Time series is a series of observations in chronological order. The argument or predictor is time which may or may not be the time of clock, i.e., it could well be simply the instance represented by indices 1, 2, 3…which is certainly true for a sequence of notes in a raga depicting its melodic structure with some musical sense of completeness. The dependent variable is the pitch characterizing the note. The present study shows how an ARIMA model can effectively analyze the melodic structure of a North Indian raga. While the model itself is reserved for prediction, the lag of unity in the model also suggests a Markov chain of order one which can then be used to simulate the raga sequence on a computer. In this way our study supports both prediction and composition.

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