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| SARIMA (Seasonal ARIMA)× | ईटीएस: त्रुटि, प्रवृत्ति, मौसमी घातीय स्मूथिंग× | Holt-Winters ट्रिपल एक्सपोनेंशियल स्मूथिंग× | |
|---|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model | Regression model |
| उद्भव वर्ष≠ | 2015 | 2008 | 1960 |
| प्रवर्तक≠ | Box & Jenkins (seasonal extension of ARIMA) | Hyndman, Koehler, Ord & Snyder (state space framework) | Charles C. Holt and Peter R. Winters |
| प्रकार≠ | Seasonal time-series model | Exponential smoothing state space model | Exponential smoothing forecasting model |
| मौलिक स्रोत≠ | Box, G.E.P., Jenkins, G.M., Reinsel, G.C. & Ljung, G.M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021 | Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Springer. DOI ↗ | Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗ |
| उपनाम≠ | seasonal ARIMA, Box-Jenkins seasonal model, SARIMA — Mevsimsel ARIMA | exponential smoothing state space model, innovations state space model, Holt-Winters family, ETS — Hata/Trend/Mevsimsellik Üstel Düzleştirme | triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme |
| संबंधित≠ | 5 | 5 | 4 |
| सारांश≠ | SARIMA is a seasonal extension of the Box-Jenkins ARIMA model that adds seasonal differencing and seasonal autoregressive and moving-average terms. Developed within the Box, Jenkins, Reinsel and Ljung framework (5th edition, 2015), it forecasts series whose pattern repeats on a yearly, monthly, or weekly period. | ETS 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. | Holt-Winters triple exponential smoothing is a forecasting model that extends Holt's double smoothing by adding a seasonal component, introduced by Peter Winters in 1960 building on Charles Holt's work. It tracks three evolving quantities — level, trend, and season — and combines them to forecast a continuous time series. |
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