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مدل آریما (میانگین متحرک یکپارچه خودرگرسیو)×پچ‌تی‌اس‌تی×
حوزهاقتصادسنجییادگیری عمیق
خانوادهRegression modelMachine learning
سال پیدایش20152023
پدیدآورBox & Jenkins (Box-Jenkins methodology)Nie, Y. et al.
نوعUnivariate time-series modelTransformer for time series forecasting
منبع بنیادینBox, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Nie, Y., Nguyen, N. H., Sinthong, P. & Kalagnanam, J. (2023). A Time Series is Worth 64 Words: Long-term Forecasting with Transformers. ICLR. link ↗
نام‌های دیگرBox-Jenkins model, ARIMA(p,d,q), ARIMA ModeliPatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
مرتبط53
خلاصهARIMA 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).PatchTST is a patch-based Transformer architecture for time series forecasting, introduced by Nie and colleagues in 2023, that cuts each series into overlapping patches treated as tokens and processes channels independently. It balances computational efficiency with strong accuracy on long-horizon forecasting.
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ScholarGateمقایسهٔ روش‌ها: ARIMA · PatchTST. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare