Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Book Chapter Book Chapter Faculty Publications- Book Chapter Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Exploring ARIMA Models with Interacted Lagged Variables for Forecasting Subject The topic of the resource Autoregressive Integrated Moving Average model; Interactions among lagged variables Description An account of the resource Including interactions among the explanatory variables in regression models is a common phenomenon. However, including interactions existing among lagged variables in autoregressive models has not been explored so far. In this paper, Autoregressive Integrated Moving Average (ARIMA) model with interactions among the lagged variables is proposed for improving forecast accuracy. The methodology for identifying the interacted lagged variables and including them in the ARIMA model is suggested. Using five different data sets of different types, the paper explores the effect of interacted lagged variables in ARIMA model. The experimental results exhibit that when interactions do actually exist, ARIMA model with interactions improves the forecast accuracy as compared to ARIMA model without interactions. The Author(s), under exclusive license to Springer Nature Switzerland AG 2024. Creator An entity primarily responsible for making the resource Thangarajan B.; Nagaraja M.S.; Dhandra B.V. Source A related resource from which the described resource is derived Trends in Mathematics, Vol-Part F2357, pp. 735-745. Publisher An entity responsible for making the resource available Springer Science and Business Media Deutschland GmbH Date A point or period of time associated with an event in the lifecycle of the resource 2024-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1007/978-3-031-41420-6_61" target="_blank" rel="noreferrer noopener">https://doi.org/10.1007/978-3-031-41420-6_61</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85187166729&amp;doi=10.1007%2F978-3-031-41420-6_61&amp;partnerID=40&amp;md5=1c3de07337533d2b8499ed788c764205" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85187166729&amp;doi=10.1007%2f978-3-031-41420-6_61&amp;partnerID=40&amp;md5=1c3de07337533d2b8499ed788c764205</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 22970215 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Book chapter Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Thangarajan B., CHRIST (Deemed to be University), Bengaluru, India; Nagaraja M.S., CHRIST (Deemed to be University), Bengaluru, India; Dhandra B.V., CHRIST (Deemed to be University), Bengaluru, India