Statements (28)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:abbreviation |
gptkb:ARIMA
|
| gptkbp:alsoKnownAs |
gptkb:ARIMA_model
|
| gptkbp:appliesTo |
univariate time series
|
| gptkbp:assumes |
stationarity (after differencing)
|
| gptkbp:component |
autoregressive (AR) part
integrated (I) part moving average (MA) part |
| gptkbp:developedBy |
gptkb:George_Box
gptkb:Gwilym_Jenkins |
| gptkbp:extendsTo |
seasonal ARIMA (SARIMA)
|
| gptkbp:field |
time series analysis
|
| https://www.w3.org/2000/01/rdf-schema#label |
Box–Jenkins model
|
| gptkbp:influenced |
modern time series forecasting
|
| gptkbp:introducedIn |
1970
|
| gptkbp:parameter |
d (degree of differencing)
p (autoregressive order) q (moving average order) |
| gptkbp:publishedIn |
gptkb:Time_Series_Analysis:_Forecasting_and_Control
|
| gptkbp:relatedTo |
gptkb:exponential_smoothing
state space models |
| gptkbp:requires |
parameter estimation
model diagnostics model identification |
| gptkbp:usedFor |
forecasting
modeling time series data |
| gptkbp:bfsParent |
gptkb:George_Edward_Pelham_Box
|
| gptkbp:bfsLayer |
7
|