|
gptkbp:instanceOf
|
statistical analysis
|
|
gptkbp:category
|
time series analysis
statistical forecasting
|
|
gptkbp:component
|
autoregressive (AR)
integrated (I)
moving average (MA)
|
|
gptkbp:extendsTo
|
gptkb:SARIMA
gptkb:ARIMAX
|
|
gptkbp:fullName
|
AutoRegressive Integrated Moving Average
|
|
https://www.w3.org/2000/01/rdf-schema#label
|
ARIMA
|
|
gptkbp:introduced
|
gptkb:George_Box
gptkb:Gwilym_Jenkins
|
|
gptkbp:introducedIn
|
1970
|
|
gptkbp:parameter
|
q
p
d
|
|
gptkbp:publishedIn
|
gptkb:Time_Series_Analysis:_Forecasting_and_Control
|
|
gptkbp:relatedTo
|
gptkb:Kalman_filter
gptkb:exponential_smoothing
gptkb:Box–Jenkins_method
seasonal decomposition
|
|
gptkbp:requires
|
stationary time series
|
|
gptkbp:software
|
gptkb:SAS
gptkb:Python_(statsmodels)
gptkb:MATLAB
R
|
|
gptkbp:usedFor
|
time series forecasting
|
|
gptkbp:usedIn
|
economics
engineering
finance
weather forecasting
|
|
gptkbp:bfsParent
|
gptkb:Box–Jenkins_model
gptkb:SARIMA
gptkb:SAS/ETS_15.3
gptkb:ARIMAX
gptkb:Autoregressive_Integrated_Moving_Average_models
gptkb:Box–Jenkins_methodology
|
|
gptkbp:bfsLayer
|
8
|