自回归模型属于线性平稳模型,只能描述平稳序列的统计特性。
The autoregressive model is a kind of linear-steady-models. so it just describes the statistics characteristic of steady array.
最后,探讨了动态一致性检验的频谱(经典谱和最大熵谱)比较法,包括平稳序列频谱的估计和比较。
In the end, spectrum (classical spectrum and maximum entropy spectrum) comparative methods of dynamic consistency validation are discussed, including compare and estimation of stable series spectrum.
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.
相关系数平稳序列是从非平稳序列中分离出来的一类工程实际中常见且便于研究的随机序列,传统的平稳序列只是它的一个特例。
The correlation coefficient stationary series that is one kind of non-stationary series is familiar in engineering, and the traditional stationary series is just a special case of that.
实验表明:该方法能够有效预测非平稳的服务器负载序列,预测精度明显高于传统预测方法。
Experiments results show that this method can predict non-stationary server load series efficiently and has higher prediction accuracy than traditional methods.
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.
本文的目的在于,对于线性平稳时间序列的样本、自协方差、自相关和偏相关函数的渐近性质,给出一个比较系统的描述。
The aim of this paper is to give a systematic account of asymptotic properties of the sample autocovariance, autocorrelation and partial autocorrelation functions of linear stationary time series.
采用随机模拟方法,通过编程产生目标路谱的平稳随机路面不平度序列,并通过数理检验进行验证。
Use stochastic simulation, create the plainness sequence of the stable stochastic road surface for the target road spectrums with programming, and use logistic test to verify.
本文首先略述用自回归模式去拟合平稳时间序列的各种方法;
The methods for fitting the autoregressive model to the stationary time series are briefly reviewed.
多平稳时间序列,“格兰其”成员因果律测试和自回归模式给的矢量。
For multiple stationary time series Granger causality tests and vector autoregressive models are presented.
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.
本文借助于平稳时间序列的极值分布理论,对南京地区异常低温事件频次和强度建立统计模型。
The statistical model of frequency and intensity of anomalous microtherm events in Nanjing is established by means of the extreme value distribution theory of stationary time series.
经济过程中的结构突变,对非平稳时间序列的分析具有非常重要的影响。
The structure mutation during the economic process has very important influence on the analysis of non-smoothed time series.
研究结果表明,小波变换是分析非平稳随机时间序列的有效工具,在水文水资源领域应用潜力很大。
The results indicate that the wavelet transform is an effective tool for nonstationary stochastic series analysis, which has great potential in hydrology and water resources research.
本文用时间序列分析的方法,在机床连续切削和非连续平稳切削状态下识别机床的固有频率。
In this article, the natural frequencies of machine tools under continuous cutting and steady non-continuous cutting conditions are identified with time series method.
一般情况下对平稳遍历马尔可夫链部分和序列最小值分布进行精确尾估计是较困难的。
Generally, it is not easy to find the exact tail-estimation for the distribution of the minimum value in partial sum sequence of a stationary ergodic Markov chain.
投影定理在平稳时间序列的预报及函数逼近研究中起着重要的作用。
Theorem of projection is more important in the study of prediction of stationary discrete-time sequence and function approximating.
茧丝纤度曲线的预测研究茧丝纤度曲线可视为是长度有限且随机变动的非平稳时间序列。
Size curves of cocoon filaments can be regarded as non-stationary time series with finite length varying at random.
用平稳时间序列分析方法建立随机部分模型,并预测沉降随机部分值,二者之和即为某时期沉降预测值。
The random settlement could be gotten by random prediction model that is established by smooth and stable time series analysis method.
非平稳时间序列的状态空间建模技术被用于陀螺漂移分析。
A state space approach for the modeling of nonstationary time series is presented.
本文证明了时间域内的平稳相关序列经离散傅里叶变换之后,听得到的是频域内的正交随机序列。
This paper proved that a frequency stochastic sequence obtained from a stationarily correlated time series by using discrete Fourier transform is orthogonal.
最后给出了误差项服从AR(1)时的严平稳收益序列中参数的一个迭代算法。
Finally, an iterative algorithm of estimated parameters in the strictly stationary return sequences, which error terms are subject to ar (1) is put forward.
将现场测得的非平稳振动序列通过ARIMA模型和标准化处理,转化成标准正态平稳时间序列。
Through ARIMA model and standardization, the non stationary vibration series acquired in the field were transformed to stationary time series normally distributed.
对线性叠加在中值系列中的平稳随机噪声,用默认软阈值小波消噪平滑中值序列中的随机噪声分量。
As for the stable stochastic noise component linearly superposed on the median series, it is smoothed by means of the default soft threshold wavelet de-noising.
该方法得大连理工大学博土学位论文到的趋向性序列能更准确地逼近非平稳随机信号的趋向性曲线。
The trend component series derived in this way can near more exactly the trend component curve of the variance-stationary random signal.
本文主要讨论双线性时间序列模型的平稳性与可逆性。
In this paper, we discuss the stationarity and invertibility of a bilinear model.
该方法得到的趋向性序列能更准确地逼近非平稳随机信号的趋向性曲线。
The trend component series derived from this way can near more exactly the trend component curve of the variance-stationary random signal.
建立屏山站日流量分期平稳自回归模型,并模拟了序列长度为5200年的日流量过程对该模型进行检验。
Divided period Stationary Autoregressive model for daily flow of Pingshan hydrological station is established in this paper. Daily flow procedure during 5200 years is simulated to test this model.
该方法是基于复倒谱和平稳最小相位序列之间的关系提出的。
Usingthecomplex Cepstrum coefficients, theall-pass denominator coefficientsare obtained based on the relation betweenthecomplex Cepstrum and the stable minimum-phase sequence.
该方法是基于复倒谱和平稳最小相位序列之间的关系提出的。
Usingthecomplex Cepstrum coefficients, theall-pass denominator coefficientsare obtained based on the relation betweenthecomplex Cepstrum and the stable minimum-phase sequence.
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