Σύγκριση μεθόδων

	Μοντέλο Fourier SARIMA	Μοντέλο SARIMA
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1994	1970 (first edition); 1976 (revised)
Δημιουργός	Harvey & Scott (1994); Hyndman & Athanasopoulos (popularization)	Box, Jenkins, and Reinsel
Τύπος	Seasonal time series model with trigonometric regressors	Seasonal time series model
Θεμελιώδης πηγή	Harvey, A., & Scott, A. (1994). Seasonality in dynamic regression models. The Economic Journal, 104(427), 1324-1345.	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Εναλλακτικές ονομασίες	Fourier SARIMA, SARIMA with Fourier terms, Fourier-SARIMA, trigonometric SARIMA	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Συναφείς	6	5
Σύνοψη	The Fourier SARIMA model extends the classical Seasonal ARIMA framework by incorporating trigonometric (Fourier) terms as deterministic regressors. This allows the model to approximate smooth, complex, or multiple-frequency seasonal patterns without requiring a full seasonal ARIMA structure for every frequency, making it particularly useful for high-frequency data or series with non-integer or evolving seasonality.	SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.