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مدل فوریه-ساریمـا×مدل آریما (میانگین متحرک یکپارچه خودرگرسیو)×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش19941970
پدیدآورHarvey & Scott (1994); Hyndman & Athanasopoulos (popularization)George Box and Gwilym Jenkins
نوعSeasonal time series model with trigonometric regressorsTime series forecasting model
منبع بنیادینHarvey, A., & Scott, A. (1994). Seasonality in dynamic regression models. The Economic Journal, 104(427), 1324-1345. link ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
نام‌های دیگرFourier SARIMA, SARIMA with Fourier terms, Fourier-SARIMA, trigonometric SARIMAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
مرتبط66
خلاصهThe Fourier SARIMA model extends the classical Seasonal ARIMA framework by incorporating trigonometric (Fourier) terms as deterministic regressors. This allows the model to approximate smooth, complex, or multiple-frequency seasonal patterns without requiring a full seasonal ARIMA structure for every frequency, making it particularly useful for high-frequency data or series with non-integer or evolving seasonality.The ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.
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ScholarGateمقایسهٔ روش‌ها: Fourier SARIMA model · ARIMA model. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare