Methoden vergleichen
Prüfen Sie die ausgewählten Methoden nebeneinander; abweichende Zeilen sind hervorgehoben.
| SARIMA (Seasonal Autoregressive Integrated Moving Average)× | ETS: Fehler, Trend, Saisonale Exponentielle Glättung× | |
|---|---|---|
| Fachgebiet | Ökonometrie | Ökonometrie |
| Familie | Regression model | Regression model |
| Entstehungsjahr≠ | 2015 | 2008 |
| Urheber≠ | Box & Jenkins (seasonal extension of ARIMA) | Hyndman, Koehler, Ord & Snyder (state space framework) |
| Typ≠ | Seasonal time-series model | Exponential smoothing state space model |
| Wegweisende Quelle≠ | Box, G.E.P., Jenkins, G.M., Reinsel, G.C. & Ljung, G.M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021 | Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Springer. DOI ↗ |
| Aliasnamen≠ | seasonal ARIMA, Box-Jenkins seasonal model, SARIMA — Mevsimsel ARIMA | exponential smoothing state space model, innovations state space model, Holt-Winters family, ETS — Hata/Trend/Mevsimsellik Üstel Düzleştirme |
| Verwandt | 5 | 5 |
| Zusammenfassung≠ | SARIMA is a seasonal extension of the Box-Jenkins ARIMA model that adds seasonal differencing and seasonal autoregressive and moving-average terms. Developed within the Box, Jenkins, Reinsel and Ljung framework (5th edition, 2015), it forecasts series whose pattern repeats on a yearly, monthly, or weekly period. | ETS is a comprehensive exponential smoothing framework that automatically selects additive or multiplicative combinations of the error (E), trend (T) and seasonal (S) components of a time series. Formalised as an innovations state space model by Hyndman, Koehler, Ord and Snyder in 2008, it unifies and generalises the Holt-Winters family of forecasting methods. |
| ScholarGateDatensatz ↗ |
|
|