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Auto-regressive Model in NLP

An auto-regressive model is often formatted as: y(t)=∑i=1naiy(t−i)+e(t)y(t) = \sum_{i=1}^n a_i y(t-i) + e(t). It uses a linear combination of previous time-related variables to predict the variable at time tt.

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Updated 2026-05-18

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Data Science

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