Порівняння методів

	DeepAR	Модель ARIMA (Авторегресійна інтегрована ковзна середня)	Конформне прогнозування для прогнозування часових рядів	N-HiTS	PatchTST
Галузь	Глибоке навчання	Економетрика	Економетрика	Глибоке навчання	Глибоке навчання
Родина	Machine learning	Regression model	Regression model	Machine learning	Machine learning
Рік появи	2020	2015	2021	2023	2023
Автор методу	Salinas, D., Flunkert, V. & Gasthaus, J. (Amazon)	Box & Jenkins (Box-Jenkins methodology)	Angelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)	Challu, C. et al.	Nie, Y. et al.
Тип	Autoregressive recurrent neural network (probabilistic forecasting)	Univariate time-series model	Distribution-free prediction interval wrapper	Deep neural forecasting (hierarchical interpolation)	Transformer for time series forecasting
Основоположне джерело	Salinas, D., Flunkert, V., Gasthaus, J. & Januschowski, T. (2020). DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks. International Journal of Forecasting, 36(3), 1181–1191.	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	Angelopoulos, A. N. & Bates, S. (2023). Conformal Prediction: A Gentle Introduction. Foundations and Trends in Machine Learning, 16(4), 494-591.	Challu, C. et al. (2023). NHITS: Neural Hierarchical Interpolation for Time Series Forecasting. AAAI.	Nie, Y., Nguyen, N. H., Sinthong, P. & Kalagnanam, J. (2023). A Time Series is Worth 64 Words: Long-term Forecasting with Transformers. ICLR.
Інші назви	DeepAR — Olasılıksal RNN Tahmini, probabilistic autoregressive RNN forecasting, Amazon DeepAR	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	conformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)	N-HiTS — Hiyerarşik İnterpolasyon Tahmini, NHITS, Neural Hierarchical Interpolation	PatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
Пов'язані	5	5	4	3	3
Підсумок	DeepAR is Amazon's industrial forecasting model, introduced by Salinas, Flunkert and Gasthaus (2017; published 2020), that uses an autoregressive recurrent neural network to estimate the parameters of a probability distribution at each step, producing a confidence interval rather than a single point forecast. It can model many related time series jointly within one model.	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).	Conformal prediction is a distribution-free wrapper that turns any point forecaster — ARIMA, a neural network, or a machine-learning model — into valid prediction intervals using only its residuals. The time-series form was popularised by Xu & Xie (2021) and the modern tutorial treatment by Angelopoulos & Bates (2023).	N-HiTS (Neural Hierarchical Interpolation for Time Series Forecasting), introduced by Challu and colleagues in 2023, is a deep neural forecasting architecture that combines the hierarchical forecasts of multiple stacks operating at different sampling rates and merges them through interpolation. It extends N-BEATS to deliver markedly better accuracy on long forecast horizons.	PatchTST is a patch-based Transformer architecture for time series forecasting, introduced by Nie and colleagues in 2023, that cuts each series into overlapping patches treated as tokens and processes channels independently. It balances computational efficiency with strong accuracy on long-horizon forecasting.