In order to yield high resolution, the high-order autocorrelation matrix is used, the number of the operations for the estimation of frequency and power is tremendous.
为了达到高分辨率而采用高阶相关矩阵,谱估计的运算量十分大。
The article analyzed the reasons that aroused the mean reversion in stock index futures, and the calculation methods of the coefficient of the first-order autocorrelation in basis change.
阐述了指数期货中均值回复现象产生的原因,并进而分析了基差变化中的一阶自相关系数在不同情况下的计算方法。
This paper provides a method for the ar order estimation of two dimension ARMA model, and improves an ar parameters estimation method on the basis of autocorrelation function estimation method.
本文正是针对该点,提出了一种二维arma模型的初步定阶方法,同时对AR参数的自相关函数估计方法进行了改进,在此基础上得到了功率谱估计算法。
Firstly, the thesis tests the existence of U/W cycle in Chinese motor insurance through the analysis of the autocorrelation and partial autocorrelation and the test of two order autoregression.
首先,利用自相关系数和偏自相关系数图以及二阶自回归模型对机动车辆保险的周期存在性进行定性与定量分析。
The involved parameters are short-time amplitude and energy, lst-and2nd-order zero-crossing rate, autocorrelation function and pitch period.
所使用的参数是:信号的短时幅度与能量、一阶和二阶过零率、自相关函数及基音周期等。
The involved parameters are short-time amplitude and energy, lst-and2nd-order zero-crossing rate, autocorrelation function and pitch period.
所使用的参数是:信号的短时幅度与能量、一阶和二阶过零率、自相关函数及基音周期等。
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