时间序列分析,ARIMA模型,商业应用
ARIMA & SARIMA are statistical models for time series forecasting, used in various industries. ARIMA stands for Autoregressive (AR), Integrated (I), Moving Average (MA). It captures relationships between observations and lagged data, and models error terms as a linear combination of past errors. The model's parameters p, d, and q denote the AR, I, and MA orders. SARIMA extends ARIMA by supporting seasonal components. These models are useful for demand forecasting, econometrics, finance, retail, energy demand, and other situations where future events need to be predicted based on historical data.
February 19, 2024