Fourier SARIMA model
The Fourier SARIMA model extends the classical Seasonal ARIMA framework by incorporating trigonometric (Fourier) terms as deterministic regressors. This allows the model to approximate smooth, complex, or multiple-frequency seasonal patterns without requiring a full seasonal ARIMA structure for every frequency, making it particularly useful for high-frequency data or series with non-integer or evolving seasonality.
Izvorni zapis
Citati kopirani doslovno iz izvornog zapisa metode. Ne impliciraju nikakvu provjeru na razini tvrdnje.
- Harvey, A., & Scott, A. (1994). Seasonality in dynamic regression models. The Economic Journal, 104(427), 1324-1345. · URL
- Hyndman, R. J., & Athanasopoulos, G. (2018). Forecasting: Principles and Practice (2nd ed.). OTexts. · URL
Uređene tvrdnje
Tvrdnje pohranjene u knjigu dokaza, svaka s vlastitom procjenom.
Ovaj prikaz ne izmišlja procjenu tvrdnje kada knjiga dokaza nema nijednu.
Povezane metode
Generirano iz grafa metode i prikazano kao strojno predložene relacije — ne implicira se nikakva tvrdnja dokaza.