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| Μέθοδος Croston για Διάλειμμα Ζήτησης× | Μοντέλο ARIMA (Autoregressive Integrated Moving Average)× | Παλινδρόμηση Ελαχίστων Τετραγώνων (OLS)× | Η Μέθοδος Theta× | |
|---|---|---|---|---|
| Πεδίο | Οικονομετρία | Οικονομετρία | Οικονομετρία | Οικονομετρία |
| Οικογένεια | Regression model | Regression model | Regression model | Regression model |
| Έτος προέλευσης≠ | 1972 | 2015 | 2019 | 2000 |
| Δημιουργός≠ | J. D. Croston (1972) | Box & Jenkins (Box-Jenkins methodology) | Wooldridge (textbook treatment); classical least squares | Assimakopoulos & Nikolopoulos |
| Τύπος≠ | Intermittent demand time-series forecasting | Univariate time-series model | Linear regression | Univariate time-series forecasting model |
| Θεμελιώδης πηγή≠ | Croston, J. D. (1972). Forecasting and Stock Control for Intermittent Demands. Operational Research Quarterly, 23(3), 289-303. DOI ↗ | 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 | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Assimakopoulos, V. & Nikolopoulos, K. (2000). The Theta Model: A Decomposition Approach to Forecasting. International Journal of Forecasting, 16(4), 521-530. DOI ↗ |
| Εναλλακτικές ονομασίες≠ | Croston method, intermittent demand forecasting, Croston Yöntemi — Aralıklı Talep Tahmini | Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | theta model, theta forecasting, Theta Yöntemi — M3 Tahmin Yarışması Birincisi |
| Συναφείς≠ | 4 | 5 | 5 | 4 |
| Σύνοψη≠ | Croston's method, introduced by J. D. Croston in 1972, is a time-series forecasting technique built for intermittent demand series in which periods of zero demand are frequent. Instead of forecasting the raw series, it models the size of demand when it occurs and the interval between demand occurrences as two separate processes. | ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015). | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). | The Theta Method is a univariate time-series forecasting model introduced by Assimakopoulos and Nikolopoulos in 2000. It decomposes a series into two theta lines that capture its long-run trend and its short-run dynamics, forecasts each line separately, and combines them by a weighted average. Its simplicity and accuracy made it the winner of the M3 forecasting competition. |
| ScholarGateΣύνολο δεδομένων ↗ |
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