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Model ARIMA (Autoregressive Integrated Moving Average)×Regresi Lokal LOESS / LOWESS×
BidangEkonometrikaPembelajaran Mesin
KeluargaRegression modelMachine learning
Tahun asal20151979
PencetusBox & Jenkins (Box-Jenkins methodology)William S. Cleveland
TipeUnivariate time-series modelLocal nonparametric regression smoother
Sumber perintisBox, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Cleveland, W. S. (1979). Robust locally weighted regression and smoothing scatterplots. Journal of the American Statistical Association, 74(368), 829–836. DOI ↗
AliasBox-Jenkins model, ARIMA(p,d,q), ARIMA ModeliLOWESS, local regression, locally weighted scatterplot smoothing, yerel regresyon
Terkait53
RingkasanARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).LOESS (locally estimated scatterplot smoothing), introduced by William Cleveland in 1979 and extended with Susan Devlin in 1988, fits a smooth curve through data by performing a separate weighted polynomial regression in the neighbourhood of each point. Nearby observations count more than distant ones, so the method follows local structure without assuming any global functional form, making it a popular exploratory smoother for scatterplots.
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ScholarGateBandingkan metode: ARIMA · LOESS. Diakses 2026-06-20 dari https://scholargate.app/id/compare