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Модел на Фурие за пълзяща средна (Fourier MA)×Модел ARIMA (Авторегресионен интегриран плъзгащ се среден)×Модел на Фурие-АРИМА×
ОбластИконометрияИконометрияИконометрия
СемействоRegression modelRegression modelRegression model
Година на възникване1990s–2000s19702004-2012
СъздателHarvey, A. C.; Hyndman, R. J.George Box and Gwilym JenkinsBecker, Enders, and Hurn; further extended by Enders and Lee
ТипTime series modelTime series forecasting modelTime series model
Основополагащ източникHyndman, R. J., & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. link ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Enders, W., & Lee, J. (2012). The flexible Fourier form and Dickey-Fuller type unit root tests. Economics Letters, 117(1), 196-202. DOI ↗
Други названияFourier MA, Fourier-augmented moving average, trigonometric MA model, harmonic moving average modelARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)Fourier ARIMA, ARIMA with Fourier terms, trigonometric ARIMA, Fourier-flexible ARIMA
Свързани262
РезюмеThe Fourier MA model combines a Moving Average (MA) error structure with Fourier series terms — sine and cosine pairs — to capture complex or high-frequency seasonal patterns in time series data. It is particularly useful when the seasonal period is long or irregular, making classical seasonal ARIMA parameterisation infeasible.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.The Fourier ARIMA model augments a standard ARIMA specification with trigonometric sine and cosine terms, allowing it to capture smooth, gradual structural change and flexible nonlinear seasonality without specifying the exact timing or number of breaks in advance. It is widely used in applied macroeconometrics and finance for series exhibiting slowly evolving dynamics.
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ScholarGateСравнение на методи: Fourier MA Model · ARIMA model · Fourier ARIMA model. Извлечено на 2026-06-19 от https://scholargate.app/bg/compare