قارن الطرق
راجع الطرق التي اخترتها جنبًا إلى جنب؛ الصفوف المختلفة مميَّزة.
| نموذج ARIMA الموسمي (SARIMA)× | ETS: تنعيم أسي للخطأ والاتجاه والموسمية× | التنعيم الأسي الثلاثي لهولت-وينترز× | Prophet× | SARIMAX× | |
|---|---|---|---|---|---|
| المجال | الاقتصاد القياسي | الاقتصاد القياسي | الاقتصاد القياسي | الاقتصاد القياسي | الاقتصاد القياسي |
| العائلة | Regression model | Regression model | Regression model | Regression model | Regression model |
| سنة النشأة≠ | 2015 | 2008 | 1960 | 2018 | 2015 |
| صاحب الطريقة≠ | Box & Jenkins (seasonal extension of ARIMA) | Hyndman, Koehler, Ord & Snyder (state space framework) | Charles C. Holt and Peter R. Winters | Taylor & Letham (Facebook/Meta) | Box & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors |
| النوع≠ | Seasonal time-series model | Exponential smoothing state space model | Exponential smoothing forecasting model | Decomposable (structural) time series model | Seasonal time-series regression model |
| المصدر التأسيسي≠ | 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 | Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Springer. DOI ↗ | Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗ | Taylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45. DOI ↗ | Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. link ↗ |
| الأسماء البديلة≠ | seasonal ARIMA, Box-Jenkins seasonal model, SARIMA — Mevsimsel ARIMA | exponential smoothing state space model, innovations state space model, Holt-Winters family, ETS — Hata/Trend/Mevsimsellik Üstel Düzleştirme | triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme | Prophet, Facebook Prophet, Meta Prophet, forecasting at scale | seasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA |
| ذات صلة≠ | 5 | 5 | 4 | 5 | 4 |
| الملخص≠ | SARIMA is a seasonal extension of the Box-Jenkins ARIMA model that adds seasonal differencing and seasonal autoregressive and moving-average terms. Developed within the Box, Jenkins, Reinsel and Ljung framework (5th edition, 2015), it forecasts series whose pattern repeats on a yearly, monthly, or weekly period. | ETS is a comprehensive exponential smoothing framework that automatically selects additive or multiplicative combinations of the error (E), trend (T) and seasonal (S) components of a time series. Formalised as an innovations state space model by Hyndman, Koehler, Ord and Snyder in 2008, it unifies and generalises the Holt-Winters family of forecasting methods. | Holt-Winters triple exponential smoothing is a forecasting model that extends Holt's double smoothing by adding a seasonal component, introduced by Peter Winters in 1960 building on Charles Holt's work. It tracks three evolving quantities — level, trend, and season — and combines them to forecast a continuous time series. | Prophet is a Bayesian structural time series model introduced by Taylor and Letham at Facebook/Meta in 2018. It forecasts a continuous series by decomposing it into separate, interpretable trend, seasonality, and holiday components, and is designed to be approachable for analysts working at scale. | SARIMAX extends the seasonal ARIMA (Box-Jenkins) model by adding exogenous explanatory variables, so it can capture the effect of holidays, economic indicators, or policy variables on a time series. It combines non-seasonal and seasonal autoregressive and moving-average dynamics with external regressors, and is estimated by maximum likelihood in state-space form. |
| ScholarGateمجموعة البيانات ↗ |
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