Módszerek összehasonlítása

	SARIMAX	Holt-Winters hármas exponenciális simítás
Tudományterület	Ökonometria	Ökonometria
Módszercsalád	Regression model	Regression model
Keletkezés éve	2015	1960
Megalkotó	Box & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors	Charles C. Holt and Peter R. Winters
Típus	Seasonal time-series regression model	Exponential smoothing forecasting model
Alapmű	Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts.	Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342.
Alternatív nevek	seasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA	triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme
Kapcsolódó	4	4
Összefoglaló	SARIMAX extends the seasonal ARIMA (Box-Jenkins) model by adding exogenous explanatory variables, so it can capture the effect of holidays, economic indicators, or policy variables on a time series. It combines non-seasonal and seasonal autoregressive and moving-average dynamics with external regressors, and is estimated by maximum likelihood in state-space form.	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.