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Moving Average (MA) Model×অটো রিগ্রেসিভ মুভিং অ্যাভারেজ (ARMA) মডেল×অটোরিগ্রেসিভ মডেল (AR)×SARIMA মডেল×
ক্ষেত্রঅর্থমিতিঅর্থমিতিঅর্থমিতিঅর্থমিতি
পরিবারRegression modelRegression modelRegression modelRegression model
উদ্ভবের বছর197019701970s (popularised 1976)1970 (first edition); 1976 (revised)
প্রবর্তকBox and JenkinsGeorge E. P. Box and Gwilym M. JenkinsGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
ধরনLinear time series modelTime series modelTime series modelSeasonal time series model
মৌলিক উৎসBox, 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
অপর নামMA model, MA(q) process, moving-average process, Box-Jenkins MAARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)AR model, AR(p) model, autoregression, AR processSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
সম্পর্কিত5565
সারসংক্ষেপThe 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 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.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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ScholarGateপদ্ধতির তুলনা করুন: Moving Average Model · ARMA model · Autoregressive model · SARIMA model. 2026-06-18 তারিখে সংগৃহীত, উৎস: https://scholargate.app/bn/compare