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| Metode Theta× | Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)× | |
|---|---|---|
| Bidang | Ekonometrika | Ekonometrika |
| Keluarga | Regression model | Regression model |
| Tahun asal≠ | 2000 | 2019 |
| Pencetus≠ | Assimakopoulos & Nikolopoulos | Wooldridge (textbook treatment); classical least squares |
| Tipe≠ | Univariate time-series forecasting model | Linear regression |
| Sumber perintis≠ | Assimakopoulos, V. & Nikolopoulos, K. (2000). The Theta Model: A Decomposition Approach to Forecasting. International Journal of Forecasting, 16(4), 521-530. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Alias≠ | theta model, theta forecasting, Theta Yöntemi — M3 Tahmin Yarışması Birincisi | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Terkait≠ | 4 | 5 |
| Ringkasan≠ | 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. | 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). |
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