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| Bayesov ARIMA model× | Bayesov SARIMA model× | |
|---|---|---|
| Područje | Ekonometrija | Ekonometrija |
| Obitelj | Regression model | Regression model |
| Godina nastanka≠ | 1970s (ARIMA); Bayesian extension prominent from 1990s | 1970s–1990s |
| Tvorac≠ | Pole, West & Harrison (Bayesian treatment); Box & Jenkins (ARIMA foundation) | Box & Jenkins (classical SARIMA); Bayesian extensions developed through Zellner, Geweke, and later MCMC-era researchers |
| Vrsta≠ | Bayesian time series model | Bayesian time-series model |
| Temeljni izvor≠ | Pole, A., West, M., & Harrison, J. (1994). Applied Bayesian Forecasting and Time Series Analysis. Chapman & Hall. ISBN: 978-0412416903 | 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 |
| Drugi nazivi | Bayesian ARIMA, BARIMA, Bayesian Box-Jenkins model, Bayesian integrated time series model | Bayesian SARIMA, Bayesian seasonal ARIMA, BSARIMA, Bayesian seasonal time-series model |
| Srodne≠ | 6 | 4 |
| Sažetak≠ | The Bayesian ARIMA model combines the classical Box-Jenkins ARIMA framework with Bayesian inference. Instead of obtaining single point estimates for autoregressive and moving average parameters, it places prior distributions over them and uses observed data to update beliefs into a full posterior distribution, enabling coherent uncertainty quantification and probabilistic forecasting. | The Bayesian SARIMA model combines the classical Box-Jenkins Seasonal ARIMA framework with Bayesian inference to handle seasonal time-series data. Rather than producing a single point estimate, it yields a full posterior distribution over model parameters, propagating parameter uncertainty directly into forecasts and enabling principled incorporation of prior knowledge. |
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