ScholarGate
Assistente

Confronta i metodi

Esamina i metodi selezionati fianco a fianco; le righe che differiscono sono evidenziate.

SARIMAX×Levigatura tripla esponenziale di Holt-Winters×
CampoEconometriaEconometria
FamigliaRegression modelRegression model
Anno di origine20151960
IdeatoreBox & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressorsCharles C. Holt and Peter R. Winters
TipoSeasonal time-series regression modelExponential smoothing forecasting model
Fonte seminaleHyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. link ↗Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗
Aliasseasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMAtriple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme
Correlati44
SintesiSARIMAX 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.
ScholarGateInsieme di dati
  1. v1
  2. 2 Fonti
  3. PUBLISHED
  1. v1
  2. 2 Fonti
  3. PUBLISHED

Vai alla ricerca Scarica le diapositive

ScholarGateConfronta i metodi: SARIMAX · Holt-Winters. Consultato il 2026-06-18 da https://scholargate.app/it/compare