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Prophet×SARIMAX×
BidangEkonometrikaEkonometrika
KeluargaRegression modelRegression model
Tahun asal20182015
PencetusTaylor & Letham (Facebook/Meta)Box & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors
TipeDecomposable (structural) time series modelSeasonal time-series regression model
Sumber perintisTaylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45. DOI ↗Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. link ↗
AliasProphet, Facebook Prophet, Meta Prophet, forecasting at scaleseasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA
Terkait54
RingkasanProphet is a Bayesian structural time series model introduced by Taylor and Letham at Facebook/Meta in 2018. It forecasts a continuous series by decomposing it into separate, interpretable trend, seasonality, and holiday components, and is designed to be approachable for analysts working at scale.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.
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ScholarGateBandingkan metode: Prophet · SARIMAX. Diakses 2026-06-19 dari https://scholargate.app/id/compare