autoregressive
|au-to-re-gress-ive|
🇺🇸
/ˌɔːtəroʊrɪˈɡrɛsɪv/
🇬🇧
/ˌɔːtəʊrɪˈɡrɛsɪv/
depends on its own past
Etymology
'autoregressive' is formed from the combining form 'auto-' (from Greek 'autós' meaning 'self') + 'regressive' (from Latin 'regressus', past participle of 'regredi' meaning 'to go back' or 'return'), coined in English in technical/statistical contexts to mean 'self-regressing'.
'regress' entered English from Latin 'regressus' (via Medieval/Modern Latin and Old French influence), while the combining form 'auto-' comes from Greek 'autós'. The compound 'autoregressive' arose in 20th-century statistics (shortened as 'AR' in time-series analysis).
Originally elements meant 'self' and 'to go back/return'; in modern technical usage they combine to mean 'depending on or regressing on one's own past values' rather than physical backward motion.
Meanings by Part of Speech
Adjective 1
relating to a statistical or time-series model in which current values are predicted or modelled using past values of the same variable (i.e., the variable regresses on its own prior values).
An autoregressive model uses previous observations of a series to forecast its future values.
Synonyms
Antonyms
Last updated: 2025/11/28 08:34