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DeepAR×Model ARIMA (Autoregressive Integrated Moving Average)×Konformalno predviđanje za prognoziranje vremenskih serija×PatchTST×
OblastDuboko učenjeEkonometrijaEkonometrijaDuboko učenje
PorodicaMachine learningRegression modelRegression modelMachine learning
Godina nastanka2020201520212023
TvoracSalinas, D., Flunkert, V. & Gasthaus, J. (Amazon)Box & Jenkins (Box-Jenkins methodology)Angelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)Nie, Y. et al.
TipAutoregressive recurrent neural network (probabilistic forecasting)Univariate time-series modelDistribution-free prediction interval wrapperTransformer for time series forecasting
Temeljni izvorSalinas, D., Flunkert, V., Gasthaus, J. & Januschowski, T. (2020). DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks. International Journal of Forecasting, 36(3), 1181–1191. 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: 978-1118675021Angelopoulos, A. N. & Bates, S. (2023). Conformal Prediction: A Gentle Introduction. Foundations and Trends in Machine Learning, 16(4), 494-591. DOI ↗Nie, Y., Nguyen, N. H., Sinthong, P. & Kalagnanam, J. (2023). A Time Series is Worth 64 Words: Long-term Forecasting with Transformers. ICLR. link ↗
Drugi naziviDeepAR — Olasılıksal RNN Tahmini, probabilistic autoregressive RNN forecasting, Amazon DeepARBox-Jenkins model, ARIMA(p,d,q), ARIMA Modeliconformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)PatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
Srodne5543
SažetakDeepAR 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.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).Conformal prediction is a distribution-free wrapper that turns any point forecaster — ARIMA, a neural network, or a machine-learning model — into valid prediction intervals using only its residuals. The time-series form was popularised by Xu & Xie (2021) and the modern tutorial treatment by Angelopoulos & Bates (2023).PatchTST is a patch-based Transformer architecture for time series forecasting, introduced by Nie and colleagues in 2023, that cuts each series into overlapping patches treated as tokens and processes channels independently. It balances computational efficiency with strong accuracy on long-horizon forecasting.
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ScholarGateUporedite metode: DeepAR · ARIMA · Conformal Prediction (Time Series) · PatchTST. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare