Σύγκριση μεθόδων

	Μοντέλο Robust ARIMA	Μοντέλο SARIMA
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1986–1993	1970 (first edition); 1976 (revised)
Δημιουργός	Tsay (1986); Chen & Liu (1993)	Box, Jenkins, and Reinsel
Τύπος	Robust time series model	Seasonal time series model
Θεμελιώδης πηγή	Tsay, R. S. (1986). Time series model specification in the presence of outliers. Journal of the American Statistical Association, 81(393), 132–141.	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	robust ARIMA, outlier-resistant ARIMA, robust time series estimation, ARIMA with outlier detection	SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Συναφείς	4	5
Σύνοψη	Robust ARIMA extends the classical ARIMA framework to detect and correct the influence of outliers and structural breaks during estimation. By jointly identifying anomalous observations and re-estimating model parameters, it produces coefficient estimates and forecasts that are far less distorted by isolated shocks or data errors than standard ARIMA.	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.