방법 비교

	ARFIMA: 분수 차분 ARMA 모형	릿지 회귀(Ridge Regression)
분야	계량경제학	머신러닝
계열	Regression model	Machine learning
기원 연도	1980	1970
창시자	Granger & Joyeux (1980); Hosking (1981)	Hoerl, A.E. & Kennard, R.W.
유형	Long-memory time series model	L2-regularized linear regression
원전	Granger, C. W. J. & Joyeux, R. (1980). An Introduction to Long-Memory Time Series Models and Fractional Differencing. Journal of Time Series Analysis, 1(1), 15–29.	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
별칭	fractionally integrated ARMA, long-memory time series model, ARFIMA / FIGARCH, fractional differencing model	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
관련	5	4
요약	ARFIMA is a time series model that captures long-memory behaviour using a fractional differencing parameter d, generalising the integer differencing of ARIMA. It was introduced by Granger and Joyeux (1980) and formalised by Hosking (1981) to describe series whose autocorrelations decay slowly rather than abruptly.	Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated.