Statements (34)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
time series model |
| gptkbp:abbreviation |
gptkb:SARIMA
|
| gptkbp:alternativeTo |
Exponential Smoothing
Prophet model |
| gptkbp:appliesTo |
economics
finance weather forecasting sales forecasting |
| gptkbp:component |
autoregressive (AR) part
integrated (I) part moving average (MA) part seasonal component |
| gptkbp:extendsTo |
gptkb:ARIMA_model
|
| gptkbp:fullName |
Seasonal Autoregressive Integrated Moving Average model
|
| gptkbp:handles |
seasonality in time series
|
| https://www.w3.org/2000/01/rdf-schema#label |
SARIMA model
|
| gptkbp:implementedIn |
gptkb:Python_(statsmodels)
R (forecast package) |
| gptkbp:introduced |
gptkb:George_E._P._Box
Gwilyn M. Jenkins |
| gptkbp:introducedIn |
1976
|
| gptkbp:parameter |
gptkb:Q
P D q p s d |
| gptkbp:publishedIn |
gptkb:Time_Series_Analysis:_Forecasting_and_Control
|
| gptkbp:requires |
stationary time series (after differencing)
|
| gptkbp:usedFor |
time series forecasting
|
| gptkbp:bfsParent |
gptkb:ARIMA_model
|
| gptkbp:bfsLayer |
7
|