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Robust ARIMA मॉडल×SARIMA मॉडल×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष1986–19931970 (first edition); 1976 (revised)
प्रवर्तकTsay (1986); Chen & Liu (1993)Box, Jenkins, and Reinsel
प्रकारRobust time series modelSeasonal time series model
मौलिक स्रोतTsay, R. S. (1986). Time series model specification in the presence of outliers. Journal of the American Statistical Association, 81(393), 132–141. DOI ↗Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
उपनामrobust ARIMA, outlier-resistant ARIMA, robust time series estimation, ARIMA with outlier detectionSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
संबंधित45
सारांशRobust ARIMA extends the classical ARIMA framework to detect and correct the influence of outliers and structural breaks during estimation. By jointly identifying anomalous observations and re-estimating model parameters, it produces coefficient estimates and forecasts that are far less distorted by isolated shocks or data errors than standard ARIMA.SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.
ScholarGateडेटासेट
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  1. v1
  2. 2 स्रोत
  3. PUBLISHED

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ScholarGateविधियों की तुलना करें: Robust ARIMA model · SARIMA model. 2026-06-17 को यहाँ से प्राप्त https://scholargate.app/hi/compare