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using the ARIMA model
I started with the example "Forecast Validation of ARIMA Model for Lake Huron": I replaced the dataset with mine and modified the parameters of the model to obtain an acceptable RMSE value, but I stopped here.
I tried to read up on the subject but I still have many doubts:
1. Does the arima model have a training phase in which it learns from the data provided or does the data only serve to verify how good the parameters set in the model are? Or what else?
2. Once the model has been trained, how can I connect it to another data source and verify that it also works on these test data without the model being modified (eg: restarting / resuming learning)?