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Robust SARIMA-model×ARIMA-modellen (Autoregressive Integrated Moving Average)×
FagområdeØkonometriØkonometri
FamilieRegression modelRegression model
Oprindelsesår1979–20091970
OphavspersonMuler, Peña & Yohai (robust ARMA); earlier foundation by Denby & Martin (1979)George Box and Gwilym Jenkins
TypeRobust time-series modelTime series forecasting model
Oprindelig kildeMuler, 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. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Aliasserrobust SARIMA, outlier-resistant SARIMA, robust seasonal ARIMA, M-estimator SARIMAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Relaterede46
ResuméRobust 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.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.
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ScholarGateSammenlign metoder: Robust SARIMA model · ARIMA model. Hentet 2026-06-17 fra https://scholargate.app/da/compare