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مدل ARIMA
«میانگین متحرک خودهمبسته یکپارچه» (Autoregressive Integrated Moving Average | ARIMA) ابزاری مهم در تحلیل «سری‌های زمانی» (Time Series) به منظور پیش‌بینی قیمت‌های آینده یک متغیر بر اساس مقدار کنونی آن به شمار می‌آید. هدف ARIMA شناسایی ماهیت روابط بین باقیمانده‌ها است که مدلی با درجه خاصی از قدرت پیش‌بینی را فراهم می‌کند.

در مثال این پست، یک مدل ARIMA بر اساس داده های شرکت گوگل از سال 2018 تا پایان 2020 اجرا شده است.

#سری_زمانی
#آریما
#پایتون_مالی
#time_series
#Arima

@python4finance
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مدل ARIMA
«میانگین متحرک خودهمبسته یکپارچه» (Autoregressive Integrated Moving Average | ARIMA) ابزاری مهم در تحلیل «سری‌های زمانی» (Time Series) به منظور پیش‌بینی قیمت‌های آینده یک متغیر بر اساس مقدار کنونی آن به شمار می‌آید. هدف ARIMA شناسایی ماهیت روابط بین باقیمانده‌ها است که مدلی با درجه خاصی از قدرت پیش‌بینی را فراهم می‌کند.

در مثال این پست، یک مدل ARIMA بر اساس داده های شرکت گوگل از سال 2018 تا پایان 2020 اجرا شده است.

#سری_زمانی
#آریما
#پایتون_مالی
#time_series
#Arima

@python4finance

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