Vertaile menetelmiä
Tarkastele valitsemiasi menetelmiä rinnakkain; eroavat rivit korostetaan.
| ARIMA (Autoregressive Integrated Moving Average) -malli× | Yksinkertainen ja kaksinkertainen eksponentiaalinen tasoitus (SES / Holt)× | Holt-Wintersin kolminkertainen eksponentiaalinen tasoitus× | |
|---|---|---|---|
| Tieteenala | Ekonometria | Ekonometria | Ekonometria |
| Menetelmäperhe | Regression model | Regression model | Regression model |
| Syntyvuosi≠ | 2015 | 1957 | 1960 |
| Kehittäjä≠ | Box & Jenkins (Box-Jenkins methodology) | Robert G. Brown (SES); Charles C. Holt (linear trend) | Charles C. Holt and Peter R. Winters |
| Tyyppi≠ | Univariate time-series model | Exponential smoothing forecasting model | Exponential smoothing forecasting model |
| 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 | Brown, R. G. (1959). Statistical Forecasting for Inventory Control. McGraw-Hill. link ↗ | Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗ |
| Rinnakkaisnimet≠ | Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli | SES, Holt's linear trend method, exponential smoothing forecasting, Basit ve Çift Üstel Düzleştirme (SES / Holt) | triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme |
| Liittyvät≠ | 5 | 3 | 4 |
| 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). | Exponential smoothing is a family of basic time-series forecasting models in which each new observation updates a smoothed estimate by a weighting parameter. Simple exponential smoothing (SES), introduced by Robert G. Brown in 1959, forecasts series with a stable level, while Holt's double exponential smoothing, introduced by Charles C. Holt in 1957, adds a trend term using the parameters alpha and beta. | Holt-Winters triple exponential smoothing is a forecasting model that extends Holt's double smoothing by adding a seasonal component, introduced by Peter Winters in 1960 building on Charles Holt's work. It tracks three evolving quantities — level, trend, and season — and combines them to forecast a continuous time series. |
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