SARIMAAnsätzen
SARIMA, which stands for Seasonal Autoregressive Integrated Moving Average, is a statistical model used for time series analysis and forecasting. It is an extension of the ARIMA model, which is designed to handle data with seasonal patterns. SARIMA models are particularly useful for data that exhibits trends and seasonality, making them valuable in various fields such as economics, finance, and environmental science.
The SARIMA model is denoted by the notation SARIMA(p,d,q)(P,D,Q)s, where:
- p is the order of the autoregressive part.
- d is the degree of differencing.
- q is the order of the moving average part.
- P, D, and Q are the seasonal counterparts of p, d, and q, respectively.
- s is the number of time steps for a single seasonal period.
The model can be broken down into several components:
1. Autoregressive (AR) part: This component models the relationship between an observation and a number of lagged
2. Integrated (I) part: This component involves differencing the data to make it stationary, which is a
3. Moving Average (MA) part: This component models the relationship between an observation and a residual
4. Seasonal components (P, D, Q): These components account for the seasonal patterns in the data.
SARIMA models are implemented using statistical software packages and are widely used for forecasting purposes. They