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Modelul ARIMA (Autoregresiv Integrat cu Medii Mobile)×TSMixer: Arhitectură integral MLP pentru prognoza seriilor de timp×
DomeniuEconometrieÎnvățare profundă
FamilieRegression modelMachine learning
Anul apariției20152023
Autorul originalBox & Jenkins (Box-Jenkins methodology)Si-An Chen et al. (Google)
TipUnivariate time-series modelAll-MLP multivariate time-series forecasting model
Sursa seminalăBox, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Chen, S.-A., Li, C.-L., Yoder, N., Arik, S. O., & Pfister, T. (2023). TSMixer: An all-MLP architecture for time series forecasting. Transactions on Machine Learning Research. link ↗
Denumiri alternativeBox-Jenkins model, ARIMA(p,d,q), ARIMA ModeliAll-MLP Time Series Mixer, Time Series Mixer, TSMixer Forecasting Model, Zaman Serisi Karıştırıcı
Înrudite53
RezumatARIMA 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).TSMixer is a multivariate time-series forecasting model introduced by Si-An Chen and colleagues at Google in 2023. It challenges the prevailing dominance of Transformer-based architectures by demonstrating that a simple stack of interleaved MLP layers — alternating between mixing along the time axis and mixing across feature channels — achieves strong forecasting accuracy while remaining computationally efficient and easy to interpret architecturally.
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ScholarGateCompară metode: ARIMA · TSMixer. Preluat la 2026-06-17 de pe https://scholargate.app/ro/compare