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Model ARIMA (Autoregressive Integrated Moving Average)×DeepAR×Informer×
OblastEkonometrijaDuboko učenjeDuboko učenje
PorodicaRegression modelMachine learningMachine learning
Godina nastanka201520202021
TvoracBox & Jenkins (Box-Jenkins methodology)Salinas, D., Flunkert, V. & Gasthaus, J. (Amazon)Zhou, H. et al.
TipUnivariate time-series modelAutoregressive recurrent neural network (probabilistic forecasting)Transformer (ProbSparse self-attention)
Temeljni izvorBox, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Salinas, D., Flunkert, V., Gasthaus, J. & Januschowski, T. (2020). DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks. International Journal of Forecasting, 36(3), 1181–1191. DOI ↗Zhou, H. et al. (2021). Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting. AAAI. DOI ↗
Drugi naziviBox-Jenkins model, ARIMA(p,d,q), ARIMA ModeliDeepAR — Olasılıksal RNN Tahmini, probabilistic autoregressive RNN forecasting, Amazon DeepARInformer — Uzun Dizi Transformer Tahmini, Informer transformer, ProbSparse attention forecaster
Srodne555
SažetakARIMA 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).DeepAR is Amazon's industrial forecasting model, introduced by Salinas, Flunkert and Gasthaus (2017; published 2020), that uses an autoregressive recurrent neural network to estimate the parameters of a probability distribution at each step, producing a confidence interval rather than a single point forecast. It can model many related time series jointly within one model.Informer is a Transformer-based model introduced by Zhou et al. in 2021 for long-sequence time-series forecasting, using a ProbSparse self-attention mechanism that lowers the computational complexity of the standard Transformer to O(L log L). It is built for problems that demand predictions across thousands of future steps.
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ScholarGateUporedite metode: ARIMA · DeepAR · Informer. Preuzeto 2026-06-19 sa https://scholargate.app/sr/compare