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Model ARIMA (Autoregresif Bersepadu Purata Bergerak)×PatchTST×
BidangEkonometrikPembelajaran Mendalam
KeluargaRegression modelMachine learning
Tahun asal20152023
PengasasBox & Jenkins (Box-Jenkins methodology)Nie, Y. et al.
JenisUnivariate time-series modelTransformer for time series forecasting
Sumber perintisBox, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Nie, Y., Nguyen, N. H., Sinthong, P. & Kalagnanam, J. (2023). A Time Series is Worth 64 Words: Long-term Forecasting with Transformers. ICLR. link ↗
AliasBox-Jenkins model, ARIMA(p,d,q), ARIMA ModeliPatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
Berkaitan53
RingkasanARIMA 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).PatchTST is a patch-based Transformer architecture for time series forecasting, introduced by Nie and colleagues in 2023, that cuts each series into overlapping patches treated as tokens and processes channels independently. It balances computational efficiency with strong accuracy on long-horizon forecasting.
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ScholarGateBandingkan kaedah: ARIMA · PatchTST. Dicapai 2026-06-17 daripada https://scholargate.app/ms/compare