This paper extends the classical two-regime threshold autoregressive model by introducing hysteresis to its regime-switching structure, which leads to a new model: the hysteretic autoregressive model.

Yan Cui, Qi Li, Fukang Zhu, Modeling ℤ-valued time series based on new versions of the Skellam INGARCH model, Brazilian Journal of Probability and Statistics, Vol. 35, No. 2 (2021), pp. 293-314 ...

The embedded Python Processing Engine in InfluxDB 3 allows developers to write Python code that analyzes and acts on time series data in real time.