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Theta meetod×ETS: vea, trendi, hooajalise eksponentsiaalne silumine×
ValdkondÖkonomeetriaÖkonomeetria
PerekondRegression modelRegression model
Tekkeaasta20002008
LoojaAssimakopoulos & NikolopoulosHyndman, Koehler, Ord & Snyder (state space framework)
TüüpUnivariate time-series forecasting modelExponential smoothing state space model
AlgallikasAssimakopoulos, V. & Nikolopoulos, K. (2000). The Theta Model: A Decomposition Approach to Forecasting. International Journal of Forecasting, 16(4), 521-530. DOI ↗Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Springer. DOI ↗
Rööpnimetusedtheta model, theta forecasting, Theta Yöntemi — M3 Tahmin Yarışması Birincisiexponential smoothing state space model, innovations state space model, Holt-Winters family, ETS — Hata/Trend/Mevsimsellik Üstel Düzleştirme
Seotud45
KokkuvõteThe 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.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.
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ScholarGateVõrdle meetodeid: Theta Method · ETS Model. Loetud 2026-06-15 aadressilt https://scholargate.app/et/compare