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間欠需要のためのクロストンの方法×最小二乗法 (OLS) 回帰×Theta法×
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197220192000
提唱者J. D. Croston (1972)Wooldridge (textbook treatment); classical least squaresAssimakopoulos & Nikolopoulos
種類Intermittent demand time-series forecastingLinear regressionUnivariate time-series forecasting model
原典Croston, J. D. (1972). Forecasting and Stock Control for Intermittent Demands. Operational Research Quarterly, 23(3), 289-303. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Assimakopoulos, V. & Nikolopoulos, K. (2000). The Theta Model: A Decomposition Approach to Forecasting. International Journal of Forecasting, 16(4), 521-530. DOI ↗
別名Croston method, intermittent demand forecasting, Croston Yöntemi — Aralıklı Talep Tahminiordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonutheta model, theta forecasting, Theta Yöntemi — M3 Tahmin Yarışması Birincisi
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.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).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.
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ScholarGate手法を比較: Croston's Method · OLS Regression · Theta Method. 2026-06-18に以下より取得 https://scholargate.app/ja/compare