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間欠需要のためのクロストンの方法×ARIMA(自己回帰和分移動平均)モデル×ポアソン回帰と負の二項回帰×
分野計量経済学計量経済学計量経済学
系統Regression modelRegression modelRegression model
提唱年197220151998
提唱者J. D. Croston (1972)Box & Jenkins (Box-Jenkins methodology)Cameron & Trivedi (textbook treatment); Hilbe (negative binomial)
種類Intermittent demand time-series forecastingUnivariate time-series modelGeneralized linear model for count data
原典Croston, J. D. (1972). Forecasting and Stock Control for Intermittent Demands. Operational Research Quarterly, 23(3), 289-303. DOI ↗Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Cameron, A. C. & Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press. DOI ↗
別名Croston method, intermittent demand forecasting, Croston Yöntemi — Aralıklı Talep TahminiBox-Jenkins model, ARIMA(p,d,q), ARIMA Modelicount regression, log-linear count model, negative binomial regression, Poisson / Negatif Binom Regresyon
関連454
概要Croston's method, introduced by J. D. Croston in 1972, is a time-series forecasting technique built for intermittent demand series in which periods of zero demand are frequent. Instead of forecasting the raw series, it models the size of demand when it occurs and the interval between demand occurrences as two separate processes.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).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.
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ScholarGate手法を比較: Croston's Method · ARIMA · Poisson Regression. 2026-06-18に以下より取得 https://scholargate.app/ja/compare