Vertaile menetelmiä

	ARIMA (Autoregressive Integrated Moving Average) -malli	Kausiluonteinen ARIMA (SARIMA)	STL-hajotelma: Kausivaihtelun ja trendin hajotelma Loess-menetelmällä
Tieteenala	Ekonometria	Ekonometria	Ekonometria
Menetelmäperhe	Regression model	Regression model	Process / pipeline
Syntyvuosi	2015	2015	1990
Kehittäjä	Box & Jenkins (Box-Jenkins methodology)	Box & Jenkins (seasonal extension of ARIMA)	Cleveland, Cleveland, McRae & Terpenning
Tyyppi	Univariate time-series model	Seasonal time-series model	nonparametric iterative smoother
Alkuperäislähde	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Box, G.E.P., Jenkins, G.M., Reinsel, G.C. & Ljung, G.M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. (1990). STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics, 6(1), 3–73.
Rinnakkaisnimet	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	seasonal ARIMA, Box-Jenkins seasonal model, SARIMA — Mevsimsel ARIMA	Seasonal-Trend Decomposition using Loess, STL filtering, Loess-based seasonal decomposition, Mevsimsel-Trend Ayrıştırma (STL)
Liittyvät	5	5	3
Tiivistelmä	ARIMA 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).	SARIMA is a seasonal extension of the Box-Jenkins ARIMA model that adds seasonal differencing and seasonal autoregressive and moving-average terms. Developed within the Box, Jenkins, Reinsel and Ljung framework (5th edition, 2015), it forecasts series whose pattern repeats on a yearly, monthly, or weekly period.	STL Decomposition, introduced by Cleveland, Cleveland, McRae, and Terpenning (1990), is a nonparametric procedure that separates a time series into three additive components — trend, seasonal, and remainder — using iterative locally weighted regression (loess). Widely used in economics, meteorology, and data science, it handles time series of any periodicity and is robust to the presence of outliers, making it a highly flexible alternative to classical decomposition methods.