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مدل ساریمای شکست ساختاری×مدل SARIMA×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش1970s–19981970 (first edition); 1976 (revised)
پدیدآورBox & Jenkins (SARIMA); Bai & Perron (structural break detection)Box, Jenkins, and Reinsel
نوعTime series model with regime shiftsSeasonal time series model
منبع بنیادینBai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78. DOI ↗Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
نام‌های دیگرSARIMA with structural breaks, break-augmented SARIMA, piecewise SARIMA, SARIMA-SBSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
مرتبط35
خلاصهThe Structural Break SARIMA model extends the classical Seasonal ARIMA framework by explicitly detecting and accommodating abrupt, permanent shifts in the level, trend, or seasonal pattern of a time series. Rather than forcing a single SARIMA specification across the entire sample, the model partitions the series at estimated breakpoints and fits separate SARIMA processes to each resulting segment, producing more accurate forecasts and reliable inference in the presence of regime changes.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: Structural Break SARIMA Model · SARIMA model. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare