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مدل خودرگرسیون (AR)×مدل SARIMA×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش1970s (popularised 1976)1970 (first edition); 1976 (revised)
پدیدآورGeorge E. P. Box and Gwilym M. JenkinsBox, Jenkins, and Reinsel
نوعTime series modelSeasonal time series model
منبع بنیادینBox, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
نام‌های دیگرAR model, AR(p) model, autoregression, AR processSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
مرتبط65
خلاصهAn autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.
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ScholarGateمقایسهٔ روش‌ها: Autoregressive model · SARIMA model. بازیابی‌شده در 2026-06-18 از https://scholargate.app/fa/compare