as ARIMA, ARFIMA, and such. It might be a good addition to our code. I pin it here.

[swapsha96]

I have used ARIMA model (and few others) for air quality monitoring+forecasting using a network on low-cost custom devices. I am familiar with its applications and use. Could you please share more details like its examples in astronomy, use (wrt Stingray) etc? I would like to work on it.

[dhuppenkothen]

Cool! I haven't had a time to do more than glance at it, but this paper seems very relevant: https://www.frontiersin.org/articles/10.3389/fphy.2018.00080/full

The author, Eric Feigelson, is one of the main proponents of ARIMA processes in astronomy. This paper describes methods that are related: https://arxiv.org/abs/1703.09710

[swapsha96]

@dhuppenkothen I will read them this week.