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	बेयसियन मूविंग एवरेज (MA) मॉडल	मूविंग एवरेज (MA) मॉडल
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1970s–1997	1970
प्रवर्तक	Bayesian framework applied to Box-Jenkins MA models; West & Harrison (1997) canonical treatment	Box and Jenkins
प्रकार	Bayesian time series model	Linear time series model
मौलिक स्रोत	West, M., & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
उपनाम	Bayesian MA, Bayesian moving average, BMA time series, MA model with Bayesian estimation	MA model, MA(q) process, moving-average process, Box-Jenkins MA
संबंधित	6	5
सारांश	The Bayesian MA model estimates a moving average time series model within a fully Bayesian framework, placing prior distributions on the MA parameters and error variance and updating them via Bayes' theorem. This approach yields full posterior distributions over model parameters and produces probabilistic forecasts with coherent uncertainty quantification.	The Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods.