最后,运用AR自回归时间序列模型对未来两年甘肃省金融风险状况进行预测。
Finally, I predict financial risk situation for the next two years in Gansu province by use of ar autoregressive time series model.
最后根据该方法组成了一个自回归时间序列模型库,用于转子故障的模型诊断中。
Then, an observer bank of autoregressive time series models based on multi-component neural-network architecture is used for model diagnosis of rotor fault vibration signals.
介绍了自回归时间序列分析法的建模预报原理,并给出了船舶纵摇运动预报应用实例。
This article mainly introduces the principle of the prediction for auto regression modeling and recommends the AR arithmetic of prediction for ship pitching motion in detail.
建立了一个时间序列的门限自回归的预测模型,为股票市场的非线性研究这一前沿领域作了一点新的尝试。
Set up one time door limit prediction model of autoregression of array, study for nonlinearity of stock market this front field make new try a bit.
当白噪声干扰方向控制器时,可以用采样数据建立时间序列的自回归模型。
When a white noise interferes with the controller, a time series autoregressive (AR) model is built using the sampled experimental data.
本文利用时间序列谱分析和卡尔曼滤波的方法讨论了两个随机过程,主要是自回归滑动平均(ARMA)过程,的叠加问题。
Using the methods of time series spectral analysis and Kalman filter, this article discussed the additive problems of two stochastic processes, mainly Auto Regression Moving Average (ARMA) processes.
分析了传统时间序列分析法建立ARMA模型的不足,提出了一种利用模型阶数判断准则和长自回归法建模的新方法。
The disadvantage of establishing ARMA model with traditional time series analysis is analyzed; a new model building method based on judgment rules and long autoregression is put forward.
门限自回归模型是一种新近创立的非线性时间序列摸型。
The threshold autoregressive model is a kind of non-linear time series model recently established.
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.
提出了一类用于非线性时间序列建模的混合自回归滑动平均模型(MARMA)。
A mixed autoregressive moving average (MARMA) model is proposed for modeling nonlinear time series.
对于具有季节变动的时间序列,使用自回归模型进行预测是不适宜的。
In forecasting, it is unsuitable to apply Autoregressive model to time series with seasonal variation.
时间序列模型主要是自回归模型。
时间序列ar (P)自回归模型多应用于经济预测领域,工程技术界多数人对此不太热悉。
The time series ar (p) self-regression model is widely applied to prediction in economic field. Most of researchers and technicians in engineering are not familiar with it.
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.
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.
当白噪声干扰电流变传动器时,利用采样数据,建立时间序列的自回归模型。
When a white noise interferes with the device, a time series model, proposed as AR (autoregressive) model, is conducted by using the sampled experimental data.
利用微硅陀螺测量的数据,运用过程辨识理论和时间序列分析方法,建立了陀螺静态漂移的自回归(AR)模型,进而得到连续微分方程。
Based on measured data of micro silicon gyro and time-series theory, the AR model of gyro static drift is established, then the continuous-time differential equation is got.
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。
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.
提出了“利用反双曲正弦函数变换提高数据列光滑程度”的新结论,获得了递增时间序列改善的自回归预测新方法。
A new conclusion is put forward, in which the smooth degree of the data row can be enhanced by means of the arc-hyperbolic sine function transformation.
提出了基于自回归(AR)模型对时间序列统一建模的新观点和方法,可大大减少计算量,并在微机上编程实现。
This article issues a new viewpoint and method in modeling for time series based on ar model. The method is able to give less calculating and to be programmed on computer.
应用线性回归分析和移动平均理论,对按时间次序排列的单一数据序列,给出了一种线性移动自回归预测模型,并对原始数据受不确定因素影响而产生的随机振荡,给出了合理的控制区间和运行通道。
The theory of linear regression and the theory of moving average are applied to analyse single data in time series, the model of a linear moving self regression forecast are given out.
本文介绍了时间序列ar (P)自回归模型以及如何利用它来预测高炉煤气的产量。
This paper introduces the time series AR (p) self-regression model. and how to apply it to predict the output of B. F. gas in Iron and Steel Works.
门限自回归模型(TAR)是一种分段线性的非线性时间序列模型。
Threshold autoregressive model (TAR) is a nonlinear sequential model which is segmentedly linear.
同时由于时间序列的非线性,常规的线性向量自回归模型难以正确描述经济变量之间的因果关系。
At the same time, due to the non-linear condition of time sequence, conventional linear Vector Autoregressive model can hardly characterize the causality among economic variables correctly.
提出了一类新的用于非线性时间序列建模的混合自回归滑动平均模型。
We obtain some results as follows:In chapter 2, a new mixture autoregressive moving average model is proposed for modeling nonlinear time series.
本文介绍了时间序列分析的线性谱(快速傅里叶变换fft谱)和非线性谱(自回归ar谱)。
In this paper time series spectra, both linear spectrum (FFT spectrum) and nonlinear spectrum (ar spectrum) are introduced briefly.
该文在分析了时间序列模型的自回归系数对结构单元刚度灵敏度的基础上,提出了一种采用随机载荷作用下结构的时域响应数据进行损伤识别的新方法。
A new method is developed for identifying structural damages at the element level by using time-domain response data at a few points caused by random loadings.
同时,基于已有的AR(1)模型,提出了一种改进型AR(1)自回归模型,该模型能够利用历次服务器响应时间构成的时间序列,采用动态预测的方法来预测服务器响应时间。
Then, an improved AR(1) model is proposed. Through this new model, the response time of a DNS server can be dynamic predicted using previous response time series.
对时间序列提出半相依自回归模型的概念,并将其应用于我国通货膨胀与对外经济的预测。
The idea of seemingly unrelated autoregression model for time series was developed and applied to forecasts of Chinese inflation and foreign economy.
对时间序列提出半相依自回归模型的概念,并将其应用于我国通货膨胀与对外经济的预测。
The idea of seemingly unrelated autoregression model for time series was developed and applied to forecasts of Chinese inflation and foreign economy.
应用推荐