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Model ARIMA Robust×Model SARIMA×
FushaEkonometriEkonometri
FamiljaRegression modelRegression model
Viti i origjinës1986–19931970 (first edition); 1976 (revised)
KrijuesiTsay (1986); Chen & Liu (1993)Box, Jenkins, and Reinsel
LlojiRobust time series modelSeasonal time series model
Burimi themeluesTsay, R. S. (1986). Time series model specification in the presence of outliers. Journal of the American Statistical Association, 81(393), 132–141. DOI ↗Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Emërtime të tjerarobust ARIMA, outlier-resistant ARIMA, robust time series estimation, ARIMA with outlier detectionSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Të lidhura45
PërmbledhjaRobust ARIMA extends the classical ARIMA framework to detect and correct the influence of outliers and structural breaks during estimation. By jointly identifying anomalous observations and re-estimating model parameters, it produces coefficient estimates and forecasts that are far less distorted by isolated shocks or data errors than standard ARIMA.SARIMA 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.
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ScholarGateKrahasoni metodat: Robust ARIMA model · SARIMA model. Marrë më 2026-06-17 nga https://scholargate.app/sq/compare