Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| ETS: vea, trendi, hooajalise eksponentsiaalne silumine× | Struktuurne aegridade mudel (põhistruktuurmudel)× | |
|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 2008 | 1990 |
| Looja≠ | Hyndman, Koehler, Ord & Snyder (state space framework) | Andrew C. Harvey |
| Tüüp≠ | Exponential smoothing state space model | State-space (unobserved components) time series model |
| Algallikas≠ | Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Springer. DOI ↗ | Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press. ISBN: 978-0521405737 |
| Rööpnimetused | exponential smoothing state space model, innovations state space model, Holt-Winters family, ETS — Hata/Trend/Mevsimsellik Üstel Düzleştirme | BSM, basic structural model, unobserved components model, Yapısal Zaman Serisi Modeli (BSM) |
| Seotud≠ | 5 | 4 |
| Kokkuvõte≠ | ETS is a comprehensive exponential smoothing framework that automatically selects additive or multiplicative combinations of the error (E), trend (T) and seasonal (S) components of a time series. Formalised as an innovations state space model by Hyndman, Koehler, Ord and Snyder in 2008, it unifies and generalises the Holt-Winters family of forecasting methods. | The Structural Time Series Model, in its Basic Structural Model (BSM) form, is Andrew Harvey's state-space approach that decomposes a series into separate stochastic trend, seasonal, cyclical, and irregular components. Developed in Harvey's 1990 treatment, it is prized for interpretability and component decomposition where ARIMA only delivers a black-box fit. |
| ScholarGateAndmestik ↗ |
|
|