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Mfumo Imara wa ARIMA×Mfumo wa ARIMA (Autoregressive Integrated Moving Average)×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili1986–19931970
MwanzilishiTsay (1986); Chen & Liu (1993)George Box and Gwilym Jenkins
AinaRobust time series modelTime series forecasting model
Chanzo asiliaTsay, 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. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Majina mbadalarobust ARIMA, outlier-resistant ARIMA, robust time series estimation, ARIMA with outlier detectionARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Zinazohusiana46
MuhtasariRobust 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.The ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.
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ScholarGateLinganisha mbinu: Robust ARIMA model · ARIMA model. Imepatikana 2026-06-17 kutoka https://scholargate.app/sw/compare