“Box–Jenkins procedure”的概念、定义、翻译、参考文献-科学参考

Box–Jenkins procedure

Statistics

A general strategy for the analysis of time series based on the use of ARIMA models or, for seasonal data, SARIMA models. The procedure was set out by Box and Jenkins in their 1970 book Time Series Analysis: Forecasting and Control. The first stage consists of removing trends (see moving average) or cycles from the data. An appropriate type of model must then be identified and its parameters estimated. The estimated model is then compared with the original data and adjustments are made if necessary.

单词	Box–Jenkins procedure
释义	Box–Jenkins procedure Statistics A general strategy for the analysis of time series based on the use of ARIMA models or, for seasonal data, SARIMA models. The procedure was set out by Box and Jenkins in their 1970 book Time Series Analysis: Forecasting and Control. The first stage consists of removing trends (see moving average) or cycles from the data. An appropriate type of model must then be identified and its parameters estimated. The estimated model is then compared with the original data and adjustments are made if necessary.
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