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Método de Croston para Demanda Intermitente×Modelo ARIMA (Autoregressive Integrated Moving Average)×Regresión por Mínimos Cuadrados Ordinarios (MCO)×El Método Theta×
CampoEconometríaEconometríaEconometríaEconometría
FamiliaRegression modelRegression modelRegression modelRegression model
Año de origen1972201520192000
Autor originalJ. D. Croston (1972)Box & Jenkins (Box-Jenkins methodology)Wooldridge (textbook treatment); classical least squaresAssimakopoulos & Nikolopoulos
TipoIntermittent demand time-series forecastingUnivariate time-series modelLinear regressionUnivariate time-series forecasting model
Fuente seminalCroston, 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: 978-1118675021Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Assimakopoulos, V. & Nikolopoulos, K. (2000). The Theta Model: A Decomposition Approach to Forecasting. International Journal of Forecasting, 16(4), 521-530. DOI ↗
AliasCroston method, intermittent demand forecasting, Croston Yöntemi — Aralıklı Talep TahminiBox-Jenkins model, ARIMA(p,d,q), ARIMA Modeliordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonutheta model, theta forecasting, Theta Yöntemi — M3 Tahmin Yarışması Birincisi
Relacionados4554
ResumenCroston'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.
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ScholarGateComparar métodos: Croston's Method · ARIMA · OLS Regression · Theta Method. Recuperado el 2026-06-18 de https://scholargate.app/es/compare