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Compară metode

Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.

Model SARIMA×Modelul ARMA (Autoregresiv Medie Mobilă)×Model Autoregresiv (AR)×
DomeniuEconometrieEconometrieEconometrie
FamilieRegression modelRegression modelRegression model
Anul apariției1970 (first edition); 1976 (revised)19701970s (popularised 1976)
Autorul originalBox, Jenkins, and ReinselGeorge E. P. Box and Gwilym M. JenkinsGeorge E. P. Box and Gwilym M. Jenkins
TipSeasonal time series modelTime series modelTime series model
Sursa seminalăBox, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043
Denumiri alternativeSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal componentARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)AR model, AR(p) model, autoregression, AR process
Înrudite556
RezumatSARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial series.
ScholarGateSet de date
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  2. 2 Surse
  3. PUBLISHED
  1. v1
  2. 2 Surse
  3. PUBLISHED
  1. v1
  2. 2 Surse
  3. PUBLISHED

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ScholarGateCompară metode: SARIMA model · ARMA model · Autoregressive model. Preluat la 2026-06-18 de pe https://scholargate.app/ro/compare