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ARIMA (Autoregressive Integrated Moving Average) 모형×사례 기반 추론 (Case-Based Reasoning, CBR)×
분야계량경제학소프트 컴퓨팅
계열Regression modelMachine learning
기원 연도20151994
창시자Box & Jenkins (Box-Jenkins methodology)Janet Kolodner; Agnar Aamodt & Enric Plaza (R4 cycle)
유형Univariate time-series modelExperience-based (analogical) problem solving
원전Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Aamodt, A., & Plaza, E. (1994). Case-based reasoning: Foundational issues, methodological variations, and system approaches. AI Communications, 7(1), 39–59. DOI ↗
별칭Box-Jenkins model, ARIMA(p,d,q), ARIMA ModeliCBR, case-based reasoning cycle, analogy-based reasoning, vaka tabanlı akıl yürütme
관련52
요약ARIMA 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).Case-based reasoning solves a new problem by retrieving similar problems solved in the past and adapting their solutions, rather than reasoning from first principles or a trained statistical model. Formalized as the Retrieve-Reuse-Revise-Retain cycle by Aamodt and Plaza in 1994 and popularized by Janet Kolodner, CBR mirrors how human experts in medicine, law, and engineering reason by analogy from remembered cases, and it learns simply by storing each newly solved case.
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