ScholarGate
Asistent

Porovnať metódy

Prezrite si vybrané metódy vedľa seba; riadky, ktoré sa líšia, sú zvýraznené.

Model ARIMA (Autoregressive Integrated Moving Average)×Model ARMA (Autoregresívny kĺzavý priemer)×Autoregregresný model (AR)×
OdborEkonometriaEkonometriaEkonometria
RodinaRegression modelRegression modelRegression model
Rok vzniku197019701970s (popularised 1976)
TvorcaGeorge Box and Gwilym JenkinsGeorge E. P. Box and Gwilym M. JenkinsGeorge E. P. Box and Gwilym M. Jenkins
TypTime series forecasting modelTime series modelTime series model
Pôvodný zdrojBox, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, 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
Ďalšie názvyARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)AR model, AR(p) model, autoregression, AR process
Príbuzné656
ZhrnutieThe ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied 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.
ScholarGateDátová sada
  1. v1
  2. 2 Zdroje
  3. PUBLISHED
  1. v1
  2. 2 Zdroje
  3. PUBLISHED
  1. v1
  2. 2 Zdroje
  3. PUBLISHED

Prejsť na hľadanie Stiahnuť snímky

ScholarGatePorovnať metódy: ARIMA model · ARMA model · Autoregressive model. Získané 2026-06-18 z https://scholargate.app/sk/compare