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ETS: Lëshimi, Trendi, Llogaritja Eksponenciale Sezionale×Lëmimi i trefishtë eksponencial Holt-Winters×Prophet×SARIMAX×
FushaEkonometriEkonometriEkonometriEkonometri
FamiljaRegression modelRegression modelRegression modelRegression model
Viti i origjinës2008196020182015
KrijuesiHyndman, Koehler, Ord & Snyder (state space framework)Charles C. Holt and Peter R. WintersTaylor & Letham (Facebook/Meta)Box & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors
LlojiExponential smoothing state space modelExponential smoothing forecasting modelDecomposable (structural) time series modelSeasonal time-series regression model
Burimi themeluesHyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Springer. DOI ↗Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗Taylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45. DOI ↗Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. link ↗
Emërtime të tjeraexponential smoothing state space model, innovations state space model, Holt-Winters family, ETS — Hata/Trend/Mevsimsellik Üstel Düzleştirmetriple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel DüzleştirmeProphet, Facebook Prophet, Meta Prophet, forecasting at scaleseasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA
Të lidhura5454
PërmbledhjaETS 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.Holt-Winters triple exponential smoothing is a forecasting model that extends Holt's double smoothing by adding a seasonal component, introduced by Peter Winters in 1960 building on Charles Holt's work. It tracks three evolving quantities — level, trend, and season — and combines them to forecast a continuous time series.Prophet is a Bayesian structural time series model introduced by Taylor and Letham at Facebook/Meta in 2018. It forecasts a continuous series by decomposing it into separate, interpretable trend, seasonality, and holiday components, and is designed to be approachable for analysts working at scale.SARIMAX extends the seasonal ARIMA (Box-Jenkins) model by adding exogenous explanatory variables, so it can capture the effect of holidays, economic indicators, or policy variables on a time series. It combines non-seasonal and seasonal autoregressive and moving-average dynamics with external regressors, and is estimated by maximum likelihood in state-space form.
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ScholarGateKrahasoni metodat: ETS Model · Holt-Winters · Prophet · SARIMAX. Marrë më 2026-06-19 nga https://scholargate.app/sq/compare