ARIMA og udglatning
31 metoder i denne familie.
Udvalgte
ARIMA (Autoregressive Integrated Moving Average) ModelARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series froARIMA-modellen (Autoregressive Integrated Moving Average)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 moARMA-model (Autoregressiv glidende gennemsnit)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 mETS: Eksponentiel udjævning med fejl, trend og sæsonudsvingETS is a comprehensive exponential smoothing framework that automatically selects additive or multiplicative combinations of the error (E), trend (T) and seasonal (S) components ofETSformer: Eksponentiel udjævningstransformere til tidsserieprognoserETSformer is a deep learning architecture for time-series forecasting introduced by Woo et al. in 2022. It integrates classical exponential smoothing principles directly into the TSimpel og dobbelt eksponentiel udjævning (SES / Holt)Exponential smoothing is a family of basic time-series forecasting models in which each new observation updates a smoothed estimate by a weighting parameter. Simple exponential smo
Læsesti
Dette emnes mest refererede grundlæggende metoder, i den rækkefølge de blev udviklet — et godt sted at begynde, hvis du er ny her.
Alle metoder 31
ARIMA (Autoregressive Integrated Moving Average) ModelARIMA-modellen (Autoregressive Integrated Moving Average)ARMA-model (Autoregressiv glidende gennemsnit)ETS: Eksponentiel udjævning med fejl, trend og sæsonudsvingETSformer: Eksponentiel udjævningstransformere til tidsserieprognoserSimpel og dobbelt eksponentiel udjævning (SES / Holt)Fourier ARIMA-modellenFourier ARMA-modelFourier SARIMA-modelHolt-Winters tredobbelt eksponentiel udjævningMoving Average (MA) ModelStyrkeanalyse for multilevel- og mixed-effects-modellerIkke-lineær ARIMA-modelIkke-lineær ARMA-model (NARMA)Nonlineær SARIMA-modelPanel ARIMA ModelPanel ARMA-modelPanel SARIMA-modelRobust ARIMA-modelRobust ARMA-modelRobust SARIMA-modelRobust TidsserieanalyseSARIMA (Seasonal ARIMA)SARIMA-modelSARIMAXStrukturel Brud ARIMA ModelStrukturel Brud SARIMA ModelTidsvarierende parameter ARIMA-model (TVP-ARIMA)Tidsvarierende parameter ARMA-model (TVP-ARMA)Tidsvarierende parameter SARIMA-model (TVP-SARIMA)X-13ARIMA-SEATS Sæsonjustering