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Model ARIMA (Autoregressive Integrated Moving Average)×Konformná predikcia pre časové rady×N-HiTS×PatchTST×
OdborEkonometriaEkonometriaHlboké učenieHlboké učenie
RodinaRegression modelRegression modelMachine learningMachine learning
Rok vzniku2015202120232023
TvorcaBox & Jenkins (Box-Jenkins methodology)Angelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)Challu, C. et al.Nie, Y. et al.
TypUnivariate time-series modelDistribution-free prediction interval wrapperDeep neural forecasting (hierarchical interpolation)Transformer for time series forecasting
Pôvodný zdrojBox, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Angelopoulos, A. N. & Bates, S. (2023). Conformal Prediction: A Gentle Introduction. Foundations and Trends in Machine Learning, 16(4), 494-591. DOI ↗Challu, C. et al. (2023). NHITS: Neural Hierarchical Interpolation for Time Series Forecasting. AAAI. DOI ↗Nie, Y., Nguyen, N. H., Sinthong, P. & Kalagnanam, J. (2023). A Time Series is Worth 64 Words: Long-term Forecasting with Transformers. ICLR. link ↗
Ďalšie názvyBox-Jenkins model, ARIMA(p,d,q), ARIMA Modeliconformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)N-HiTS — Hiyerarşik İnterpolasyon Tahmini, NHITS, Neural Hierarchical InterpolationPatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
Príbuzné5433
ZhrnutieARIMA 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).Conformal prediction is a distribution-free wrapper that turns any point forecaster — ARIMA, a neural network, or a machine-learning model — into valid prediction intervals using only its residuals. The time-series form was popularised by Xu & Xie (2021) and the modern tutorial treatment by Angelopoulos & Bates (2023).N-HiTS (Neural Hierarchical Interpolation for Time Series Forecasting), introduced by Challu and colleagues in 2023, is a deep neural forecasting architecture that combines the hierarchical forecasts of multiple stacks operating at different sampling rates and merges them through interpolation. It extends N-BEATS to deliver markedly better accuracy on long forecast horizons.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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ScholarGatePorovnať metódy: ARIMA · Conformal Prediction (Time Series) · N-HiTS · PatchTST. Získané 2026-06-19 z https://scholargate.app/sk/compare