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Update autoregressive-model.md
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website/docs/classic-time-series-models/autoregressive-model.md

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title: Autoregressive Model (AR)
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slug: /autoregressive
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Assume we are given a time series $$x_1,\cdots, x_t$$, autoregressive (AR (p)) models the output as a linear combination of the input sequence
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Assume we are given a time series $$x_1,\cdots, x_t$$, P-th order autoregressive (AR (P)) models the output as a linear function of the input series
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$x_t = \sum_{i=1}^p a_p x_{t-i} + e_t$
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$x_t = \sum_{i=1}^P a_i x_{t-i} + e_t$
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where $\{e_t\}$ can represent etierh a controlled external input or noise.
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where $\{a_i]}$ are the coefficients. The series $\{e_t\}$ can represent either a controlled external input or noise.
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Note that the equation $\sum_{i=1}^p$ a_i x_{t-i} = a_1x_{t-1} + a_2x_{t-2}+\cdots + \cdots + a_Px_{t-P}$ describes a convolution filter. We can implement AR(P) using either a feedforward neural networks with rolling window or a convolutional network on the entire series.

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