Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| ARFIMA: Modelo ARMA de Integración Fraccionaria× | Regresión Ridge× | |
|---|---|---|
| Campo≠ | Econometría | Aprendizaje automático |
| Familia≠ | Regression model | Machine learning |
| Año de origen≠ | 1980 | 1970 |
| Autor original≠ | Granger & Joyeux (1980); Hosking (1981) | Hoerl, A.E. & Kennard, R.W. |
| Tipo≠ | Long-memory time series model | L2-regularized linear regression |
| Fuente seminal≠ | Granger, C. W. J. & Joyeux, R. (1980). An Introduction to Long-Memory Time Series Models and Fractional Differencing. Journal of Time Series Analysis, 1(1), 15–29. DOI ↗ | Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗ |
| Alias≠ | fractionally integrated ARMA, long-memory time series model, ARFIMA / FIGARCH, fractional differencing model | Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization |
| Relacionados≠ | 5 | 4 |
| Resumen≠ | ARFIMA is a time series model that captures long-memory behaviour using a fractional differencing parameter d, generalising the integer differencing of ARIMA. It was introduced by Granger and Joyeux (1980) and formalised by Hosking (1981) to describe series whose autocorrelations decay slowly rather than abruptly. | Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated. |
| ScholarGateConjunto de datos ↗ |
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