The simulation USES a skewed lag-one autoregressive model.
模拟中选用了偏态的一阶自回归模型。
Threshold autoregressive models are widely used in time series applications.
门限自回归模型被广泛地用于许多领域。
Aim to study the estimates of error moments in partly linear autoregressive models.
目的研究部分线性自回归模型中误差矩的估计。
A new algorithm for autoregressive ar parameters estimation is presented in this paper.
本文提出一种估计自回归ar参数的新算法。
We study the unstable autoregressive process for the first order with infinite variance.
对具有无限方差的一阶自回归非平稳过程进行了研究。
In this paper, autoregressive moving average model (ARMA) is used to forecast the power load.
本文采用自回归滑动平均模型(ARMA)对电力负荷进行了预测。
Threshold autoregressive model (TAR) is a nonlinear sequential model which is segmentedly linear.
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。
A mixed autoregressive moving average (MARMA) model is proposed for modeling nonlinear time series.
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)。
Generalized method of moments (GMM); Mixed regressive-spatial autoregressive (MRSAR); Over-identifying.
广义矩方法（GMM）；混合回归-空间自回归（MRSAR）； 过度识别。
The autoregressive largest pole magnitude (ARLPM) is a method with high practicability, especially for short time detection.
最大幅度极点检测(ARLPM)是目前实用性较强的一种方法，特别是在短时检测方面有着不错的效果。
The autoregressive largest pole magnitude (ARLPM) is strong practical method, especially in the area of short time detection.
最大极点幅度检测(ARLPM)是目前实用性较强的一种方法，特别在短时检测方面有着不错的效果。
This paper, based on Granger causality test in a vector autoregressive process, empirically analyzed the money supply in China.
在向量自回归模型基础上，通过格兰杰因果检验对我国货币供给的内生性或外生性作了实证检验。
A method of parameter estimation for multi-dimension autoregressive models (ar, NLAR) via neural network is given in this paper.
本文提出一种基于神经网络的多维自回归模型(AR,NLAR)参数估计方法。
The hydrological method is using the hydrological series data to establish the autoregressive and multivariate recurrence models.
水文方法是利用水文序列资料建立自回归模型和多元递推模型。
Finally, I predict financial risk situation for the next two years in Gansu province by use of ar autoregressive time series model.
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。
This paper deals with the statistical inference of an autoregressive conditional heteroscedasticity (ARCH) model under restriction.
研究序约束条件下自回归条件异方差（ARCH）模型的统计推断。
The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.
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。
In this paper, an algorithm of normalized parametric adaptive matched filter based on time-varying autoregressive model is introduced.
文中介绍了一种基于时变自回归模型的归一化参数自适应匹配滤波算法。
When a white noise interferes with the controller, a time series autoregressive (AR) model is built using the sampled experimental data.
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。
We obtain some results as follows:In chapter 2, a new mixture autoregressive moving average model is proposed for modeling nonlinear time series.
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 study the linear transmission of analog message for Gaussian autoregressive channel with noiseless feed-back by means of optimal control method.
利用最优控制思想来研究在具有无噪反馈的高斯自回归信道上的消息传输。
In this paper, a random coefficient functional autoregressive model is proposed and the sufficient condition of the geometric ergodicity is obtained.
提出了随机系数泛函自回归模型，得到了几何遍历性的充分条件。
A global smoothing method based on polynomial splines is used to estimate the coefficient functions in functional-coefficient linear autoregressive models.
基于多项式样条全局光滑方法，建立函数系数线性自回归模型中系数函数的样条估计。
A multidimensional chaotic stream cipher generator based on the nonlinear autoregressive filter structure with parameter switching is proposed in this paper.
本文针对传统的单一混沌序列安全性较差的缺点，提出了一种基于参数切换的高维混沌序列产生方法。
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.
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。
A new cepstrum based noncausal autoregressive (AR) system identification method is proposed to solve the problem of adaptive identification of noncausal AR system.
为解决信号处理中非因果自回归（AR）系统的自适应辨识问题，本文提出了一种利用倒谱进行AR系统辨识的新方法。
Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.
通过对我国股价指数的统计描述，表明我国金融资产收益率存在自回归条件异方差特征，并表现出非正态性。
Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.
通过对我国股价指数的统计描述，表明我国金融资产收益率存在自回归条件异方差特征，并表现出非正态性。
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