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ARIMA (autoregresīvais integrētais slīdošā vidējā) modelis×Lokālā regresija LOESS / LOWESS×X-13ARIMA-SEATS sezonālā korekcija×
NozareEkonometrijaMašīnmācīšanāsEkonometrija
SaimeRegression modelMachine learningProcess / pipeline
Izcelsmes gads201519791998
AutorsBox & Jenkins (Box-Jenkins methodology)William S. ClevelandU.S. Census Bureau; Findley et al.
TipsUnivariate time-series modelLocal nonparametric regression smootherNon-parametric / model-based hybrid
PirmavotsBox, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Cleveland, W. S. (1979). Robust locally weighted regression and smoothing scatterplots. Journal of the American Statistical Association, 74(368), 829–836. DOI ↗Findley, D. F., Monsell, B. C., Bell, W. R., Otto, M. C., & Chen, B.-C. (1998). New capabilities and methods of the X-12-ARIMA seasonal adjustment program. Journal of Business & Economic Statistics, 16(2), 127–152. DOI ↗
Citi nosaukumiBox-Jenkins model, ARIMA(p,d,q), ARIMA ModeliLOWESS, local regression, locally weighted scatterplot smoothing, yerel regresyonX-13ARIMA-SEATS, X-12-ARIMA, Census X-13, Mevsimsel Düzeltme X-13
Saistītās533
KopsavilkumsARIMA 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).LOESS (locally estimated scatterplot smoothing), introduced by William Cleveland in 1979 and extended with Susan Devlin in 1988, fits a smooth curve through data by performing a separate weighted polynomial regression in the neighbourhood of each point. Nearby observations count more than distant ones, so the method follows local structure without assuming any global functional form, making it a popular exploratory smoother for scatterplots.X-13ARIMA-SEATS is the standard seasonal adjustment program produced by the U.S. Census Bureau, combining RegARIMA pre-adjustment with either the classical X-11 filter or the model-based SEATS signal-extraction algorithm. It is the official tool used by national statistical agencies worldwide — including Eurostat and the U.S. Bureau of Labor Statistics — to remove recurring calendar and seasonal patterns from monthly or quarterly economic time series such as GDP, employment, and retail sales.
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ScholarGateSalīdzināt metodes: ARIMA · LOESS · X-13ARIMA-SEATS. Izgūts 2026-06-20 no https://scholargate.app/lv/compare