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Holt-Wintersův trojitý exponenciální průměr×SARIMAX×
OborEkonometrieEkonometrie
RodinaRegression modelRegression model
Rok vzniku19602015
TvůrceCharles C. Holt and Peter R. WintersBox & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors
TypExponential smoothing forecasting modelSeasonal time-series regression model
Původní zdrojWinters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. link ↗
Další názvytriple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirmeseasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA
Příbuzné44
ShrnutíHolt-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.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.
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ScholarGatePorovnat metody: Holt-Winters · SARIMAX. Získáno 2026-06-19 z https://scholargate.app/cs/compare