这个问题来自平稳随机序列的相关函数。
This problem arises from the correlation functions of stationary stochastic sequences.
本文讨论了平稳随机序列通过线性时不变系统后的纯预测问题。
The pure prediction problem of a stationary random sequence passing through a linear time-invariant system is discussed.
从样本中剔除趋势后是平稳随机序列的一段样本，对该平稳序列用AR(3)模型进行拟合，并对模型进行统计检验。
The sample with the trend function rejected is a stationary random sequence of a sample. This stationary random sequence is fitted in with the ar (3) model and a statistical test is put to this model.
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