ScholarGate
Asystent

Porównaj metody

Przeglądaj wybrane metody obok siebie; wiersze, które się różnią, są wyróżnione.

SARIMAX×Potrójne wygładzanie wykładnicze Holta-Wintersa×
DziedzinaEkonometriaEkonometria
RodzinaRegression modelRegression model
Rok powstania20151960
TwórcaBox & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressorsCharles C. Holt and Peter R. Winters
TypSeasonal time-series regression modelExponential smoothing forecasting model
Źródło pierwotneHyndman, 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 nazwyseasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMAtriple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme
Pokrewne44
PodsumowanieSARIMAX 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
  1. v1
  2. 2 Źródła
  3. PUBLISHED
  1. v1
  2. 2 Źródła
  3. PUBLISHED

Przejdź do wyszukiwania Pobierz slajdy

ScholarGatePorównaj metody: SARIMAX · Holt-Winters. Pobrano 2026-06-18 z https://scholargate.app/pl/compare