对于一个经诊断为混沌的统计量序列,应用神经网络建立模型,短期预测混沌序列。
Short term predictions of chaotic series are realised with neural network model, after diagnosing the time series as chaotic statistic series.
本文利用1978 ~ 2004年的时间序列数据,运用计量方法分析我国农业贷款对农业产出增长的影响。
Basing on the time sequence data (1978-2004), this essay analyses the influence of agricultural loan on the development of agricultural economy by using metric method.
而金融数据中的非线性问题和金融时间序列分析中的非线性经济计量模型又是这个领域中全新的研究课题。
But nonlinear problem in financial data and nonlinear economic metric model in financial time series is an all new research topic in this realm.
本课程是博士生计量经济学系列课程的高级内容,介绍非线性时间序列的理论和方法的前沿研究。
The course is the advanced part in a PhD econometrics sequence. It provides developments in theory and methods of nonlinear time series econometrics.
电力计量直接的对象是电子互感器,IEC标准统一规定了电子互感器的两种输出方式:数字瞬时值序列和模拟电压信号。
The direct object of power metering is electronic transformer. From IEC standards, electronic transformer has two kinds of output: digital signals and analog signals.
单位根检验是计量经济学中检验时间序列数据平稳性的最重要工具,而协整检验则是用来判断非平稳变量之间是否存在长期均衡关系的常用方法。
As an important tool of testing time series stationarity, unit root test is always used, and cointegration test is also often implied for judging long equilibrium between nonstationary variables.
使用极值理论和极值指数估计量的性质,在大样本的情况下得到序列分布“肥尾”现象的检验方法。
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
本文应用现代时间序列计量经济学技术,结合中国1979-2000年间的有关数据,进行了费雪效应在中国的实证研究。经验证据表明在这一时期同时存在长期和短期费雪效应。
This paper makes an empirical research on the Fisher effect in China by means of the moden time series techniques plus the relevant statistics from China over the years from 1979 to 2000.
在此背景下,论文运用计量经济学中的时间序列的回归分析方法对昆明市住宅市场价格的影响因素进行研究,就是一种很有益的探索。
Under this background, the article USES the Time Series Multiple Linear method to study about the influence factors of housing price in Kunming, which is a very valuable exploration.
主要研究和教学领域:时间序列计量经济学、实证金融。
Research and teaching: time series econometrics and empirical finance.
金融时间序列的分析与建模是金融计量学的一个很重要的研究领域。
The analysis and modeling of the financial time series is a very important study realm in financial metrology.
并分别使用了全国和江苏省1990—2008年时间序列数据,计量分析研究了能源相对价格对于能源强度的影响作用。
Then we use the 1990-2008 time series data of the national and Jiangsu Province to assess the impacts of the relative price of energy to energy intensity.
第四部分,在之前描述性统计的基础上,基于时间序列运用计量经济学工具进行实证分析。
Part four: In previous descriptive statistics, based on the time-series on the use of econometric tools for empirical research.
在误差为AR(1)时间序列的情形下,给出了半参数回归模型的拟极大似然估计方程,并研究了拟极大似然估计量的存在性。
When errors is a ar (1) time series, we studied the quasi-likelihood equation for the semiparametric model, and investigated the existence of quasi-maximum likelihood estimators.
对于技术效率偏低的原因分析,本文选择了经济增长与能源产量两组时间序列进行计量分析来验证是否一定存在着某种相关性与均衡关系和因果关系。
The paper chooses the year time sequence between the Energy Source yield and the economic growth in order to validate the equilibrium and the cause and effect correlations between them.
本文利用最小二乘估计给出噪声为ARMA序列线性模型中时变参数估计,并讨论了估计量的相容性问题。
In this paper we get the estimation of time-varying parameters in linear regression model with ARMA noise by the least square method and discuss the consistency of the estimation at the same time.
该算法以小波变换中的滤波器理论为基础,通过将图像序列在时间域的尺度分解和相应统计量计算,获得在红外焦平面校正中起影响的偏置和增益系数。
With the scale decomposition of image sequences on the time field and the corresponding statistics' calculation, the offset and gain coefficients in IRFPA NUC were obtained.
第二章对CCFI和BDI及CCFI分航线指数之间平均收益率、标准差、偏度、峰度、序列相关性等基本统计量进行了比较分析。
Then it comparatively analyzes some basic statistic of CCFI and BDI, which include mean, standard deviation, skewness, kurtosis, autocorrelation, and so on.
在平均值为零或平均值为已知的季节时间序列模型中,根据加权对称估计量提出季节单位根的检验统计量,并求出此统计量的极限分布的表达式。
In this article, we propose seasonal unit root test statistics based on the Weighted Symmetric estimator and derive representation for limiting distributions of the statistics.
介绍了符号时间序列分析方法及其统计量,对树层数进行了合理的选择。
The indirect detecting measurement for transient emissions is obtained. (2) The measurement and statistic parameters of symbolic time series analysis are introduced.
因此,如何有效地刻画金融时间序列波动的动态行为一直是金融计量学研究的热点问题。
Therefore, how to describe the dynamic behavior of the financial time series' fluctuation well is always a hot research point in Financial Econometrics.
第五章研究了基于一阶统计量的叠加训练序列的半盲信道估计方法,并结合检测结果来提高估计的精度。
In order to improve channel estimation's precision, in chapter 5, semi-blind channel estimation and detection using superimposed training's first-order statistics were studied.
第五章研究了基于一阶统计量的叠加训练序列的半盲信道估计方法,并结合检测结果来提高估计的精度。
In order to improve channel estimation's precision, in chapter 5, semi-blind channel estimation and detection using superimposed training's first-order statistics were studied.
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