Krahasoni metodat
Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.
| Metoda Theta× | Model ARIMA (Autoregressive Integrated Moving Average)× | ETS: Lëshimi, Trendi, Llogaritja Eksponenciale Sezionale× | Lëmimi i trefishtë eksponencial Holt-Winters× | |
|---|---|---|---|---|
| Fusha | Ekonometri | Ekonometri | Ekonometri | Ekonometri |
| Familja | Regression model | Regression model | Regression model | Regression model |
| Viti i origjinës≠ | 2000 | 2015 | 2008 | 1960 |
| Krijuesi≠ | Assimakopoulos & Nikolopoulos | Box & Jenkins (Box-Jenkins methodology) | Hyndman, Koehler, Ord & Snyder (state space framework) | Charles C. Holt and Peter R. Winters |
| Lloji≠ | Univariate time-series forecasting model | Univariate time-series model | Exponential smoothing state space model | Exponential smoothing forecasting model |
| Burimi themelues≠ | Assimakopoulos, V. & Nikolopoulos, K. (2000). The Theta Model: A Decomposition Approach to Forecasting. International Journal of Forecasting, 16(4), 521-530. DOI ↗ | 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. DOI ↗ | Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗ |
| Emërtime të tjera≠ | theta model, theta forecasting, Theta Yöntemi — M3 Tahmin Yarışması Birincisi | 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 | triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme |
| Të lidhura≠ | 4 | 5 | 5 | 4 |
| Përmbledhja≠ | The Theta Method is a univariate time-series forecasting model introduced by Assimakopoulos and Nikolopoulos in 2000. It decomposes a series into two theta lines that capture its long-run trend and its short-run dynamics, forecasts each line separately, and combines them by a weighted average. Its simplicity and accuracy made it the winner of the M3 forecasting competition. | 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. | 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. |
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