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ऑटोरेग्रेसिव इंटीग्रेटेड मूविंग एवरेज (ARIMA) मॉडल×TimesNet: समय श्रृंखला के लिए टेम्परल 2D-वेरिएशन मॉडलिंग×
क्षेत्रअर्थमितिगहन अधिगम
परिवारRegression modelMachine learning
उद्भव वर्ष20152023
प्रवर्तकBox & Jenkins (Box-Jenkins methodology)Haixu Wu et al.
प्रकारUnivariate time-series model2D convolutional time-series model
मौलिक स्रोतBox, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Wu, H., Hu, T., Liu, Y., Zhou, H., Wang, J., & Long, M. (2023). TimesNet: Temporal 2D-variation modeling for general time series analysis. ICLR. link ↗
उपनामBox-Jenkins model, ARIMA(p,d,q), ARIMA ModeliTemporal 2D-Variation Network, TimesNet Model, 2D Time-Series Network, Zamansal 2B Varyasyon Ağı
संबंधित52
सारांशARIMA 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).TimesNet is a general-purpose time-series model introduced by Wu et al. at ICLR 2023. Its central idea is that univariate or multivariate time series can be reinterpreted as collections of two-dimensional temporal maps by reshaping the 1D signal according to its dominant periodicities, detected via Fast Fourier Transform. This 1D-to-2D transformation exposes both intraperiod patterns (within one cycle) and interperiod trends (across cycles), enabling powerful 2D convolutional architectures to model temporal variation.
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