Σύγκριση μεθόδων

	Μοντέλο Robust SARIMA	Μοντέλο ARIMA (Αυτοπαλινδρομικό Ολοκληρωμένο Κινητό Μέσος Όρος)
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1979–2009	1970
Δημιουργός	Muler, Peña & Yohai (robust ARMA); earlier foundation by Denby & Martin (1979)	George Box and Gwilym Jenkins
Τύπος	Robust time-series model	Time series forecasting model
Θεμελιώδης πηγή	Muler, N., Peña, D., & Yohai, V. J. (2009). Robust estimation for ARMA models. The Annals of Statistics, 37(2), 816–840.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.
Εναλλακτικές ονομασίες	robust SARIMA, outlier-resistant SARIMA, robust seasonal ARIMA, M-estimator SARIMA	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Συναφείς	4	6
Σύνοψη	Robust SARIMA extends the classical Seasonal ARIMA framework by replacing the standard least-squares criterion with a robust loss function — such as an M-estimator — so that outliers and heavy-tailed innovations in seasonal time series cannot distort parameter estimates or invalidate forecasts.	The ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.