{"id":475954,"date":"2023-08-09T07:24:43","date_gmt":"2023-08-09T07:24:43","guid":{"rendered":""},"modified":"2023-09-05T11:11:41","modified_gmt":"2023-09-05T11:11:41","slug":"autoregressive-integrated-moving-average-arima","status":"publish","type":"wiki","link":"https:\/\/oneproxy.pro\/ar\/wiki\/autoregressive-integrated-moving-average-arima\/","title":{"rendered":"\u0627\u0644\u0645\u062a\u0648\u0633\u0637 \u0627\u0644\u0645\u062a\u062d\u0631\u0643 \u0627\u0644\u0645\u062a\u0643\u0627\u0645\u0644 \u0630\u0627\u062a\u064a \u0627\u0644\u0627\u0646\u062d\u062f\u0627\u0631 (ARIMA)"},"content":{"rendered":"<p>\u064a\u0644\u0639\u0628 \u0627\u0644\u0645\u062a\u0648\u0633\u0637 \u0627\u0644\u0645\u062a\u062d\u0631\u0643 \u0627\u0644\u0645\u062a\u0643\u0627\u0645\u0644 \u0644\u0644\u0627\u0646\u062d\u062f\u0627\u0631 \u0627\u0644\u0630\u0627\u062a\u064a (ARIMA)\u060c \u0643\u0646\u0645\u0648\u0630\u062c \u0625\u062d\u0635\u0627\u0626\u064a \u0623\u0633\u0627\u0633\u064a\u060c \u062f\u0648\u0631\u064b\u0627 \u0645\u0647\u0645\u064b\u0627 \u0641\u064a \u0627\u0644\u062a\u0646\u0628\u0624 \u0628\u0627\u0644\u0633\u0644\u0627\u0633\u0644 \u0627\u0644\u0632\u0645\u0646\u064a\u0629. \u064a\u0633\u062a\u062e\u062f\u0645 ARIMA\u060c \u0627\u0644\u0645\u062a\u062c\u0630\u0631 \u0641\u064a \u0631\u064a\u0627\u0636\u064a\u0627\u062a \u0627\u0644\u062a\u0642\u062f\u064a\u0631 \u0627\u0644\u0625\u062d\u0635\u0627\u0626\u064a\u060c \u0639\u0644\u0649 \u0646\u0637\u0627\u0642 \u0648\u0627\u0633\u0639 \u0641\u064a \u0645\u062e\u062a\u0644\u0641 \u0627\u0644\u0642\u0637\u0627\u0639\u0627\u062a \u0644\u0644\u062a\u0646\u0628\u0624 \u0628\u0646\u0642\u0627\u0637 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0645\u0633\u062a\u0642\u0628\u0644\u064a\u0629 \u0628\u0646\u0627\u0621\u064b \u0639\u0644\u0649 \u0646\u0642\u0627\u0637 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0633\u0627\u0628\u0642\u0629 \u0641\u064a \u0627\u0644\u0633\u0644\u0633\u0644\u0629.<\/p>\n<h2>\u0623\u0635\u0648\u0644 \u0623\u0631\u064a\u0645\u0627<\/h2>\n<p>\u062a\u0645 \u062a\u0642\u062f\u064a\u0645 \u0623\u0631\u064a\u0645\u0627 \u0644\u0623\u0648\u0644 \u0645\u0631\u0629 \u0641\u064a \u0623\u0648\u0627\u0626\u0644 \u0627\u0644\u0633\u0628\u0639\u064a\u0646\u064a\u0627\u062a \u0645\u0646 \u0642\u0628\u0644 \u0627\u0644\u0625\u062d\u0635\u0627\u0626\u064a\u064a\u0646 \u062c\u0648\u0631\u062c \u0628\u0648\u0643\u0633 \u0648\u062c\u0648\u064a\u0644\u064a\u0645 \u062c\u0646\u0643\u064a\u0646\u0632. \u0627\u0639\u062a\u0645\u062f \u0627\u0644\u062a\u0637\u0648\u064a\u0631 \u0639\u0644\u0649 \u0639\u0645\u0644 \u0633\u0627\u0628\u0642 \u062d\u0648\u0644 \u0646\u0645\u0627\u0630\u062c \u0627\u0644\u0627\u0646\u062d\u062f\u0627\u0631 \u0627\u0644\u0630\u0627\u062a\u064a (AR) \u0648\u0627\u0644\u0645\u062a\u0648\u0633\u0637 \u0627\u0644\u0645\u062a\u062d\u0631\u0643 (MA). \u0645\u0646 \u062e\u0644\u0627\u0644 \u062f\u0645\u062c \u0645\u0641\u0647\u0648\u0645 \u0627\u0644\u062a\u0641\u0627\u0636\u0644\u060c \u062a\u0645\u0643\u0646 \u0628\u0648\u0643\u0633 \u0648\u062c\u064a\u0646\u0643\u064a\u0646\u0632 \u0645\u0646 \u0627\u0644\u062a\u0639\u0627\u0645\u0644 \u0645\u0639 \u0627\u0644\u0633\u0644\u0627\u0633\u0644 \u0627\u0644\u0632\u0645\u0646\u064a\u0629 \u063a\u064a\u0631 \u0627\u0644\u062b\u0627\u0628\u062a\u0629\u060c \u0645\u0645\u0627 \u0623\u062f\u0649 \u0625\u0644\u0649 \u0646\u0645\u0648\u0630\u062c \u0623\u0631\u064a\u0645\u0627.<\/p>\n<h2>\u0641\u0647\u0645 \u0623\u0631\u064a\u0645\u0627<\/h2>\n<p>\u0623\u0631\u064a\u0645\u0627 \u0647\u0648 \u0645\u0632\u064a\u062c \u0645\u0646 \u062b\u0644\u0627\u062b \u0637\u0631\u0642 \u0623\u0633\u0627\u0633\u064a\u0629: \u0627\u0644\u0627\u0646\u062d\u062f\u0627\u0631 \u0627\u0644\u0630\u0627\u062a\u064a (AR)\u060c \u0627\u0644\u0645\u062a\u0643\u0627\u0645\u0644 (I)\u060c \u0648\u0627\u0644\u0645\u062a\u0648\u0633\u0637 \u0627\u0644\u0645\u062a\u062d\u0631\u0643 (MA). \u062a\u064f\u0633\u062a\u062e\u062f\u0645 \u0647\u0630\u0647 \u0627\u0644\u0623\u0633\u0627\u0644\u064a\u0628 \u0644\u062a\u062d\u0644\u064a\u0644 \u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0633\u0644\u0627\u0633\u0644 \u0627\u0644\u0632\u0645\u0646\u064a\u0629 \u0648\u0627\u0644\u062a\u0646\u0628\u0624 \u0628\u0647\u0627.<\/p>\n<ul>\n<li>\n<p><strong>\u0627\u0644\u0627\u0646\u062d\u062f\u0627\u0631 \u0627\u0644\u0630\u0627\u062a\u064a (AR)<\/strong>: \u062a\u0633\u062a\u062e\u062f\u0645 \u0647\u0630\u0647 \u0627\u0644\u0637\u0631\u064a\u0642\u0629 \u0627\u0644\u0639\u0644\u0627\u0642\u0629 \u0627\u0644\u062a\u0627\u0628\u0639\u0629 \u0628\u064a\u0646 \u0627\u0644\u0645\u0644\u0627\u062d\u0638\u0629 \u0648\u0639\u062f\u062f \u0645\u0646 \u0627\u0644\u0645\u0644\u0627\u062d\u0638\u0627\u062a \u0627\u0644\u0645\u062a\u0623\u062e\u0631\u0629 (\u0627\u0644\u0641\u062a\u0631\u0627\u062a \u0627\u0644\u0633\u0627\u0628\u0642\u0629).<\/p>\n<\/li>\n<li>\n<p><strong>\u0645\u062a\u0643\u0627\u0645\u0644 (\u0623\u0646\u0627)<\/strong>: \u064a\u062a\u0636\u0645\u0646 \u0647\u0630\u0627 \u0627\u0644\u0623\u0633\u0644\u0648\u0628 \u0627\u062e\u062a\u0644\u0627\u0641 \u0627\u0644\u0645\u0644\u0627\u062d\u0638\u0627\u062a \u0644\u062c\u0639\u0644 \u0627\u0644\u0633\u0644\u0633\u0644\u0629 \u0627\u0644\u0632\u0645\u0646\u064a\u0629 \u062b\u0627\u0628\u062a\u0629.<\/p>\n<\/li>\n<li>\n<p><strong>\u0627\u0644\u0645\u062a\u0648\u0633\u0637 \u0627\u0644\u0645\u062a\u062d\u0631\u0643 (MA)<\/strong>: \u062a\u0633\u062a\u062e\u062f\u0645 \u0647\u0630\u0647 \u0627\u0644\u062a\u0642\u0646\u064a\u0629 \u0627\u0644\u062a\u0628\u0639\u064a\u0629 \u0628\u064a\u0646 \u0627\u0644\u0645\u0644\u0627\u062d\u0638\u0629 \u0648\u0627\u0644\u062e\u0637\u0623 \u0627\u0644\u0645\u062a\u0628\u0642\u064a \u0645\u0646 \u0646\u0645\u0648\u0630\u062c \u0627\u0644\u0645\u062a\u0648\u0633\u0637 \u0627\u0644\u0645\u062a\u062d\u0631\u0643 \u0627\u0644\u0645\u0637\u0628\u0642 \u0639\u0644\u0649 \u0627\u0644\u0645\u0644\u0627\u062d\u0638\u0627\u062a \u0627\u0644\u0645\u062a\u0623\u062e\u0631\u0629.<\/p>\n<\/li>\n<\/ul>\n<p>\u063a\u0627\u0644\u0628\u064b\u0627 \u0645\u0627 \u064a\u064f\u0634\u0627\u0631 \u0625\u0644\u0649 \u0646\u0645\u0627\u0630\u062c ARIMA \u0628\u0627\u0633\u0645 ARIMA(p, d, q)\u060c \u062d\u064a\u062b &quot;p&quot; \u0647\u0648 \u062a\u0631\u062a\u064a\u0628 \u062c\u0632\u0621 AR\u060c \u0648&quot;d&quot; \u0647\u0648 \u062a\u0631\u062a\u064a\u0628 \u0627\u0644\u0627\u062e\u062a\u0644\u0627\u0641 \u0627\u0644\u0645\u0637\u0644\u0648\u0628 \u0644\u062c\u0639\u0644 \u0627\u0644\u0633\u0644\u0633\u0644\u0629 \u0627\u0644\u0632\u0645\u0646\u064a\u0629 \u062b\u0627\u0628\u062a\u0629\u060c \u0648&quot;q&quot; \u0647\u0648 \u0627\u0644\u062a\u0631\u062a\u064a\u0628 \u0645\u0646 \u0627\u0644\u062c\u0632\u0621 MA.<\/p>\n<h2>\u0627\u0644\u0647\u064a\u0643\u0644 \u0627\u0644\u062f\u0627\u062e\u0644\u064a \u0648\u0639\u0645\u0644 ARIMA<\/h2>\n<p>\u064a\u062a\u0643\u0648\u0646 \u0647\u064a\u0643\u0644 ARIMA \u0645\u0646 \u062b\u0644\u0627\u062b\u0629 \u0623\u062c\u0632\u0627\u0621: AR \u0648I \u0648MA. \u064a\u0644\u0639\u0628 \u0643\u0644 \u062c\u0632\u0621 \u062f\u0648\u0631\u064b\u0627 \u0645\u062d\u062f\u062f\u064b\u0627 \u0641\u064a \u062a\u062d\u0644\u064a\u0644 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a:<\/p>\n<ul>\n<li><strong>\u062c\u0632\u0621 AR<\/strong> \u064a\u0642\u064a\u0633 \u062a\u0623\u062b\u064a\u0631 \u0642\u064a\u0645 \u0627\u0644\u0641\u062a\u0631\u0627\u062a \u0627\u0644\u0645\u0627\u0636\u064a\u0629 \u0639\u0644\u0649 \u0627\u0644\u0641\u062a\u0631\u0629 \u0627\u0644\u062d\u0627\u0644\u064a\u0629.<\/li>\n<li><strong>\u0623\u0646\u0627 \u062c\u0632\u0621<\/strong> \u064a\u062a\u0645 \u0627\u0633\u062a\u062e\u062f\u0627\u0645\u0647 \u0644\u062c\u0639\u0644 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u062b\u0627\u0628\u062a\u0629\u060c \u0623\u064a \u0644\u0625\u0632\u0627\u0644\u0629 \u0627\u0644\u0627\u062a\u062c\u0627\u0647 \u0645\u0646 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a.<\/li>\n<li><strong>\u062c\u0632\u0621 \u0645\u0627\u062c\u0633\u062a\u064a\u0631<\/strong> \u064a\u062a\u0636\u0645\u0646 \u0627\u0644\u062a\u0628\u0639\u064a\u0629 \u0628\u064a\u0646 \u0627\u0644\u0645\u0644\u0627\u062d\u0638\u0629 \u0648\u0627\u0644\u062e\u0637\u0623 \u0627\u0644\u0645\u062a\u0628\u0642\u064a \u0645\u0646 \u0646\u0645\u0648\u0630\u062c \u0627\u0644\u0645\u062a\u0648\u0633\u0637 \u0627\u0644\u0645\u062a\u062d\u0631\u0643 \u0627\u0644\u0645\u0637\u0628\u0642 \u0639\u0644\u0649 \u0627\u0644\u0645\u0644\u0627\u062d\u0638\u0627\u062a \u0627\u0644\u0645\u062a\u0623\u062e\u0631\u0629.<\/li>\n<\/ul>\n<p>\u064a\u062a\u0645 \u062a\u0637\u0628\u064a\u0642 \u0646\u0645\u0648\u0630\u062c ARIMA \u0639\u0644\u0649 \u0633\u0644\u0633\u0644\u0629 \u0632\u0645\u0646\u064a\u0629 \u0639\u0644\u0649 \u062b\u0644\u0627\u062b \u0645\u0631\u0627\u062d\u0644:<\/p>\n<ol>\n<li><strong>\u062a\u0639\u0631\u064a\u0641<\/strong>: \u062a\u062d\u062f\u064a\u062f \u062a\u0631\u062a\u064a\u0628 \u0627\u0644\u0641\u0631\u0642\u060c &#039;d&#039; \u0648\u062a\u0631\u062a\u064a\u0628 \u0645\u0643\u0648\u0646\u0627\u062a AR \u0623\u0648 MA.<\/li>\n<li><strong>\u062a\u0642\u062f\u064a\u0631<\/strong>: \u0628\u0639\u062f \u062a\u062d\u062f\u064a\u062f \u0627\u0644\u0646\u0645\u0648\u0630\u062c \u064a\u062a\u0645 \u0645\u0644\u0627\u0626\u0645\u0629 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0644\u0644\u0646\u0645\u0648\u0630\u062c \u0644\u062a\u0642\u062f\u064a\u0631 \u0627\u0644\u0645\u0639\u0627\u0645\u0644\u0627\u062a.<\/li>\n<li><strong>\u062a\u064e\u062d\u064e\u0642\u0651\u0642<\/strong>: \u064a\u062a\u0645 \u0641\u062d\u0635 \u0627\u0644\u0646\u0645\u0648\u0630\u062c \u0627\u0644\u0645\u062c\u0647\u0632 \u0644\u0644\u062a\u0623\u0643\u062f \u0645\u0646 \u0645\u0644\u0627\u0621\u0645\u062a\u0647 \u0644\u0644\u0628\u064a\u0627\u0646\u0627\u062a.<\/li>\n<\/ol>\n<h2>\u0627\u0644\u0645\u064a\u0632\u0627\u062a \u0627\u0644\u0631\u0626\u064a\u0633\u064a\u0629 \u0644\u0623\u0631\u064a\u0645\u0627<\/h2>\n<ul>\n<li>\u064a\u0645\u0643\u0646 \u0644\u0646\u0645\u0627\u0630\u062c ARIMA \u0627\u0644\u062a\u0646\u0628\u0624 \u0628\u0646\u0642\u0627\u0637 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0645\u0633\u062a\u0642\u0628\u0644\u064a\u0629 \u0628\u0646\u0627\u0621\u064b \u0639\u0644\u0649 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0633\u0627\u0628\u0642\u0629 \u0648\u0627\u0644\u062d\u0627\u0644\u064a\u0629.<\/li>\n<li>\u064a\u0645\u0643\u0646\u0647 \u0627\u0644\u062a\u0639\u0627\u0645\u0644 \u0645\u0639 \u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0633\u0644\u0627\u0633\u0644 \u0627\u0644\u0632\u0645\u0646\u064a\u0629 \u063a\u064a\u0631 \u0627\u0644\u062b\u0627\u0628\u062a\u0629.<\/li>\n<li>\u0625\u0646\u0647\u0627 \u0641\u0639\u0627\u0644\u0629 \u0628\u0634\u0643\u0644 \u062e\u0627\u0635 \u0639\u0646\u062f\u0645\u0627 \u062a\u0638\u0647\u0631 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0627\u062a\u062c\u0627\u0647\u064b\u0627 \u0648\u0627\u0636\u062d\u064b\u0627 \u0623\u0648 \u0646\u0645\u0637\u064b\u0627 \u0645\u0648\u0633\u0645\u064a\u064b\u0627.<\/li>\n<li>\u064a\u062a\u0637\u0644\u0628 ARIMA \u0643\u0645\u064a\u0629 \u0643\u0628\u064a\u0631\u0629 \u0645\u0646 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0644\u0644\u062d\u0635\u0648\u0644 \u0639\u0644\u0649 \u0646\u062a\u0627\u0626\u062c \u062f\u0642\u064a\u0642\u0629.<\/li>\n<\/ul>\n<h2>\u0623\u0646\u0648\u0627\u0639 \u0623\u0631\u064a\u0645\u0627<\/h2>\n<p>\u0647\u0646\u0627\u0643 \u0646\u0648\u0639\u0627\u0646 \u0631\u0626\u064a\u0633\u064a\u0627\u0646 \u0645\u0646 \u0646\u0645\u0627\u0630\u062c ARIMA:<\/p>\n<ol>\n<li>\n<p><strong>\u0623\u0631\u064a\u0645\u0627 \u063a\u064a\u0631 \u0645\u0648\u0633\u0645\u064a\u0629<\/strong>: \u0625\u0646\u0647 \u0623\u0628\u0633\u0637 \u0623\u0634\u0643\u0627\u0644 ARIMA. \u064a\u062a\u0645 \u0627\u0633\u062a\u062e\u062f\u0627\u0645\u0647 \u0644\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u063a\u064a\u0631 \u0627\u0644\u0645\u0648\u0633\u0645\u064a\u0629 \u062d\u064a\u062b \u0644\u0627 \u062a\u0648\u062c\u062f \u0627\u062a\u062c\u0627\u0647\u0627\u062a \u062f\u0648\u0631\u064a\u0629 \u0645\u062d\u062f\u062f\u0629.<\/p>\n<\/li>\n<li>\n<p><strong>\u0623\u0631\u064a\u0645\u0627 \u0627\u0644\u0645\u0648\u0633\u0645\u064a\u0629 (\u0633\u0627\u0631\u064a\u0645\u0627)<\/strong>: \u0625\u0646\u0647 \u0627\u0645\u062a\u062f\u0627\u062f \u0644\u0640 ARIMA \u0627\u0644\u0630\u064a \u064a\u062f\u0639\u0645 \u0628\u0634\u0643\u0644 \u0635\u0631\u064a\u062d \u0627\u0644\u0645\u0643\u0648\u0646 \u0627\u0644\u0645\u0648\u0633\u0645\u064a \u0641\u064a \u0627\u0644\u0646\u0645\u0648\u0630\u062c.<\/p>\n<\/li>\n<\/ol>\n<h2>\u0627\u0644\u062a\u0637\u0628\u064a\u0642\u0627\u062a \u0627\u0644\u0639\u0645\u0644\u064a\u0629 \u0644\u0623\u0631\u064a\u0645\u0627 \u0648\u062d\u0644 \u0627\u0644\u0645\u0634\u0643\u0644\u0627\u062a<\/h2>\n<p>\u0644\u062f\u0649 ARIMA \u0627\u0644\u0639\u062f\u064a\u062f \u0645\u0646 \u0627\u0644\u062a\u0637\u0628\u064a\u0642\u0627\u062a\u060c \u0628\u0645\u0627 \u0641\u064a \u0630\u0644\u0643 \u0627\u0644\u062a\u0646\u0628\u0624 \u0627\u0644\u0627\u0642\u062a\u0635\u0627\u062f\u064a\u060c \u0648\u0627\u0644\u062a\u0646\u0628\u0624 \u0628\u0627\u0644\u0645\u0628\u064a\u0639\u0627\u062a\u060c \u0648\u062a\u062d\u0644\u064a\u0644 \u0633\u0648\u0642 \u0627\u0644\u0623\u0648\u0631\u0627\u0642 \u0627\u0644\u0645\u0627\u0644\u064a\u0629\u060c \u0648\u0627\u0644\u0645\u0632\u064a\u062f.<\/p>\n<p>\u0625\u062d\u062f\u0649 \u0627\u0644\u0645\u0634\u0643\u0644\u0627\u062a \u0627\u0644\u0634\u0627\u0626\u0639\u0629 \u0627\u0644\u062a\u064a \u062a\u0648\u0627\u062c\u0647 ARIMA \u0647\u064a \u0627\u0644\u062a\u062c\u0627\u0648\u0632\u060c \u062d\u064a\u062b \u064a\u062a\u0646\u0627\u0633\u0628 \u0627\u0644\u0646\u0645\u0648\u0630\u062c \u0628\u0634\u0643\u0644 \u0648\u062b\u064a\u0642 \u0645\u0639 \u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u062a\u062f\u0631\u064a\u0628 \u0648\u064a\u0643\u0648\u0646 \u0623\u062f\u0627\u0624\u0647 \u0633\u064a\u0626\u064b\u0627 \u0639\u0644\u0649 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u062c\u062f\u064a\u062f\u0629 \u063a\u064a\u0631 \u0627\u0644\u0645\u0631\u0626\u064a\u0629. \u064a\u0643\u0645\u0646 \u0627\u0644\u062d\u0644 \u0641\u064a \u0627\u0633\u062a\u062e\u062f\u0627\u0645 \u062a\u0642\u0646\u064a\u0627\u062a \u0645\u062b\u0644 \u0627\u0644\u062a\u062d\u0642\u0642 \u0627\u0644\u0645\u062a\u0628\u0627\u062f\u0644 \u0644\u062a\u062c\u0646\u0628 \u0627\u0644\u062a\u062c\u0647\u064a\u0632 \u0627\u0644\u0632\u0627\u0626\u062f.<\/p>\n<h2>\u0645\u0642\u0627\u0631\u0646\u0627\u062a \u0645\u0639 \u0637\u0631\u0642 \u0645\u0645\u0627\u062b\u0644\u0629<\/h2>\n<table>\n<thead>\n<tr>\n<th>\u0645\u064a\u0632\u0629<\/th>\n<th>\u0623\u0631\u064a\u0645\u0627<\/th>\n<th>\u062a\u062c\u0627\u0646\u0633 \u0627\u0644\u0623\u0633\u064a<\/th>\n<th>\u0627\u0644\u0634\u0628\u0643\u0629 \u0627\u0644\u0639\u0635\u0628\u064a\u0629 \u0627\u0644\u0645\u062a\u0643\u0631\u0631\u0629 (RNN)<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>\u064a\u0639\u0627\u0644\u062c \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u063a\u064a\u0631 \u0627\u0644\u062b\u0627\u0628\u062a\u0629<\/td>\n<td>\u0646\u0639\u0645<\/td>\n<td>\u0644\u0627<\/td>\n<td>\u0646\u0639\u0645<\/td>\n<\/tr>\n<tr>\n<td>\u064a\u0623\u062e\u0630 \u0641\u064a \u0627\u0644\u0627\u0639\u062a\u0628\u0627\u0631 \u0627\u0644\u062e\u0637\u0623 \u0648\u0627\u0644\u0627\u062a\u062c\u0627\u0647 \u0648\u0627\u0644\u0645\u0648\u0633\u0645\u064a\u0629<\/td>\n<td>\u0646\u0639\u0645<\/td>\n<td>\u0646\u0639\u0645<\/td>\n<td>\u0644\u0627<\/td>\n<\/tr>\n<tr>\n<td>\u0627\u0644\u062d\u0627\u062c\u0629 \u0625\u0644\u0649 \u0645\u062c\u0645\u0648\u0639\u0627\u062a \u0628\u064a\u0627\u0646\u0627\u062a \u0643\u0628\u064a\u0631\u0629<\/td>\n<td>\u0646\u0639\u0645<\/td>\n<td>\u0644\u0627<\/td>\n<td>\u0646\u0639\u0645<\/td>\n<\/tr>\n<tr>\n<td>\u0633\u0647\u0648\u0644\u0629 \u0627\u0644\u062a\u0641\u0633\u064a\u0631<\/td>\n<td>\u0639\u0627\u0644\u064a<\/td>\n<td>\u0639\u0627\u0644\u064a<\/td>\n<td>\u0642\u0644\u064a\u0644<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<h2>\u0627\u0644\u0622\u0641\u0627\u0642 \u0627\u0644\u0645\u0633\u062a\u0642\u0628\u0644\u064a\u0629 \u0644\u0623\u0631\u064a\u0645\u0627<\/h2>\n<p>\u0644\u0627 \u062a\u0632\u0627\u0644 ARIMA \u0646\u0645\u0648\u0630\u062c\u064b\u0627 \u0623\u0633\u0627\u0633\u064a\u064b\u0627 \u0641\u064a \u0645\u062c\u0627\u0644 \u0627\u0644\u062a\u0646\u0628\u0624 \u0628\u0627\u0644\u0633\u0644\u0627\u0633\u0644 \u0627\u0644\u0632\u0645\u0646\u064a\u0629. \u064a\u0639\u062f \u062f\u0645\u062c ARIMA \u0645\u0639 \u062a\u0642\u0646\u064a\u0627\u062a \u0627\u0644\u062a\u0639\u0644\u0645 \u0627\u0644\u0622\u0644\u064a \u0648\u062a\u0642\u0646\u064a\u0627\u062a \u0627\u0644\u0630\u0643\u0627\u0621 \u0627\u0644\u0627\u0635\u0637\u0646\u0627\u0639\u064a \u0644\u0644\u062d\u0635\u0648\u0644 \u0639\u0644\u0649 \u062a\u0646\u0628\u0624\u0627\u062a \u0623\u0643\u062b\u0631 \u062f\u0642\u0629 \u0627\u062a\u062c\u0627\u0647\u064b\u0627 \u0645\u0647\u0645\u064b\u0627 \u0644\u0644\u0645\u0633\u062a\u0642\u0628\u0644.<\/p>\n<h2>\u0627\u0644\u062e\u0648\u0627\u062f\u0645 \u0627\u0644\u0648\u0643\u064a\u0644\u0629 \u0648ARIMA<\/h2>\n<p>\u064a\u0645\u0643\u0646 \u0623\u0646 \u062a\u0633\u062a\u0641\u064a\u062f \u0627\u0644\u062e\u0648\u0627\u062f\u0645 \u0627\u0644\u0648\u0643\u064a\u0644\u0629 \u0645\u0646 \u0646\u0645\u0627\u0630\u062c ARIMA \u0641\u064a \u0627\u0644\u062a\u0646\u0628\u0624 \u0628\u062d\u0631\u0643\u0629 \u0627\u0644\u0645\u0631\u0648\u0631\u060c \u0645\u0645\u0627 \u064a\u0633\u0627\u0639\u062f \u0639\u0644\u0649 \u0625\u062f\u0627\u0631\u0629 \u0645\u0648\u0627\u0632\u0646\u0629 \u0627\u0644\u062a\u062d\u0645\u064a\u0644 \u0648\u062a\u062e\u0635\u064a\u0635 \u0645\u0648\u0627\u0631\u062f \u0627\u0644\u062e\u0627\u062f\u0645. \u0645\u0646 \u062e\u0644\u0627\u0644 \u0627\u0644\u062a\u0646\u0628\u0624 \u0628\u062d\u0631\u0643\u0629 \u0627\u0644\u0645\u0631\u0648\u0631\u060c \u064a\u0645\u0643\u0646 \u0644\u0644\u062e\u0648\u0627\u062f\u0645 \u0627\u0644\u0648\u0643\u064a\u0644\u0629 \u0636\u0628\u0637 \u0627\u0644\u0645\u0648\u0627\u0631\u062f \u062f\u064a\u0646\u0627\u0645\u064a\u0643\u064a\u064b\u0627 \u0644\u0636\u0645\u0627\u0646 \u0627\u0644\u062a\u0634\u063a\u064a\u0644 \u0627\u0644\u0623\u0645\u062b\u0644.<\/p>\n<h2>\u0631\u0648\u0627\u0628\u0637 \u0630\u0627\u062a \u0639\u0644\u0627\u0642\u0629<\/h2>\n<ul>\n<li><a href=\"https:\/\/www.wiley.com\/en-us\/Time+Series+Analysis%3A+Forecasting+and+Control%2C+4th+Edition-p-9780470272848\" target=\"_new\" rel=\"noopener nofollow\">Box, GEP, Jenkins, GM and Reinsel, GC (2008) \u062a\u062d\u0644\u064a\u0644 \u0627\u0644\u0633\u0644\u0627\u0633\u0644 \u0627\u0644\u0632\u0645\u0646\u064a\u0629: \u0627\u0644\u062a\u0646\u0628\u0624 \u0648\u0627\u0644\u062a\u062d\u0643\u0645. \u0648\u0627\u064a\u0644\u064a.<\/a><\/li>\n<li><a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0957417420302903\" target=\"_new\" rel=\"noopener nofollow\">ARIMA\/SARIMA \u0645\u0642\u0627\u0628\u0644 LSTM \u0645\u0639 \u0631\u0624\u0649 \u0627\u0644\u062a\u0639\u0644\u0645 \u0627\u0644\u0645\u062c\u0645\u0639\u0629 \u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0633\u0644\u0627\u0633\u0644 \u0627\u0644\u0632\u0645\u0646\u064a\u0629<\/a><\/li>\n<li><a href=\"https:\/\/www.mathworks.com\/help\/econ\/autoregressive-integrated-moving-average-arima.html\" target=\"_new\" rel=\"noopener nofollow\">\u0627\u0644\u0645\u062a\u0648\u0633\u0637 \u0627\u0644\u0645\u062a\u062d\u0631\u0643 \u0627\u0644\u0645\u062a\u0643\u0627\u0645\u0644 \u0630\u0627\u062a\u064a \u0627\u0644\u0627\u0646\u062d\u062f\u0627\u0631 (ARIMA) \u2013 MATLAB \u0648Simulink<\/a><\/li>\n<\/ul>","protected":false},"featured_media":467678,"menu_order":0,"template":"","meta":{"_acf_changed":false,"content-type":"","inline_featured_image":false,"footnotes":""},"class_list":["post-475954","wiki","type-wiki","status-publish","has-post-thumbnail","hentry"],"acf":{"faq_title":"Frequently Asked Questions about <mark>Autoregressive Integrated Moving Average (ARIMA): A Comprehensive Analysis<\/mark>","faq_items":[{"question":"What is the Autoregressive Integrated Moving Average (ARIMA)?","answer":"<p>Autoregressive Integrated Moving Average (ARIMA) is a statistical model used to analyze and forecast time series data. It combines three methods: Autoregressive (AR), Integrated (I), and Moving Average (MA).<\/p>"},{"question":"Who introduced the ARIMA model and when?","answer":"<p>The ARIMA model was introduced in the early 1970s by statisticians George Box and Gwilym Jenkins. The model extended earlier work around autoregressive (AR) and moving average (MA) models and introduced the concept of differencing to handle non-stationary time series.<\/p>"},{"question":"What are the three parts of the ARIMA model?","answer":"<p>The three parts of the ARIMA model are Autoregressive (AR), Integrated (I), and Moving Average (MA). The AR part measures the influence of past periods\u2019 values on the current period. The I part removes the trend from the data to make it stationary. The MA part incorporates the dependency between an observation and a residual error from a moving average model applied to lagged observations.<\/p>"},{"question":"What are the key features of ARIMA?","answer":"<p>ARIMA models can forecast future data points based on past and present data. They can handle time series data that are non-stationary and are particularly effective when data show a clear trend or seasonal pattern. However, ARIMA requires a large amount of data to yield accurate results.<\/p>"},{"question":"What are the types of ARIMA models?","answer":"<p>There are two main types of ARIMA models: Non-Seasonal ARIMA, used for non-seasonal data where there are no definitive cyclic trends, and Seasonal ARIMA (SARIMA), an extension of ARIMA that explicitly supports a seasonal component in the model.<\/p>"},{"question":"What problems are commonly encountered with ARIMA and how can they be solved?","answer":"<p>One common problem encountered with ARIMA is overfitting, where the model fits too closely to the training data and performs poorly on new, unseen data. Techniques such as cross-validation can be used to avoid overfitting.<\/p>"},{"question":"How is ARIMA relevant to proxy servers?","answer":"<p>Proxy servers could potentially benefit from ARIMA models in traffic prediction, helping to manage load balancing and server resource allocation. By predicting traffic, proxy servers can dynamically adjust resources to ensure optimal operation.<\/p>"}]},"_links":{"self":[{"href":"https:\/\/oneproxy.pro\/ar\/wp-json\/wp\/v2\/wiki\/475954","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/oneproxy.pro\/ar\/wp-json\/wp\/v2\/wiki"}],"about":[{"href":"https:\/\/oneproxy.pro\/ar\/wp-json\/wp\/v2\/types\/wiki"}],"version-history":[{"count":0,"href":"https:\/\/oneproxy.pro\/ar\/wp-json\/wp\/v2\/wiki\/475954\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/oneproxy.pro\/ar\/wp-json\/wp\/v2\/media\/467678"}],"wp:attachment":[{"href":"https:\/\/oneproxy.pro\/ar\/wp-json\/wp\/v2\/media?parent=475954"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}