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Bayesian SARIMA model×SARIMA model×
OblastEkonometrijaEkonometrija
PorodicaRegression modelRegression model
Godina nastanka1970s–1990s1970 (first edition); 1976 (revised)
TvoracBox & Jenkins (classical SARIMA); Bayesian extensions developed through Zellner, Geweke, and later MCMC-era researchersBox, Jenkins, and Reinsel
TipBayesian time-series modelSeasonal time series model
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: 978-1118675021Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Drugi naziviBayesian SARIMA, Bayesian seasonal ARIMA, BSARIMA, Bayesian seasonal time-series modelSARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Srodne45
SažetakThe Bayesian SARIMA model combines the classical Box-Jenkins Seasonal ARIMA framework with Bayesian inference to handle seasonal time-series data. Rather than producing a single point estimate, it yields a full posterior distribution over model parameters, propagating parameter uncertainty directly into forecasts and enabling principled incorporation of prior knowledge.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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ScholarGateUporedite metode: Bayesian SARIMA Model · SARIMA model. Preuzeto 2026-06-17 sa https://scholargate.app/sr/compare