手法を比較

	単純指数平滑法（SES）およびホルト法（Double Exponential Smoothing）	最小二乗法 (OLS) 回帰	季節ARIMA (SARIMA)
分野	計量経済学	計量経済学	計量経済学
系統	Regression model	Regression model	Regression model
提唱年	1957	2019	2015
提唱者	Robert G. Brown (SES); Charles C. Holt (linear trend)	Wooldridge (textbook treatment); classical least squares	Box & Jenkins (seasonal extension of ARIMA)
種類	Exponential smoothing forecasting model	Linear regression	Seasonal time-series model
原典	Brown, R. G. (1959). Statistical Forecasting for Inventory Control. McGraw-Hill.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	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
別名	SES, Holt's linear trend method, exponential smoothing forecasting, Basit ve Çift Üstel Düzleştirme (SES / Holt)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	seasonal ARIMA, Box-Jenkins seasonal model, SARIMA — Mevsimsel ARIMA
関連	3	5	5
概要	Exponential smoothing is a family of basic time-series forecasting models in which each new observation updates a smoothed estimate by a weighting parameter. Simple exponential smoothing (SES), introduced by Robert G. Brown in 1959, forecasts series with a stable level, while Holt's double exponential smoothing, introduced by Charles C. Holt in 1957, adds a trend term using the parameters alpha and beta.	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).	SARIMA is a seasonal extension of the Box-Jenkins ARIMA model that adds seasonal differencing and seasonal autoregressive and moving-average terms. Developed within the Box, Jenkins, Reinsel and Ljung framework (5th edition, 2015), it forecasts series whose pattern repeats on a yearly, monthly, or weekly period.