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অটো রিগ্রেসিভ মুভিং অ্যাভারেজ (ARMA) মডেল×ARIMA মডেল (অটোরিগ্রেসিভ ইন্টিগ্রেটেড মুভিং অ্যাভারেজ)×Moving Average (MA) Model×SARIMA মডেল×
ক্ষেত্রঅর্থমিতিঅর্থমিতিঅর্থমিতিঅর্থমিতি
পরিবারRegression modelRegression modelRegression modelRegression model
উদ্ভবের বছর1970197019701970 (first edition); 1976 (revised)
প্রবর্তকGeorge E. P. Box and Gwilym M. JenkinsGeorge Box and Gwilym JenkinsBox and JenkinsBox, Jenkins, and Reinsel
ধরনTime series modelTime series forecasting modelLinear time series modelSeasonal time series model
মৌলিক উৎসBox, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, 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., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
অপর নামARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)MA model, MA(q) process, moving-average process, Box-Jenkins MASARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
সম্পর্কিত5655
সারসংক্ষেপThe ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.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 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.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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ScholarGateপদ্ধতির তুলনা করুন: ARMA model · ARIMA model · Moving Average Model · SARIMA model. 2026-06-18 তারিখে সংগৃহীত, উৎস: https://scholargate.app/bn/compare