Statements (35)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:appliesTo |
seasonal time series data
|
| gptkbp:book |
gptkb:Time_Series_Analysis:_Forecasting_and_Control
|
| gptkbp:developedBy |
gptkb:George_E._P._Box
Gwilyn M. Jenkins |
| gptkbp:extendsTo |
gptkb:ARIMA
|
| gptkbp:firstDescribed |
1970
|
| gptkbp:fullName |
Seasonal Autoregressive Integrated Moving Average
|
| https://www.w3.org/2000/01/rdf-schema#label |
SARIMA
|
| gptkbp:implementedIn |
gptkb:Python
gptkb:statsmodels R |
| gptkbp:includes |
autoregressive terms
differencing moving average terms seasonal components |
| gptkbp:parameter |
gptkb:Q
P D q p s d |
| gptkbp:relatedTo |
gptkb:ARIMA
Exponential Smoothing Holt-Winters method |
| gptkbp:requires |
stationarity (after differencing)
|
| gptkbp:usedFor |
time series forecasting
|
| gptkbp:usedIn |
economics
finance weather forecasting sales forecasting |
| gptkbp:bfsParent |
gptkb:ARIMA_models
gptkb:Box–Jenkins_method |
| gptkbp:bfsLayer |
7
|