广义自回归条件异方差(GARCH)模型具有描述时间序列波动性的能力。
The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.
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.
研究了负荷时间序列波动性，考虑方差时变特征，提出了基于随机波动（SV）模型的短期负荷预测方法。
The volatility of load time series is analyzed, and the short-term load forecasting based on SV(Stochastic Volatility) models is presented with the consideration of the time-varying characteristics.
时间序列的波动持续性建模理论和方法是经济金融领域风险分析的一种强有力的工具。
The theory and method of modeling volatility persistence of time series is a powerful tool in analyzing the risk of economic and finance market.
该方法克服了灰色预测理论对波动较大的随机序列的预测精度低的缺陷。
The method would overcome the serious defect of grey prediction theory in predicting random serials with big fluctuation.
采用平滑WVD可消除交叉项的干扰，并将网络流量序列转换为二维空间的波动能量分布。
After adopting the smooth pseudo WVD that reduces the interference of the cross term, the series is transformed into a two-dimension distribution of fluctuation energy.
随机波动(SV)模型是一种重要的具有隐性波动的时间序列模型。
The Stochastic Volatility models (SV model) is a kind of time series model which can reflect fluctuation that can not be observed directly.
波动持续性是广泛存在于经济和金融时间序列的一类普遍现象。
Volatility persistence, which have been found in many of time series of economic and finance, indicates that the risk is dependent each other.
利用统计理论与分形理论分析液塞长度时间序列来揭示液塞长度波动特性。
The fluctuation characteristics of liquid slug length was discovered by using the statistics theory and fractal theory to analyze the time series of liquid slug length.
结果表明：(1)序列脉冲的一个周期内，增益系数大致在阈值上下波动，显示了增益饱和效应。
The results indicate: (1) the gain coefficient fluctuates across the threshold in a period of the pulse trains, it appears as the gain saturation.
应用混沌预测方法，对气液两相单孔鼓泡系统的压力波动时间序列进行了短期预测。
A short-term prediction method developed on the basis of the deterministic chaos theory is used to predict the time series of pressure fluctuations in a gas-liquid bubble column with a single orifice.
结果表明，深证成指周收益率序列的波动性可以用GARCH模型进行很好的拟合。
The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.
泉水系统属非线性动力系统，泉水月流量序列具有季节波动的特点。
The spring water system is a nonlinear dynamic system and its monthly discharge is characterized by seasonal fluctuations.
大部分发生结构变化原始序列与其趋势成分的波动性特征出现了显著差异，而结构变化点修正后序列及其趋势成分的波动幅度与范围极其相似。
Almost all of the original series and the trend components have different volatility features in the structure changes, but corrected series and the trend components are the most similar features.
提出了一种新的概率函数计算方法，用于研究金融时间序列在方差波动方面的多重分形特征。
A new probabilistic function for studying the multi-fractal features on the volatility of variance of financial time series is proposed.
季节性时间序列具有增长性和波动性的二重趋势。
The seasonal time series has the double trends of increasing and fluctuating.
非线性理论在刻画金融时间序列的波动方面有着非常重要的作用。
The non-linear theory has been playing an important role in describing volatility of financial time series.
该算法将使数据序列突然发生大幅度波动的数据认作例外。
The elements that cause great data series change heavily are considered exceptions.
股指时间序列突变点的检测是股指波动规律研究领域中的一个重要问题。
The measurement of change points in stock index time series is an important issue in the stock index volatility research area.
最后，通过实例说明了基于风险厌恶型的在线交易策略更适合于波动平稳的汇率序列。
Examples show that this risk aversion policy is more suitable for exchange rate which fluctuates in the smooth.
并对波动幅度较大的经济序列进行预测，表明该方法可以有效地提高预测精度。
According to the properties of model in grey forecasting theory, bi-auto-seeking-weight method was proposed and applied to forecast the economic sequences which rise and fall by a wide margin.
本文主要利用金融时间序列arch模型研究国内外期铜市场的波动性及持续性。
This paper is aiming at study the volatility and durative of the local and oversea copper futures market by the time series ARCH model.
通过对沪铜收益率时间序列特征的分析发现，沪铜收益率时间序列存在尖峰厚尾性和波动集群性，并具有明显的ARCH效应。
Through the analysis of copper time series' characteristics, we found that copper yield rate time series had peak fat-tail characteristic, volatility clustering characteristic and obvious ARCH effect.
基于短时交通量时间序列的随机波动特征，提出一种小波分析和模糊马尔柯夫结合的预测方法。
Based on the dynamic and stochastic characteristic of short-term traffic volume, an approach combined wavelet analysis and fuzzy Markov forecasting model is put forward.
地震波动力学特征在上述三类地震序列的早期判断能力分别为75％、55％—73％、90％。
The early-stage judgement capability as dynamical characteristics of seismic wave are 75%, 55%-73%, 90% respectively for three types of earthquake sequences.
地震波动力学特征在上述三类地震序列的早期判断能力分别为75％、55％—73％、90％。
The early-stage judgement capability as dynamical characteristics of seismic wave are 75%, 55%-73%, 90% respectively for three types of earthquake sequences.
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