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ईटीएस: त्रुटि, प्रवृत्ति, मौसमी घातीय स्मूथिंग×संरचनात्मक समय श्रृंखला मॉडल (मूल संरचनात्मक मॉडल)×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष20081990
प्रवर्तकHyndman, Koehler, Ord & Snyder (state space framework)Andrew C. Harvey
प्रकारExponential smoothing state space modelState-space (unobserved components) time series model
मौलिक स्रोतHyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Springer. DOI ↗Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press. ISBN: 978-0521405737
उपनामexponential smoothing state space model, innovations state space model, Holt-Winters family, ETS — Hata/Trend/Mevsimsellik Üstel DüzleştirmeBSM, basic structural model, unobserved components model, Yapısal Zaman Serisi Modeli (BSM)
संबंधित54
सारांशETS is a comprehensive exponential smoothing framework that automatically selects additive or multiplicative combinations of the error (E), trend (T) and seasonal (S) components of a time series. Formalised as an innovations state space model by Hyndman, Koehler, Ord and Snyder in 2008, it unifies and generalises the Holt-Winters family of forecasting methods.The Structural Time Series Model, in its Basic Structural Model (BSM) form, is Andrew Harvey's state-space approach that decomposes a series into separate stochastic trend, seasonal, cyclical, and irregular components. Developed in Harvey's 1990 treatment, it is prized for interpretability and component decomposition where ARIMA only delivers a black-box fit.
ScholarGateडेटासेट
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  1. v1
  2. 2 स्रोत
  3. PUBLISHED

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ScholarGateविधियों की तुलना करें: ETS Model · Structural Time Series Model. 2026-06-17 को यहाँ से प्राप्त https://scholargate.app/hi/compare