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نماذج الذاكرة الطويلة (ARFIMA, FIGARCH)×نموذج ARIMA (الانحدار الذاتي المتكامل للمتوسط المتحرك)×
المجالالتمويلالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة19802015
صاحب الطريقةGranger & Joyeux (ARFIMA); Baillie, Bollerslev & Mikkelsen (FIGARCH)Box & Jenkins (Box-Jenkins methodology)
النوعFractionally integrated time series modelUnivariate time-series model
المصدر التأسيسيGranger, C. W. J. & Joyeux, R. (1980). An Introduction to Long-Memory Time Series Models and Fractional Differencing. Journal of Time Series Analysis, 1(1), 15-29. DOI ↗Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021
الأسماء البديلةARFIMA, FIGARCH, fractionally integrated models, fractional integrationBox-Jenkins model, ARIMA(p,d,q), ARIMA Modeli
ذات صلة45
الملخصLong-memory models are fractional-integration methods that capture genuine long memory through a hyperbolically decaying autocorrelation structure. ARFIMA, introduced by Granger and Joyeux (1980), models long memory in return series, while FIGARCH, introduced by Baillie, Bollerslev and Mikkelsen (1996), captures long memory in volatility series; the parameter d measures the degree of fractional integration.ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).
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ScholarGateقارن الطرق: Long-Memory Models · ARIMA. استُرجع بتاريخ 2026-06-15 من https://scholargate.app/ar/compare