SARIMA (Seasonal ARIMA)
SARIMA ni kiendelezi cha msimu cha modeli ya ARIMA ya Box-Jenkins ambayo huongeza upambanuzi wa msimu na vipengele vya msimu vya kiotomatiki na wastani wa kusonga. Iliyotengenezwa ndani ya mfumo wa Box, Jenkins, Reinsel na Ljung (toleo la 5, 2015), inatabiri mfululizo ambao ruwaza yake hujirudia kwa kipindi cha kila mwaka, kila mwezi, au kila wiki.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Box, G.E.P., Jenkins, G.M., Reinsel, G.C. & Ljung, G.M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021
- Hyndman, R.J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. ISBN: 978-0987507136
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 1). Seasonal Autoregressive Integrated Moving Average. ScholarGate. https://scholargate.app/sw/econometrics/sarima
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- ETS: Hitilafu, Mwenendo, Usanifu wa Majira wa KielektronikiEkonometriki↔ compare
- Ulainishaji Lainifu wa Kielelezo Mara Tatu wa Holt-WintersEkonometriki↔ compare
- NabiiEkonometriki↔ compare
- SARIMAXEkonometriki↔ compare
- Mfumo wa Nafasi ya Hali (Kichujio cha Kalman)Ekonometriki↔ compare
Imerejelewa na
Umeona tatizo kwenye ukurasa huu? Ripoti au pendekeza marekebisho →