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मूविंग एवरेज (MA) मॉडल×ARMA मॉडल (ऑटोरिग्रेसिव मूविंग एवरेज)×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष19701970
प्रवर्तकBox and JenkinsGeorge E. P. Box and Gwilym M. Jenkins
प्रकारLinear time series modelTime series model
मौलिक स्रोतBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
उपनामMA model, MA(q) process, moving-average process, Box-Jenkins MAARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)
संबंधित55
सारांशThe 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.The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.
ScholarGateडेटासेट
  1. v1
  2. 2 स्रोत
  3. PUBLISHED
  1. v1
  2. 2 स्रोत
  3. PUBLISHED

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ScholarGateविधियों की तुलना करें: Moving Average Model · ARMA model. 2026-06-15 को यहाँ से प्राप्त https://scholargate.app/hi/compare