השוואת שיטות

	מודל ממוצע נע פורייה (Fourier MA)	מודל פורייה-ARIMA
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1990s–2000s	2004-2012
הוגה השיטה	Harvey, A. C.; Hyndman, R. J.	Becker, Enders, and Hurn; further extended by Enders and Lee
סוג	Time series model	Time series model
מקור מכונן	Hyndman, R. J., & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts.	Enders, W., & Lee, J. (2012). The flexible Fourier form and Dickey-Fuller type unit root tests. Economics Letters, 117(1), 196-202.
כינויים	Fourier MA, Fourier-augmented moving average, trigonometric MA model, harmonic moving average model	Fourier ARIMA, ARIMA with Fourier terms, trigonometric ARIMA, Fourier-flexible ARIMA
קשורות	2	2
תקציר	The Fourier MA model combines a Moving Average (MA) error structure with Fourier series terms — sine and cosine pairs — to capture complex or high-frequency seasonal patterns in time series data. It is particularly useful when the seasonal period is long or irregular, making classical seasonal ARIMA parameterisation infeasible.	The Fourier ARIMA model augments a standard ARIMA specification with trigonometric sine and cosine terms, allowing it to capture smooth, gradual structural change and flexible nonlinear seasonality without specifying the exact timing or number of breaks in advance. It is widely used in applied macroeconometrics and finance for series exhibiting slowly evolving dynamics.