Methoden vergleichen

	Prophet – Dekomponierbare Zeitreihenprognose	SARIMAX
Fachgebiet	Ökonometrie	Ökonometrie
Familie	Regression model	Regression model
Entstehungsjahr	2018	2015
Urheber	Taylor & Letham (Facebook/Meta)	Box & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors
Typ	Decomposable (structural) time series model	Seasonal time-series regression model
Wegweisende Quelle	Taylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45.	Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts.
Aliasnamen	Prophet, Facebook Prophet, Meta Prophet, forecasting at scale	seasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA
Verwandt	5	4
Zusammenfassung	Prophet is a Bayesian structural time series model introduced by Taylor and Letham at Facebook/Meta in 2018. It forecasts a continuous series by decomposing it into separate, interpretable trend, seasonality, and holiday components, and is designed to be approachable for analysts working at scale.	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.