Krahasoni metodat

	Model ARIMA (Autoregressive Integrated Moving Average)	ETS: Lëshimi, Trendi, Llogaritja Eksponenciale Sezionale
Fusha	Ekonometri	Ekonometri
Familja	Regression model	Regression model
Viti i origjinës	2015	2008
Krijuesi	Box & Jenkins (Box-Jenkins methodology)	Hyndman, Koehler, Ord & Snyder (state space framework)
Lloji	Univariate time-series model	Exponential smoothing state space model
Burimi themelues	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Springer.
Emërtime të tjera	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	exponential smoothing state space model, innovations state space model, Holt-Winters family, ETS — Hata/Trend/Mevsimsellik Üstel Düzleştirme
Të lidhura	5	5
Përmbledhja	ARIMA 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).	ETS is a comprehensive exponential smoothing framework that automatically selects additive or multiplicative combinations of the error (E), trend (T) and seasonal (S) components of a time series. Formalised as an innovations state space model by Hyndman, Koehler, Ord and Snyder in 2008, it unifies and generalises the Holt-Winters family of forecasting methods.