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Модел SARIMA×Модел ARIMA (Авторегресионен интегриран плъзгащ се среден)×Авторегресивен модел (AR)×
ОбластИконометрияИконометрияИконометрия
СемействоRegression modelRegression modelRegression model
Година на възникване1970 (first edition); 1976 (revised)19701970s (popularised 1976)
СъздателBox, Jenkins, and ReinselGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. Jenkins
ТипSeasonal time series modelTime series forecasting modelTime series model
Основополагащ източникBox, 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: 978-0816211043
Други названияSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal componentARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)AR model, AR(p) model, autoregression, AR process
Свързани566
РезюмеSARIMA 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.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.
ScholarGateНабор от данни
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  2. 2 Източници
  3. PUBLISHED
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  3. PUBLISHED
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ScholarGateСравнение на методи: SARIMA model · ARIMA model · Autoregressive model. Извлечено на 2026-06-18 от https://scholargate.app/bg/compare