Using controlled time series models to reappear the stochastic wave in the automotive test is being researched. This method overcomes several defects of RPC.
用受控时间序列模型实现汽车实验中的随机波形再现是正在探讨的方法，该方法克服了RPC方法存在的几个缺陷。
The five models used most often are oil futures prices, regression-based structural models, time-series analysis, Bayesian autoregressive models and dynamic stochastic general equilibrium graphs.
最常使用的五个模型是石油期货价格、回归结构模型、时间序列分析、贝叶斯自回归模型和动态随机一般均衡图。
Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.
在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合，并对拟合优度进行分析。
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