เปรียบเทียบวิธี

	แบบจำลอง ARIMA (Autoregressive Integrated Moving Average)	Exponential GARCH (EGARCH)	การปรับให้เรียบแบบเอ็กซ์โพเนนเชียลเชิงเดี่ยวและเชิงคู่ (SES / Holt)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model	Regression model
ปีกำเนิด	2015	1991	1957
ผู้ริเริ่ม	Box & Jenkins (Box-Jenkins methodology)	Nelson	Robert G. Brown (SES); Charles C. Holt (linear trend)
ประเภท	Univariate time-series model	Conditional volatility model (asymmetric GARCH variant)	Exponential smoothing forecasting model
แหล่งต้นตำรับ	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	Nelson, D. B. (1991). Conditional Heteroskedasticity in Asset Returns: A New Approach. Econometrica, 59(2), 347-370.	Brown, R. G. (1959). Statistical Forecasting for Inventory Control. McGraw-Hill.
ชื่อเรียกอื่น	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	exponential GARCH, Nelson's EGARCH, asymmetric GARCH, EGARCH — Üstel GARCH	SES, Holt's linear trend method, exponential smoothing forecasting, Basit ve Çift Üstel Düzleştirme (SES / Holt)
ที่เกี่ยวข้อง	5	4	3
สรุป	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).	EGARCH is an asymmetric GARCH variant, introduced by Nelson in 1991, that models the leverage effect in which bad news raises volatility more than good news of the same size. It captures the negative-shock asymmetry of financial return series by modelling the logarithm of the conditional variance.	Exponential smoothing is a family of basic time-series forecasting models in which each new observation updates a smoothed estimate by a weighting parameter. Simple exponential smoothing (SES), introduced by Robert G. Brown in 1959, forecasts series with a stable level, while Holt's double exponential smoothing, introduced by Charles C. Holt in 1957, adds a trend term using the parameters alpha and beta.