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Robustní model SARIMA×Model SARIMA×
OborEkonometrieEkonometrie
RodinaRegression modelRegression model
Rok vzniku1979–20091970 (first edition); 1976 (revised)
TvůrceMuler, Peña & Yohai (robust ARMA); earlier foundation by Denby & Martin (1979)Box, Jenkins, and Reinsel
TypRobust time-series modelSeasonal time series model
Původní zdrojMuler, N., Peña, D., & Yohai, V. J. (2009). Robust estimation for ARMA models. The Annals of Statistics, 37(2), 816–840. DOI ↗Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Další názvyrobust SARIMA, outlier-resistant SARIMA, robust seasonal ARIMA, M-estimator SARIMASARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Příbuzné45
ShrnutíRobust SARIMA extends the classical Seasonal ARIMA framework by replacing the standard least-squares criterion with a robust loss function — such as an M-estimator — so that outliers and heavy-tailed innovations in seasonal time series cannot distort parameter estimates or invalidate forecasts.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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ScholarGatePorovnat metody: Robust SARIMA model · SARIMA model. Získáno 2026-06-17 z https://scholargate.app/cs/compare