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| SARIMAX× | Potrójne wygładzanie wykładnicze Holta-Wintersa× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2015 | 1960 |
| Twórca≠ | Box & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors | Charles C. Holt and Peter R. Winters |
| Typ≠ | Seasonal time-series regression model | Exponential smoothing forecasting model |
| Źródło pierwotne≠ | Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. link ↗ | Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗ |
| Inne nazwy | seasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA | triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme |
| Pokrewne | 4 | 4 |
| Podsumowanie≠ | SARIMAX extends the seasonal ARIMA (Box-Jenkins) model by adding exogenous explanatory variables, so it can capture the effect of holidays, economic indicators, or policy variables on a time series. It combines non-seasonal and seasonal autoregressive and moving-average dynamics with external regressors, and is estimated by maximum likelihood in state-space form. | Holt-Winters triple exponential smoothing is a forecasting model that extends Holt's double smoothing by adding a seasonal component, introduced by Peter Winters in 1960 building on Charles Holt's work. It tracks three evolving quantities — level, trend, and season — and combines them to forecast a continuous time series. |
| ScholarGateZbiór danych ↗ |
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