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Muundo wa Wastani unaosikika (MA)×Mfumo wa ARIMA (Autoregressive Integrated Moving Average)×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili1979–20091970
MwanzilishiDenby & Martin (1979); Muler, Pena & Yohai (2009)George Box and Gwilym Jenkins
AinaRobust time series modelTime series forecasting model
Chanzo asiliaDenby, L., & Martin, R. D. (1979). Robust estimation of the first-order autoregressive parameter. Journal of the American Statistical Association, 74(365), 140–146. DOI ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Majina mbadalarobust MA, robust moving average, M-estimation MA, bounded-influence MAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Zinazohusiana66
MuhtasariThe Robust MA model applies robust estimation — typically M-estimation or bounded-influence methods — to the Moving Average time series model. By replacing the ordinary least squares loss with a bounded loss function, it produces parameter estimates that are far less sensitive to outliers, additive noise spikes, or heavy-tailed error distributions than the classical Gaussian MA.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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  1. v1
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  3. PUBLISHED

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ScholarGateLinganisha mbinu: Robust MA model · ARIMA model. Imepatikana 2026-06-17 kutoka https://scholargate.app/sw/compare