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संरचनात्मक विराम SARIMA मॉडल×SARIMA मॉडल×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष1970s–19981970 (first edition); 1976 (revised)
प्रवर्तकBox & Jenkins (SARIMA); Bai & Perron (structural break detection)Box, Jenkins, and Reinsel
प्रकारTime series model with regime shiftsSeasonal time series model
मौलिक स्रोतBai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78. 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
उपनामSARIMA with structural breaks, break-augmented SARIMA, piecewise SARIMA, SARIMA-SBSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
संबंधित35
सारांशThe Structural Break SARIMA model extends the classical Seasonal ARIMA framework by explicitly detecting and accommodating abrupt, permanent shifts in the level, trend, or seasonal pattern of a time series. Rather than forcing a single SARIMA specification across the entire sample, the model partitions the series at estimated breakpoints and fits separate SARIMA processes to each resulting segment, producing more accurate forecasts and reliable inference in the presence of regime changes.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.
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  3. PUBLISHED

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