Video: Puas yog Arima qauv tshuab kev kawm?
2024 Tus sau: Lynn Donovan | [email protected]. Kawg hloov kho: 2023-12-15 23:47
Classical txoj kev zoo li ETS thiab ARIMA tawm ua haujlwm tshuab kev kawm thiab kev kawm tob cov txheej txheem rau kev kwv yees ib kauj ruam ntawm cov ntaub ntawv tsis sib xws. Classical txoj kev zoo li Theta thiab ARIMA tawm ua haujlwm tshuab kev kawm thiab kev kawm tob cov txheej txheem rau kev kwv yees ntau kauj ruam ntawm cov ntaub ntawv tsis sib xws.
Hauv qhov no, puas yog Arima tshuab kev kawm?
Ib txwm siv sij hawm series forecasting method ( ARIMA ) tsom rau cov ntaub ntawv univariate nrog kev sib raug zoo ntawm cov kab sib txuas thiab ruaj khov thiab kuaj pom ntawm lub cev dependence. Classical txoj kev zoo li ETS thiab ARIMA tawm ua haujlwm tshuab kev kawm thiab kev kawm tob cov txheej txheem rau kev kwv yees ib kauj ruam ntawm cov ntaub ntawv tsis sib xws.
Ib tug kuj yuav nug, ua li cas koj ua tus qauv Arima? ARIMA Model – Manufacturing Case Study Piv txwv
- Kauj Ruam 1: Daim phiaj tsheb laij teb muag cov ntaub ntawv raws li lub sijhawm.
- Kauj Ruam 2: Cov ntaub ntawv sib txawv los ua cov ntaub ntawv nyob ruaj khov ntawm qhov txhais tau tias (tshem tawm cov qauv)
- Kauj ruam 3: log hloov cov ntaub ntawv kom cov ntaub ntawv nyob ruaj ruaj ntawm variance.
- Kauj ruam 4: Sib txawv log hloov cov ntaub ntawv kom cov ntaub ntawv nyob ruaj ruaj ntawm ob qho tib si txhais tau tias thiab variance.
Kuj kom paub, Arima qauv siv rau dab tsi?
Autoregressive Integrated Moving nruab nrab Qauv . Ib ARIMA qauv yog ib chav kawm ntawm statistical qauv rau kev txheeb xyuas thiab kwv yees lub sij hawm series cov ntaub ntawv. Nws qhia meej meej rau cov txheej txheem ntawm cov qauv hauv cov ntaub ntawv teev sijhawm, thiab yog li muab txoj hauv kev yooj yim tab sis muaj zog rau kev txawj ntse lub sijhawm kwv yees.
Qhov txawv ntawm ARMA thiab Arima qauv yog dab tsi?
Qhov txawv ntawm ib ARMA model thiab ARIMA AR(p) ua rau kev kwv yees siv cov txiaj ntsig yav dhau los ntawm qhov sib txawv ntawm qhov sib txawv. Yog tsis muaj qhov sib txawv hauv tus qauv , ces nws yuav tsuas yog ib ARMA . A model nrog a dth ua txawv kom haum thiab ARMA (p, qw) qauv npe a ARIMA txheej txheem kev txiav txim (p, d, q).
Pom zoo:
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