Robustne SARIMA mudel
Robustne SARIMA laiendab klassikalist sesoonse ARIMA raamistikku, asendades standardse vähimruutude kriteeriumi robustse kaofunktsiooniga – näiteks M-hinnanguga –, nii et sesoonsete aegridade hälbed ja raske sabaga innovatsioonid ei moonutaks parameetrite hinnanguid ega muudaks prognoose kehtetuks.
Loe meetodi täielikku kirjeldust
Selle osa lugemiseks logi sisse tasuta kontoga.
Method map
The neighbourhood of related methods — select a node to explore.
Allikad
- Muler, N., Peña, D., & Yohai, V. J. (2009). Robust estimation for ARMA models. The Annals of Statistics, 37(2), 816–840. DOI: 10.1214/07-AOS570 ↗
- Franses, P. H., & Ghijsels, H. (1999). Additive outliers, GARCH and forecasting volatility. International Journal of Forecasting, 15(1), 1–9. DOI: 10.1016/S0169-2070(98)00053-3 ↗
Kuidas sellele lehele viidata
ScholarGate. (2026, June 3). Robust Seasonal Autoregressive Integrated Moving Average Model. ScholarGate. https://scholargate.app/et/econometrics/robust-sarima-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- ARIMA mudel (autoregressiivne integreeritud libisev keskmine)Ökonomeetria↔ compare
- Robust RegressionStatistika↔ compare
- SARIMA mudelÖkonomeetria↔ compare
- X-13ARIMA-SEATS hooajastatistikaÖkonomeetria↔ compare
Märkasid sellel lehel viga? Teata sellest või paku parandust →