{"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\/in\/wiki\/autoregressive-integrated-moving-average-arima\/","title":{"rendered":"\u0911\u091f\u094b\u0930\u0947\u0917\u094d\u0930\u0947\u0938\u093f\u0935 \u0907\u0902\u091f\u0940\u0917\u094d\u0930\u0947\u091f\u0947\u0921 \u092e\u0942\u0935\u093f\u0902\u0917 \u090f\u0935\u0930\u0947\u091c (ARIMA)"},"content":{"rendered":"<p>\u0911\u091f\u094b\u0930\u093f\u0917\u094d\u0930\u0948\u0938\u093f\u0935 \u0907\u0902\u091f\u0940\u0917\u094d\u0930\u0947\u091f\u0947\u0921 \u092e\u0942\u0935\u093f\u0902\u0917 \u090f\u0935\u0930\u0947\u091c (ARIMA), \u090f\u0915 \u092e\u094c\u0932\u093f\u0915 \u0938\u093e\u0902\u0916\u094d\u092f\u093f\u0915\u0940\u092f \u092e\u0949\u0921\u0932 \u0915\u0947 \u0930\u0942\u092a \u092e\u0947\u0902, \u0938\u092e\u092f \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u092a\u0942\u0930\u094d\u0935\u093e\u0928\u0941\u092e\u093e\u0928 \u092e\u0947\u0902 \u092e\u0939\u0924\u094d\u0935\u092a\u0942\u0930\u094d\u0923 \u092d\u0942\u092e\u093f\u0915\u093e \u0928\u093f\u092d\u093e\u0924\u093e \u0939\u0948\u0964 \u0938\u093e\u0902\u0916\u094d\u092f\u093f\u0915\u0940\u092f \u0905\u0928\u0941\u092e\u093e\u0928 \u0915\u0947 \u0917\u0923\u093f\u0924 \u092e\u0947\u0902 \u0928\u093f\u0939\u093f\u0924, ARIMA \u0915\u093e \u0909\u092a\u092f\u094b\u0917 \u0935\u093f\u092d\u093f\u0928\u094d\u0928 \u0915\u094d\u0937\u0947\u0924\u094d\u0930\u094b\u0902 \u092e\u0947\u0902 \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u092e\u0947\u0902 \u092a\u093f\u091b\u0932\u0947 \u0921\u0947\u091f\u093e \u092c\u093f\u0902\u0926\u0941\u0913\u0902 \u0915\u0947 \u0906\u0927\u093e\u0930 \u092a\u0930 \u092d\u0935\u093f\u0937\u094d\u092f \u0915\u0947 \u0921\u0947\u091f\u093e \u092c\u093f\u0902\u0926\u0941\u0913\u0902 \u0915\u093e \u092a\u0942\u0930\u094d\u0935\u093e\u0928\u0941\u092e\u093e\u0928 \u0932\u0917\u093e\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f \u0935\u094d\u092f\u093e\u092a\u0915 \u0930\u0942\u092a \u0938\u0947 \u0915\u093f\u092f\u093e \u091c\u093e\u0924\u093e \u0939\u0948\u0964<\/p>\n<h2>\u090f\u0906\u0930\u0906\u0908\u090f\u092e\u090f \u0915\u0940 \u0909\u0924\u094d\u092a\u0924\u094d\u0924\u093f<\/h2>\n<p>ARIMA \u0915\u094b \u092a\u0939\u0932\u0940 \u092c\u093e\u0930 1970 \u0915\u0947 \u0926\u0936\u0915 \u0915\u0940 \u0936\u0941\u0930\u0941\u0906\u0924 \u092e\u0947\u0902 \u0938\u093e\u0902\u0916\u094d\u092f\u093f\u0915\u0940\u0935\u093f\u0926 \u091c\u0949\u0930\u094d\u091c \u092c\u0949\u0915\u094d\u0938 \u0914\u0930 \u0917\u094d\u0935\u093f\u0932\u093f\u092e \u091c\u0947\u0928\u0915\u093f\u0902\u0938 \u0926\u094d\u0935\u093e\u0930\u093e \u092a\u0947\u0936 \u0915\u093f\u092f\u093e \u0917\u092f\u093e \u0925\u093e\u0964 \u0907\u0938\u0915\u093e \u0935\u093f\u0915\u093e\u0938 \u0911\u091f\u094b\u0930\u093f\u0917\u094d\u0930\u0948\u0938\u093f\u0935 (AR) \u0914\u0930 \u092e\u0942\u0935\u093f\u0902\u0917 \u090f\u0935\u0930\u0947\u091c (MA) \u092e\u0949\u0921\u0932 \u0915\u0947 \u0906\u0938\u092a\u093e\u0938 \u0915\u0947 \u092a\u0939\u0932\u0947 \u0915\u0947 \u0915\u093e\u092e \u092a\u0930 \u0906\u0927\u093e\u0930\u093f\u0924 \u0925\u093e\u0964 \u0905\u0902\u0924\u0930 \u0915\u0940 \u0905\u0935\u0927\u093e\u0930\u0923\u093e \u0915\u094b \u090f\u0915\u0940\u0915\u0943\u0924 \u0915\u0930\u0915\u0947, \u092c\u0949\u0915\u094d\u0938 \u0914\u0930 \u091c\u0947\u0928\u0915\u093f\u0902\u0938 \u0917\u0948\u0930-\u0938\u094d\u0925\u093f\u0930 \u0938\u092e\u092f \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u0915\u094b \u0938\u0902\u092d\u093e\u0932\u0928\u0947 \u092e\u0947\u0902 \u0938\u0915\u094d\u0937\u092e \u0925\u0947, \u091c\u093f\u0938\u0915\u0947 \u092a\u0930\u093f\u0923\u093e\u092e\u0938\u094d\u0935\u0930\u0942\u092a ARIMA \u092e\u0949\u0921\u0932 \u0938\u093e\u092e\u0928\u0947 \u0906\u092f\u093e\u0964<\/p>\n<h2>\u090f\u0906\u0930\u0906\u0908\u090f\u092e\u090f \u0915\u094b \u0938\u092e\u091d\u0928\u093e<\/h2>\n<p>ARIMA \u0924\u0940\u0928 \u092c\u0941\u0928\u093f\u092f\u093e\u0926\u0940 \u0924\u0930\u0940\u0915\u094b\u0902 \u0915\u093e \u090f\u0915 \u0938\u0902\u092f\u094b\u091c\u0928 \u0939\u0948: \u0911\u091f\u094b\u0930\u093f\u0917\u094d\u0930\u0948\u0938\u093f\u0935 (AR), \u0907\u0902\u091f\u0940\u0917\u094d\u0930\u0947\u091f\u0947\u0921 (I), \u0914\u0930 \u092e\u0942\u0935\u093f\u0902\u0917 \u090f\u0935\u0930\u0947\u091c (MA)\u0964 \u0907\u0928 \u0924\u0930\u0940\u0915\u094b\u0902 \u0915\u093e \u0907\u0938\u094d\u0924\u0947\u092e\u093e\u0932 \u0938\u092e\u092f \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u0921\u0947\u091f\u093e \u0915\u093e \u0935\u093f\u0936\u094d\u0932\u0947\u0937\u0923 \u0914\u0930 \u092a\u0942\u0930\u094d\u0935\u093e\u0928\u0941\u092e\u093e\u0928 \u0932\u0917\u093e\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f \u0915\u093f\u092f\u093e \u091c\u093e\u0924\u093e \u0939\u0948\u0964<\/p>\n<ul>\n<li>\n<p><strong>\u0911\u091f\u094b\u0930\u093f\u0917\u094d\u0930\u0948\u0938\u093f\u0935 (AR)<\/strong>\u092f\u0939 \u0935\u093f\u0927\u093f \u090f\u0915 \u0905\u0935\u0932\u094b\u0915\u0928 \u0914\u0930 \u0915\u0941\u091b \u0935\u093f\u0932\u0902\u092c\u093f\u0924 \u0905\u0935\u0932\u094b\u0915\u0928\u094b\u0902 (\u092a\u093f\u091b\u0932\u0940 \u0905\u0935\u0927\u093f) \u0915\u0947 \u092c\u0940\u091a \u0906\u0936\u094d\u0930\u093f\u0924 \u0938\u0902\u092c\u0902\u0927 \u0915\u093e \u0909\u092a\u092f\u094b\u0917 \u0915\u0930\u0924\u0940 \u0939\u0948\u0964<\/p>\n<\/li>\n<li>\n<p><strong>\u090f\u0915\u0940\u0915\u0943\u0924 (\u0906\u0908)<\/strong>\u0907\u0938 \u0926\u0943\u0937\u094d\u091f\u093f\u0915\u094b\u0923 \u092e\u0947\u0902 \u0938\u092e\u092f \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u0915\u094b \u0938\u094d\u0925\u093f\u0930 \u092c\u0928\u093e\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f \u0905\u0935\u0932\u094b\u0915\u0928\u094b\u0902 \u092e\u0947\u0902 \u0905\u0902\u0924\u0930 \u0915\u0930\u0928\u093e \u0936\u093e\u092e\u093f\u0932 \u0939\u0948\u0964<\/p>\n<\/li>\n<li>\n<p><strong>\u092e\u0942\u0935\u093f\u0902\u0917 \u090f\u0935\u0930\u0947\u091c (\u090f\u092e\u090f)<\/strong>\u092f\u0939 \u0924\u0915\u0928\u0940\u0915 \u0935\u093f\u0932\u0902\u092c\u093f\u0924 \u092a\u094d\u0930\u0947\u0915\u094d\u0937\u0923\u094b\u0902 \u092a\u0930 \u0932\u093e\u0917\u0942 \u090f\u0915 \u092a\u094d\u0930\u0947\u0915\u094d\u0937\u0923 \u0914\u0930 \u090f\u0915 \u091a\u0932 \u0914\u0938\u0924 \u092e\u0949\u0921\u0932 \u0938\u0947 \u092a\u094d\u0930\u093e\u092a\u094d\u0924 \u0905\u0935\u0936\u093f\u0937\u094d\u091f \u0924\u094d\u0930\u0941\u091f\u093f \u0915\u0947 \u092c\u0940\u091a \u0928\u093f\u0930\u094d\u092d\u0930\u0924\u093e \u0915\u093e \u0909\u092a\u092f\u094b\u0917 \u0915\u0930\u0924\u0940 \u0939\u0948\u0964<\/p>\n<\/li>\n<\/ul>\n<p>ARIMA \u092e\u0949\u0921\u0932 \u0915\u094b \u0905\u0915\u094d\u0938\u0930 ARIMA(p, d, q) \u0915\u0947 \u0930\u0942\u092a \u092e\u0947\u0902 \u0928\u094b\u091f \u0915\u093f\u092f\u093e \u091c\u093e\u0924\u093e \u0939\u0948, \u091c\u0939\u093e\u0902 &#039;p&#039; AR \u092d\u093e\u0917 \u0915\u093e \u0915\u094d\u0930\u092e \u0939\u0948, &#039;d&#039; \u0938\u092e\u092f \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u0915\u094b \u0938\u094d\u0925\u093f\u0930 \u092c\u0928\u093e\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f \u0906\u0935\u0936\u094d\u092f\u0915 \u0905\u0902\u0924\u0930 \u0915\u093e \u0915\u094d\u0930\u092e \u0939\u0948, \u0914\u0930 &#039;q&#039; MA \u092d\u093e\u0917 \u0915\u093e \u0915\u094d\u0930\u092e \u0939\u0948\u0964<\/p>\n<h2>\u090f\u0906\u0930\u0906\u0908\u090f\u092e\u090f \u0915\u0940 \u0906\u0902\u0924\u0930\u093f\u0915 \u0938\u0902\u0930\u091a\u0928\u093e \u0914\u0930 \u0915\u093e\u0930\u094d\u092f\u092a\u094d\u0930\u0923\u093e\u0932\u0940<\/h2>\n<p>ARIMA \u0915\u0940 \u0938\u0902\u0930\u091a\u0928\u093e \u092e\u0947\u0902 \u0924\u0940\u0928 \u092d\u093e\u0917 \u0939\u094b\u0924\u0947 \u0939\u0948\u0902: AR, I, \u0914\u0930 MA. \u092a\u094d\u0930\u0924\u094d\u092f\u0947\u0915 \u092d\u093e\u0917 \u0921\u0947\u091f\u093e \u0935\u093f\u0936\u094d\u0932\u0947\u0937\u0923 \u092e\u0947\u0902 \u090f\u0915 \u0935\u093f\u0936\u093f\u0937\u094d\u091f \u092d\u0942\u092e\u093f\u0915\u093e \u0928\u093f\u092d\u093e\u0924\u093e \u0939\u0948:<\/p>\n<ul>\n<li><strong>\u090f\u0906\u0930 \u092d\u093e\u0917<\/strong> \u0935\u0930\u094d\u0924\u092e\u093e\u0928 \u0905\u0935\u0927\u093f \u092a\u0930 \u092a\u093f\u091b\u0932\u0947 \u0905\u0935\u0927\u093f\u092f\u094b\u0902 \u0915\u0947 \u092e\u0942\u0932\u094d\u092f\u094b\u0902 \u0915\u0947 \u092a\u094d\u0930\u092d\u093e\u0935 \u0915\u094b \u092e\u093e\u092a\u0924\u093e \u0939\u0948\u0964<\/li>\n<li><strong>\u092e\u0948\u0902 \u092d\u093e\u0917<\/strong> \u0907\u0938\u0915\u093e \u0909\u092a\u092f\u094b\u0917 \u0921\u0947\u091f\u093e \u0915\u094b \u0938\u094d\u0925\u093f\u0930 \u092c\u0928\u093e\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f \u0915\u093f\u092f\u093e \u091c\u093e\u0924\u093e \u0939\u0948, \u0905\u0930\u094d\u0925\u093e\u0924 \u0921\u0947\u091f\u093e \u0938\u0947 \u092a\u094d\u0930\u0935\u0943\u0924\u094d\u0924\u093f \u0915\u094b \u0939\u091f\u093e\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f\u0964<\/li>\n<li><strong>\u090f\u092e.\u090f. \u092d\u093e\u0917<\/strong> \u0907\u0938\u092e\u0947\u0902 \u0935\u093f\u0932\u0902\u092c\u093f\u0924 \u092a\u094d\u0930\u0947\u0915\u094d\u0937\u0923\u094b\u0902 \u092a\u0930 \u0932\u093e\u0917\u0942 \u090f\u0915 \u092a\u094d\u0930\u0947\u0915\u094d\u0937\u0923 \u0914\u0930 \u090f\u0915 \u091a\u0932 \u0914\u0938\u0924 \u092e\u0949\u0921\u0932 \u0938\u0947 \u092a\u094d\u0930\u093e\u092a\u094d\u0924 \u0905\u0935\u0936\u093f\u0937\u094d\u091f \u0924\u094d\u0930\u0941\u091f\u093f \u0915\u0947 \u092c\u0940\u091a \u0928\u093f\u0930\u094d\u092d\u0930\u0924\u093e \u0915\u094b \u0938\u092e\u094d\u092e\u093f\u0932\u093f\u0924 \u0915\u093f\u092f\u093e \u091c\u093e\u0924\u093e \u0939\u0948\u0964<\/li>\n<\/ul>\n<p>ARIMA \u092e\u0949\u0921\u0932 \u0915\u094b \u0924\u0940\u0928 \u091a\u0930\u0923\u094b\u0902 \u092e\u0947\u0902 \u0938\u092e\u092f \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u092a\u0930 \u0932\u093e\u0917\u0942 \u0915\u093f\u092f\u093e \u091c\u093e\u0924\u093e \u0939\u0948:<\/p>\n<ol>\n<li><strong>\u092a\u0939\u091a\u093e\u0928<\/strong>\u0905\u0902\u0924\u0930 &#039;d&#039; \u0915\u0947 \u0915\u094d\u0930\u092e \u0914\u0930 AR \u092f\u093e MA \u0918\u091f\u0915\u094b\u0902 \u0915\u0947 \u0915\u094d\u0930\u092e \u0915\u093e \u0928\u093f\u0930\u094d\u0927\u093e\u0930\u0923 \u0915\u0930\u0928\u093e\u0964<\/li>\n<li><strong>\u0905\u0928\u0941\u092e\u093e\u0928<\/strong>\u092e\u0949\u0921\u0932 \u0915\u0940 \u092a\u0939\u091a\u093e\u0928 \u0939\u094b \u091c\u093e\u0928\u0947 \u0915\u0947 \u092c\u093e\u0926, \u0917\u0941\u0923\u093e\u0902\u0915\u094b\u0902 \u0915\u093e \u0905\u0928\u0941\u092e\u093e\u0928 \u0932\u0917\u093e\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f \u0921\u0947\u091f\u093e \u0915\u094b \u092e\u0949\u0921\u0932 \u092e\u0947\u0902 \u092b\u093f\u091f \u0915\u093f\u092f\u093e \u091c\u093e\u0924\u093e \u0939\u0948\u0964<\/li>\n<li><strong>\u0938\u0924\u094d\u092f\u093e\u092a\u0928<\/strong>\u092b\u093f\u091f \u0915\u093f\u090f \u0917\u090f \u092e\u0949\u0921\u0932 \u0915\u0940 \u091c\u093e\u0902\u091a \u092f\u0939 \u0938\u0941\u0928\u093f\u0936\u094d\u091a\u093f\u0924 \u0915\u0930\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f \u0915\u0940 \u091c\u093e\u0924\u0940 \u0939\u0948 \u0915\u093f \u092f\u0939 \u0921\u0947\u091f\u093e \u0915\u0947 \u0932\u093f\u090f \u0909\u092a\u092f\u0941\u0915\u094d\u0924 \u0939\u0948\u0964<\/li>\n<\/ol>\n<h2>ARIMA \u0915\u0940 \u092e\u0941\u0916\u094d\u092f \u0935\u093f\u0936\u0947\u0937\u0924\u093e\u090f\u0902<\/h2>\n<ul>\n<li>ARIMA \u092e\u0949\u0921\u0932 \u0905\u0924\u0940\u0924 \u0914\u0930 \u0935\u0930\u094d\u0924\u092e\u093e\u0928 \u0921\u0947\u091f\u093e \u0915\u0947 \u0906\u0927\u093e\u0930 \u092a\u0930 \u092d\u0935\u093f\u0937\u094d\u092f \u0915\u0947 \u0921\u0947\u091f\u093e \u092c\u093f\u0902\u0926\u0941\u0913\u0902 \u0915\u093e \u092a\u0942\u0930\u094d\u0935\u093e\u0928\u0941\u092e\u093e\u0928 \u0932\u0917\u093e \u0938\u0915\u0924\u0947 \u0939\u0948\u0902\u0964<\/li>\n<li>\u092f\u0939 \u0917\u0948\u0930-\u0938\u094d\u0925\u093f\u0930 \u0938\u092e\u092f \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u0921\u0947\u091f\u093e \u0915\u094b \u0938\u0902\u092d\u093e\u0932 \u0938\u0915\u0924\u093e \u0939\u0948\u0964<\/li>\n<li>\u092f\u0939 \u0935\u093f\u0936\u0947\u0937 \u0930\u0942\u092a \u0938\u0947 \u0924\u092c \u092a\u094d\u0930\u092d\u093e\u0935\u0940 \u0939\u094b\u0924\u093e \u0939\u0948 \u091c\u092c \u0921\u0947\u091f\u093e \u0938\u094d\u092a\u0937\u094d\u091f \u092a\u094d\u0930\u0935\u0943\u0924\u094d\u0924\u093f \u092f\u093e \u092e\u094c\u0938\u092e\u0940 \u092a\u0948\u091f\u0930\u094d\u0928 \u0926\u093f\u0916\u093e\u0924\u093e \u0939\u0948\u0964<\/li>\n<li>\u0938\u091f\u0940\u0915 \u092a\u0930\u093f\u0923\u093e\u092e \u092a\u094d\u0930\u093e\u092a\u094d\u0924 \u0915\u0930\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f ARIMA \u0915\u094b \u092c\u0921\u093c\u0940 \u092e\u093e\u0924\u094d\u0930\u093e \u092e\u0947\u0902 \u0921\u0947\u091f\u093e \u0915\u0940 \u0906\u0935\u0936\u094d\u092f\u0915\u0924\u093e \u0939\u094b\u0924\u0940 \u0939\u0948\u0964<\/li>\n<\/ul>\n<h2>ARIMA \u0915\u0947 \u092a\u094d\u0930\u0915\u093e\u0930<\/h2>\n<p>ARIMA \u092e\u0949\u0921\u0932 \u0915\u0947 \u0926\u094b \u092e\u0941\u0916\u094d\u092f \u092a\u094d\u0930\u0915\u093e\u0930 \u0939\u0948\u0902:<\/p>\n<ol>\n<li>\n<p><strong>\u0917\u0948\u0930-\u092e\u094c\u0938\u092e\u0940 ARIMA<\/strong>\u092f\u0939 ARIMA \u0915\u093e \u0938\u092c\u0938\u0947 \u0938\u0930\u0932 \u0930\u0942\u092a \u0939\u0948\u0964 \u0907\u0938\u0915\u093e \u0909\u092a\u092f\u094b\u0917 \u0917\u0948\u0930-\u092e\u094c\u0938\u092e\u0940 \u0921\u0947\u091f\u093e \u0915\u0947 \u0932\u093f\u090f \u0915\u093f\u092f\u093e \u091c\u093e\u0924\u093e \u0939\u0948 \u091c\u0939\u093e\u0901 \u0915\u094b\u0908 \u0928\u093f\u0936\u094d\u091a\u093f\u0924 \u091a\u0915\u094d\u0930\u0940\u092f \u0930\u0941\u091d\u093e\u0928 \u0928\u0939\u0940\u0902 \u0939\u094b\u0924\u0947 \u0939\u0948\u0902\u0964<\/p>\n<\/li>\n<li>\n<p><strong>\u092e\u094c\u0938\u092e\u0940 \u0905\u0930\u093f\u092e\u093e (\u0938\u093e\u0930\u093f\u092e\u093e)<\/strong>\u092f\u0939 ARIMA \u0915\u093e \u090f\u0915 \u0935\u093f\u0938\u094d\u0924\u093e\u0930 \u0939\u0948 \u091c\u094b \u092e\u0949\u0921\u0932 \u092e\u0947\u0902 \u092e\u094c\u0938\u092e\u0940 \u0918\u091f\u0915 \u0915\u093e \u0938\u094d\u092a\u0937\u094d\u091f \u0930\u0942\u092a \u0938\u0947 \u0938\u092e\u0930\u094d\u0925\u0928 \u0915\u0930\u0924\u093e \u0939\u0948\u0964<\/p>\n<\/li>\n<\/ol>\n<h2>ARIMA \u0915\u0947 \u0935\u094d\u092f\u093e\u0935\u0939\u093e\u0930\u093f\u0915 \u0905\u0928\u0941\u092a\u094d\u0930\u092f\u094b\u0917 \u0914\u0930 \u0938\u092e\u0938\u094d\u092f\u093e \u0938\u092e\u093e\u0927\u093e\u0928<\/h2>\n<p>\u090f\u0906\u0930\u0906\u0908\u090f\u092e\u090f \u0915\u0947 \u0905\u0928\u0947\u0915 \u0905\u0928\u0941\u092a\u094d\u0930\u092f\u094b\u0917 \u0939\u0948\u0902, \u091c\u093f\u0928\u092e\u0947\u0902 \u0906\u0930\u094d\u0925\u093f\u0915 \u092a\u0942\u0930\u094d\u0935\u093e\u0928\u0941\u092e\u093e\u0928, \u092c\u093f\u0915\u094d\u0930\u0940 \u092a\u0942\u0930\u094d\u0935\u093e\u0928\u0941\u092e\u093e\u0928, \u0936\u0947\u092f\u0930 \u092c\u093e\u091c\u093e\u0930 \u0935\u093f\u0936\u094d\u0932\u0947\u0937\u0923 \u0906\u0926\u093f \u0936\u093e\u092e\u093f\u0932 \u0939\u0948\u0902\u0964<\/p>\n<p>ARIMA \u0915\u0947 \u0938\u093e\u0925 \u0938\u093e\u092e\u0928\u093e \u0915\u0940 \u091c\u093e\u0928\u0947 \u0935\u093e\u0932\u0940 \u090f\u0915 \u0906\u092e \u0938\u092e\u0938\u094d\u092f\u093e \u0913\u0935\u0930\u092b\u093f\u091f\u093f\u0902\u0917 \u0939\u0948, \u091c\u0939\u093e\u0902 \u092e\u0949\u0921\u0932 \u092a\u094d\u0930\u0936\u093f\u0915\u094d\u0937\u0923 \u0921\u0947\u091f\u093e \u0915\u0947 \u092c\u0939\u0941\u0924 \u0915\u0930\u0940\u092c \u0938\u0947 \u092b\u093f\u091f \u092c\u0948\u0920\u0924\u093e \u0939\u0948 \u0914\u0930 \u0928\u090f, \u0905\u0928\u0926\u0947\u0916\u0947 \u0921\u0947\u091f\u093e \u092a\u0930 \u0916\u0930\u093e\u092c \u092a\u094d\u0930\u0926\u0930\u094d\u0936\u0928 \u0915\u0930\u0924\u093e \u0939\u0948\u0964 \u0913\u0935\u0930\u092b\u093f\u091f\u093f\u0902\u0917 \u0938\u0947 \u092c\u091a\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f \u0915\u094d\u0930\u0949\u0938-\u0935\u0948\u0932\u093f\u0921\u0947\u0936\u0928 \u091c\u0948\u0938\u0940 \u0924\u0915\u0928\u0940\u0915\u094b\u0902 \u0915\u093e \u0909\u092a\u092f\u094b\u0917 \u0915\u0930\u0928\u0947 \u092e\u0947\u0902 \u0938\u092e\u093e\u0927\u093e\u0928 \u0928\u093f\u0939\u093f\u0924 \u0939\u0948\u0964<\/p>\n<h2>\u0938\u092e\u093e\u0928 \u0924\u0930\u0940\u0915\u094b\u0902 \u0938\u0947 \u0924\u0941\u0932\u0928\u093e<\/h2>\n<table>\n<thead>\n<tr>\n<th>\u0935\u093f\u0936\u0947\u0937\u0924\u093e<\/th>\n<th>\u0905\u0930\u093f\u092e\u093e<\/th>\n<th>\u0918\u093e\u0924\u093e\u0902\u0915 \u0938\u0941\u0917\u092e \u0915\u0930\u0928\u093e<\/th>\n<th>\u0906\u0935\u0930\u094d\u0924\u0915 \u0924\u0902\u0924\u094d\u0930\u093f\u0915\u093e \u0928\u0947\u091f\u0935\u0930\u094d\u0915 (\u0906\u0930\u090f\u0928\u090f\u0928)<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>\u0917\u0948\u0930-\u0938\u094d\u0925\u093f\u0930 \u0921\u0947\u091f\u093e \u0915\u094b \u0938\u0902\u092d\u093e\u0932\u0924\u093e \u0939\u0948<\/td>\n<td>\u0939\u093e\u0901<\/td>\n<td>\u0928\u0939\u0940\u0902<\/td>\n<td>\u0939\u093e\u0901<\/td>\n<\/tr>\n<tr>\n<td>\u0924\u094d\u0930\u0941\u091f\u093f, \u092a\u094d\u0930\u0935\u0943\u0924\u094d\u0924\u093f \u0914\u0930 \u092e\u094c\u0938\u092e\u0940\u0924\u093e \u092a\u0930 \u0935\u093f\u091a\u093e\u0930 \u0915\u0930\u0924\u093e \u0939\u0948<\/td>\n<td>\u0939\u093e\u0901<\/td>\n<td>\u0939\u093e\u0901<\/td>\n<td>\u0928\u0939\u0940\u0902<\/td>\n<\/tr>\n<tr>\n<td>\u092c\u0921\u093c\u0947 \u0921\u0947\u091f\u093e\u0938\u0947\u091f \u0915\u0940 \u0906\u0935\u0936\u094d\u092f\u0915\u0924\u093e<\/td>\n<td>\u0939\u093e\u0901<\/td>\n<td>\u0928\u0939\u0940\u0902<\/td>\n<td>\u0939\u093e\u0901<\/td>\n<\/tr>\n<tr>\n<td>\u0935\u094d\u092f\u093e\u0916\u094d\u092f\u093e \u092e\u0947\u0902 \u0906\u0938\u093e\u0928\u0940<\/td>\n<td>\u0909\u091a\u094d\u091a<\/td>\n<td>\u0909\u091a\u094d\u091a<\/td>\n<td>\u0915\u092e<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<h2>\u090f\u0906\u0930\u0906\u0908\u090f\u092e\u090f \u0915\u0947 \u092d\u0935\u093f\u0937\u094d\u092f \u0915\u0947 \u092a\u0930\u093f\u092a\u094d\u0930\u0947\u0915\u094d\u0937\u094d\u092f<\/h2>\n<p>ARIMA \u0938\u092e\u092f \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u092a\u0942\u0930\u094d\u0935\u093e\u0928\u0941\u092e\u093e\u0928 \u0915\u0947 \u0915\u094d\u0937\u0947\u0924\u094d\u0930 \u092e\u0947\u0902 \u090f\u0915 \u092c\u0941\u0928\u093f\u092f\u093e\u0926\u0940 \u092e\u0949\u0921\u0932 \u092c\u0928\u093e \u0939\u0941\u0906 \u0939\u0948\u0964 \u0905\u0927\u093f\u0915 \u0938\u091f\u0940\u0915 \u092d\u0935\u093f\u0937\u094d\u092f\u0935\u093e\u0923\u093f\u092f\u094b\u0902 \u0915\u0947 \u0932\u093f\u090f \u092e\u0936\u0940\u0928 \u0932\u0930\u094d\u0928\u093f\u0902\u0917 \u0924\u0915\u0928\u0940\u0915\u094b\u0902 \u0914\u0930 AI \u092a\u094d\u0930\u094c\u0926\u094d\u092f\u094b\u0917\u093f\u0915\u093f\u092f\u094b\u0902 \u0915\u0947 \u0938\u093e\u0925 ARIMA \u0915\u093e \u090f\u0915\u0940\u0915\u0930\u0923 \u092d\u0935\u093f\u0937\u094d\u092f \u0915\u0947 \u0932\u093f\u090f \u090f\u0915 \u092e\u0939\u0924\u094d\u0935\u092a\u0942\u0930\u094d\u0923 \u092a\u094d\u0930\u0935\u0943\u0924\u094d\u0924\u093f \u0939\u0948\u0964<\/p>\n<h2>\u092a\u094d\u0930\u0949\u0915\u094d\u0938\u0940 \u0938\u0930\u094d\u0935\u0930 \u0914\u0930 ARIMA<\/h2>\n<p>\u092a\u094d\u0930\u0949\u0915\u094d\u0938\u0940 \u0938\u0930\u094d\u0935\u0930 \u0938\u0902\u092d\u093e\u0935\u093f\u0924 \u0930\u0942\u092a \u0938\u0947 \u091f\u094d\u0930\u0948\u092b\u093c\u093f\u0915 \u092a\u0942\u0930\u094d\u0935\u093e\u0928\u0941\u092e\u093e\u0928 \u092e\u0947\u0902 ARIMA \u092e\u0949\u0921\u0932 \u0938\u0947 \u0932\u093e\u092d \u0909\u0920\u093e \u0938\u0915\u0924\u0947 \u0939\u0948\u0902, \u091c\u093f\u0938\u0938\u0947 \u0932\u094b\u0921 \u0938\u0902\u0924\u0941\u0932\u0928 \u0914\u0930 \u0938\u0930\u094d\u0935\u0930 \u0938\u0902\u0938\u093e\u0927\u0928 \u0906\u0935\u0902\u091f\u0928 \u0915\u094b \u092a\u094d\u0930\u092c\u0902\u0927\u093f\u0924 \u0915\u0930\u0928\u0947 \u092e\u0947\u0902 \u092e\u0926\u0926 \u092e\u093f\u0932\u0924\u0940 \u0939\u0948\u0964 \u091f\u094d\u0930\u0948\u092b\u093c\u093f\u0915 \u0915\u093e \u092a\u0942\u0930\u094d\u0935\u093e\u0928\u0941\u092e\u093e\u0928 \u0932\u0917\u093e\u0915\u0930, \u092a\u094d\u0930\u0949\u0915\u094d\u0938\u0940 \u0938\u0930\u094d\u0935\u0930 \u0907\u0937\u094d\u091f\u0924\u092e \u0938\u0902\u091a\u093e\u0932\u0928 \u0938\u0941\u0928\u093f\u0936\u094d\u091a\u093f\u0924 \u0915\u0930\u0928\u0947 \u0915\u0947 \u0932\u093f\u090f \u0938\u0902\u0938\u093e\u0927\u0928\u094b\u0902 \u0915\u094b \u0917\u0924\u093f\u0936\u0940\u0932 \u0930\u0942\u092a \u0938\u0947 \u0938\u092e\u093e\u092f\u094b\u091c\u093f\u0924 \u0915\u0930 \u0938\u0915\u0924\u0947 \u0939\u0948\u0902\u0964<\/p>\n<h2>\u0938\u092e\u094d\u092c\u0902\u0927\u093f\u0924 \u0932\u093f\u0902\u0915\u094d\u0938<\/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\">\u092c\u0949\u0915\u094d\u0938, \u091c\u0940\u0908\u092a\u0940, \u091c\u0947\u0928\u0915\u093f\u0902\u0938, \u091c\u0940\u090f\u092e \u0914\u0930 \u0930\u0940\u0928\u094d\u0938\u0947\u0932, \u091c\u0940\u0938\u0940 (2008) \u0938\u092e\u092f \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u0935\u093f\u0936\u094d\u0932\u0947\u0937\u0923: \u092a\u0942\u0930\u094d\u0935\u093e\u0928\u0941\u092e\u093e\u0928 \u0914\u0930 \u0928\u093f\u092f\u0902\u0924\u094d\u0930\u0923\u0964 \u0935\u093f\u0932\u0947\u0964<\/a><\/li>\n<li><a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0957417420302903\" target=\"_new\" rel=\"noopener nofollow\">ARIMA\/SARIMA \u092c\u0928\u093e\u092e LSTM \u0938\u092e\u092f \u0936\u094d\u0930\u0943\u0902\u0916\u0932\u093e \u0921\u0947\u091f\u093e \u0915\u0947 \u0932\u093f\u090f \u090f\u0928\u0938\u0947\u0902\u092c\u0932 \u0932\u0930\u094d\u0928\u093f\u0902\u0917 \u0905\u0902\u0924\u0930\u094d\u0926\u0943\u0937\u094d\u091f\u093f \u0915\u0947 \u0938\u093e\u0925<\/a><\/li>\n<li><a href=\"https:\/\/www.mathworks.com\/help\/econ\/autoregressive-integrated-moving-average-arima.html\" target=\"_new\" rel=\"noopener nofollow\">\u0911\u091f\u094b\u0930\u093f\u0917\u094d\u0930\u0948\u0938\u093f\u0935 \u0907\u0902\u091f\u0940\u0917\u094d\u0930\u0947\u091f\u0947\u0921 \u092e\u0942\u0935\u093f\u0902\u0917 \u090f\u0935\u0930\u0947\u091c (ARIMA) \u2013 MATLAB \u0914\u0930 \u0938\u093f\u092e\u0941\u0932\u093f\u0902\u0915<\/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\/in\/wp-json\/wp\/v2\/wiki\/475954","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/oneproxy.pro\/in\/wp-json\/wp\/v2\/wiki"}],"about":[{"href":"https:\/\/oneproxy.pro\/in\/wp-json\/wp\/v2\/types\/wiki"}],"version-history":[{"count":0,"href":"https:\/\/oneproxy.pro\/in\/wp-json\/wp\/v2\/wiki\/475954\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/oneproxy.pro\/in\/wp-json\/wp\/v2\/media\/467678"}],"wp:attachment":[{"href":"https:\/\/oneproxy.pro\/in\/wp-json\/wp\/v2\/media?parent=475954"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}