विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| ऑटोरेग्रेसिव इंटीग्रेटेड मूविंग एवरेज (ARIMA) मॉडल× | समय-श्रृंखला पूर्वानुमान के लिए अनुरूप पूर्वानुमान× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 2015 | 2021 |
| प्रवर्तक≠ | Box & Jenkins (Box-Jenkins methodology) | Angelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI) |
| प्रकार≠ | Univariate time-series model | Distribution-free prediction interval wrapper |
| मौलिक स्रोत≠ | 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 | Angelopoulos, A. N. & Bates, S. (2023). Conformal Prediction: A Gentle Introduction. Foundations and Trends in Machine Learning, 16(4), 494-591. DOI ↗ |
| उपनाम≠ | Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli | conformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi) |
| संबंधित≠ | 5 | 4 |
| सारांश≠ | 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). | Conformal prediction is a distribution-free wrapper that turns any point forecaster — ARIMA, a neural network, or a machine-learning model — into valid prediction intervals using only its residuals. The time-series form was popularised by Xu & Xie (2021) and the modern tutorial treatment by Angelopoulos & Bates (2023). |
| ScholarGateडेटासेट ↗ |
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