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Mfumo Imara wa SARIMA×Mfumo wa ARIMA (Autoregressive Integrated Moving Average)×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili1979–20091970
MwanzilishiMuler, Peña & Yohai (robust ARMA); earlier foundation by Denby & Martin (1979)George Box and Gwilym Jenkins
AinaRobust time-series modelTime series forecasting model
Chanzo asiliaMuler, N., Peña, D., & Yohai, V. J. (2009). Robust estimation for ARMA models. The Annals of Statistics, 37(2), 816–840. DOI ↗Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗
Majina mbadalarobust SARIMA, outlier-resistant SARIMA, robust seasonal ARIMA, M-estimator SARIMAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)
Zinazohusiana46
MuhtasariRobust SARIMA extends the classical Seasonal ARIMA framework by replacing the standard least-squares criterion with a robust loss function — such as an M-estimator — so that outliers and heavy-tailed innovations in seasonal time series cannot distort parameter estimates or invalidate forecasts.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
  2. 2 Vyanzo
  3. PUBLISHED

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