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Model ARIMA (Autoregressive Integrated Moving Average)×Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)×Regresi Poisson dan Binomial Negatif×Metode Theta×
BidangEkonometrikaEkonometrikaEkonometrikaEkonometrika
KeluargaRegression modelRegression modelRegression modelRegression model
Tahun asal2015201919982000
PencetusBox & Jenkins (Box-Jenkins methodology)Wooldridge (textbook treatment); classical least squaresCameron & Trivedi (textbook treatment); Hilbe (negative binomial)Assimakopoulos & Nikolopoulos
TipeUnivariate time-series modelLinear regressionGeneralized linear model for count dataUnivariate time-series forecasting model
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: 978-1118675021Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press. DOI ↗Assimakopoulos, V. & Nikolopoulos, K. (2000). The Theta Model: A Decomposition Approach to Forecasting. International Journal of Forecasting, 16(4), 521-530. DOI ↗
AliasBox-Jenkins model, ARIMA(p,d,q), ARIMA Modeliordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonucount regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyontheta model, theta forecasting, Theta Yöntemi — M3 Tahmin Yarışması Birincisi
Terkait5544
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).Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).Poisson regression is a generalized linear model for count outcomes — events tallied as non-negative integers such as hospital admissions, accidents, or article counts. It models the log of the expected count as a linear function of the predictors, and is developed in the standard count-data treatment of Cameron and Trivedi (1998); when the counts are over-dispersed, the closely related negative binomial model (Hilbe, 2011) is preferred.The Theta Method is a univariate time-series forecasting model introduced by Assimakopoulos and Nikolopoulos in 2000. It decomposes a series into two theta lines that capture its long-run trend and its short-run dynamics, forecasts each line separately, and combines them by a weighted average. Its simplicity and accuracy made it the winner of the M3 forecasting competition.
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ScholarGateBandingkan metode: ARIMA · OLS Regression · Poisson Regression · Theta Method. Diakses 2026-06-18 dari https://scholargate.app/id/compare