The threshold autoregressive model is a kind of non-linear time series model recently established.
门限自回归模型是一种新近创立的非线性时间序列摸型。
Absrtact: as a probability and statistics methodology, linear time series has been applied to many fields.
摘要:线性时间序列作为一种概率统计方法,已经被运用到各个领域中。
Finally, We designed a pseudo experiment to talk about the linear time series analysis based on neural networks theory.
最后,设计模拟实验,探讨有关神经网络的线性时间序列预测方面的问题,得出结论。
ARCH model is a kind of dynamic non-linear time series model. It has widely used in the field of the finance and economic.
ARCH族模型是动态非线性的股票定价模型,它在金融和经济领域具有广阔的应用前景。
Time series analysis based on neural networks theory cross through traditional frame of subjective model draw out prediction on the inner rules of linear time series data.
基于前向型神经网络理论的时间序列分析跳出了传统的建立主观模型的局限,通过时间序列的内在规律作出分析与预测。
Most of the popular clustering methods are designed for the linear time series, assuming that the stationary time series can be fitted by linear model. In fact, the true word is nonlinear.
由于现实世界中时间序列多数是非线性的,而现有的时间序列聚类问题大多是基于线性时间序列模型进行聚类的,提出了可以用于非线性时间序列的聚类方法。
Regressions incorporating the economic/financial variables as well as a linear spline in time variable are set up for testing the externality series.
回归纳入经济/金融变量以及线性样条在时间变量的设置进行测试的外部系列。
Next, the thesis analysis the characterization of Roundtrip time delay (RTT). The RTT time series collected from the Internet are studied statistically by using both linear and nonlinear methods.
其次,对网络时延(RTT)特性进行了分析,利用线性和非线性方法对从互联网上采集的RTT时间序列进行统计分析。
The delay-coordinate method is adopted to reconstructed the space phase, and to analyze the single time series in the non-linear systems and resume the nonlinear kinetics characteristics.
采用延迟坐标状态空间这种相空间重构方法,对非线性系统中的单一时间序列进行分析,从中恢复出系统内部存在的非线性动力学特性。
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.
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 RC series circuit (linear time - invariant circuit)excited by the non - sine periodic voltage is analysed, both the transient response and the steady - state response of this circuit are obtained.
分析了非正弦周期电压作用下的RC串联电路(线性、非时变电路),得到了暂态响应分量和稳态响应分量。
Based on local linear prediction model of chaotic time series, short-term load forecasting method on multi-embedding dimension is presented.
基于混沌时间序列的局域线性预测模型,提出了多嵌入维的短期负荷预测方法。
Using the modern time series analysis method, this paper presents a new self - tuning deconvolution filter for unknown multivariable ARMA signal observed through a known linear system.
本文用现代时间序列分析方法,对于通过已知线性系统被观测的未知多变量arma信号,提出了一种新的自校正去卷滤波器。
Based on the time series, a model of linear artificial neural network is set and used for dynamic prediction of discharge of groundwater.
根据其时间序列,建立线性神经网络模型,并将其用于地下水流量的动态预测。
A new kind of fuzzy time series model is presented by using a fuzzy system of linear equations with fuzzy coefficients and real variables.
利用模糊系数实变量的线性方程组建立了一种新的模糊随机时间序列模型。
The periodic mean superposition method can predict the result through decomposing the hydrological time series into several periodic waves, extrapolating the periodic waves, and linear superposition.
周期均值叠加法将随时间变化的水文要素序列分离成若干个周期波,然后将周期波进行外延,再进行线性叠加,从而获得预报结果。
Linear growth model is widely used in the analysis and forecast of time series in economic and biological fields.
线性增长型模型被广泛应用于经济领域和对生物信号的时间序列的分析和预报。
Firstly, making the time series continuous through inserting data, and secondly removing the secular displacement rate from the time series data through linear fitness.
首先对时间序列中不连续的数据进行内插处理,并通过线性拟合从时间序列中去掉长期滑动速率的影响。
In this paper time series spectra, both linear spectrum (FFT spectrum) and nonlinear spectrum (ar spectrum) are introduced briefly.
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)。
The hospital outpatient amount is a seasonal time series with the character of complex non-linear combination.
医院门诊量是一个具有复杂的非线性组合特征的季节性时间序列。
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.
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。
Use a method of time series piecewise linear representation based on feature points as a way for pattern representation.
使用一种基于特征点的时间序列线性分段方法作为时间序列的模式表示。
After the time series fuzzy fractal processing of the mine gas emission quantity, the non linear relations of the influence factors were combined with BP neural network.
通过对矿井瓦斯涌出量时间序列的模糊分形处理,用BP神经网络对影响因素间的非线性关系进行拟合。
In order to solve serious urban transport problems, according to the proved chaotic characteristic of traffic flow, a non linear chaotic model to analyze the time series of traffic flow is proposed.
为了解决日益严重的城市交通问题,本文根据交通流已被证明的混沌特性,尝试采用非线性混沌模型来分析交通流时间序列。
A method of stock price prediction is presented by hypothesis of stock market being non-linear dynamic system and analyzing method of chaos theory for chaos time series in this paper.
根据股票市场是非线性动力系统的假设,利用混沌理论对混沌时间序列的分析方法,提出了股票价格预测方法。
According to the character of non linear network traffic, the traffic time series is decomposed into trend component, period component, mutation component and random component.
文章考虑网络流量非线性的特点,通过不同的数学模型将流量时间序列分解成趋势成分、周期成分、突变成分和随机成分。
The non-linear theory has been playing an important role in describing volatility of financial time series.
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。
Mutual information (MI) analysis is a general method to detect linear and nonlinear statistical dependencies between time series.
交互信息是一种检测系统之间相依性的方法,它可以同时检测线性和非线性相关。
This paper introduces the feasibility of inner recursion networks using in non-linear ARMA model approaching and time series forecasting.
该文介绍了内回归神经网络逼近非线性ARMA模型、用于时间序列预测的可行性。
This paper introduces the feasibility of inner recursion networks using in non-linear ARMA model approaching and time series forecasting.
该文介绍了内回归神经网络逼近非线性ARMA模型、用于时间序列预测的可行性。
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