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| ARIMA（自己回帰和分移動平均）モデル× | 生命表解析× | |
|---|---|---|
| 分野≠ | 計量経済学 | 人口学 |
| 系統≠ | Regression model | Survival analysis |
| 提唱年≠ | 2015 | 1984 |
| 提唱者≠ | Box & Jenkins (Box-Jenkins methodology) | Demographic/actuarial tradition; Chiang |
| 種類≠ | Univariate time-series model | Age-structured mortality estimator |
| 原典≠ | Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021 | Chiang, C. L. (1984). The Life Table and Its Applications. Robert E. Krieger Publishing. ISBN: 978-0-89874-565-2 |
| 別名≠ | Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli | Mortality Table, Actuarial Table, Survival Table, Yaşam Tablosu |
| 関連≠ | 5 | 3 |
| 概要≠ | ARIMA 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). | A life table is a systematic, age-structured summary of the mortality experience of a population. It traces a hypothetical cohort of births — conventionally 100,000 — through successive age intervals, recording how many survive, how many die, and how many person-years are lived at each interval. The method was formalized in its modern probabilistic form by Chiang (1984), synthesizing centuries of actuarial and demographic practice into a rigorous statistical framework applicable to human and biological populations alike. |
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