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نموذج المتوسط المتحرك (MA)×نموذج ARIMA (الانحدار الذاتي المتكامل المتوسط المتحرك)×نموذج الانحدار الذاتي (AR)×نموذج SARIMA×
المجالالاقتصاد القياسيالاقتصاد القياسيالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression modelRegression modelRegression model
سنة النشأة197019701970s (popularised 1976)1970 (first edition); 1976 (revised)
صاحب الطريقةBox and JenkinsGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
النوعLinear time series modelTime series forecasting modelTime series modelSeasonal time series model
المصدر التأسيسيBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
الأسماء البديلةMA model, MA(q) process, moving-average process, Box-Jenkins MAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)AR model, AR(p) model, autoregression, AR processSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
ذات صلة5665
الملخصThe Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods.The ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.
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ScholarGateقارن الطرق: Moving Average Model · ARIMA model · Autoregressive model · SARIMA model. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare