Phase estimation of the human circadian rhythm is a topic that has been explored using various modeling approaches. The current models range from physiological to mathematical, all attempting to estimate the circadian phase from different physiological or behavioral signals. Here, we have focused on estimation of the circadian phase from unobtrusively collected signals in ambulatory conditions using a statistically trained autoregressive moving average with exogenous inputs (ARMAX) model. Special attention has been given to the evaluation of heart rate interbeat intervals (RR intervals) as a potential circadian phase predictor. Prediction models were trained using all possible combinations of RR intervals, activity levels, and light exposures, each collected over a period of 24 hours. The signals were measured without any behavioral constraints, aside from the collection of saliva in the evening to determine melatonin concentration, which was measured in dim-light conditions. The model was trained and evaluated using 2 completely independent datasets, with 11 and 19 participants, respectively. The output was compared to the gold standard of circadian phase: dim-light melatonin onset (DLMO). The most accurate model that we found made use of RR intervals and light and was able to yield phase estimates with a prediction error of 2 ± 39 minutes (mean ± SD) from the DLMO reference value.