A state space approach for the modeling of nonstationary time series is presented.
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。
Nonlinear and nonstationary time series are decomposed into a series of instrinsic mode functions and a residual trend item by the empirical mode decomposition (EMD).
非线性，非平稳的时间序列经过经验模分解，可以得到一组内模函数和一个基本的趋势项。
Because stock forecasting is a uncertain, nonlinear and nonstationary time series problem, it is difficult to achieve a satisfying prediction effect by traditional methods.
由于股票预测是不确定、非线性、非平稳的时间序列问题，传统的方法往往难以取得满意的预测效果。
The transition of the covariance matrix of the nonstationary time series is obtained with Gaussian assumptions. An actual earthquake is studied by the method proposed and satisfactory res…
在高斯假定下得到非平稳时间序列的协方差矩阵的转移形式。对一个实际的地震过程进行的数字研究结果证明本文方法是有效的。
As an important tool of testing time series stationarity, unit root test is always used, and cointegration test is also often implied for judging long equilibrium between nonstationary variables.
单位根检验是计量经济学中检验时间序列数据平稳性的最重要工具，而协整检验则是用来判断非平稳变量之间是否存在长期均衡关系的常用方法。
Numerical test results show that SVR has good ability of modeling nonstationary financial time series and good generalization under small data set available.
数值实验表明，SVR方法对非平稳的金融时间序列具有良好的建模和泛化能力。
Numerical test results show that SVR has good ability of modeling nonstationary financial time series and good generalization under small data set available.
数值实验表明，SVR方法对非平稳的金融时间序列具有良好的建模和泛化能力。
应用推荐