Based on information entropy and mutual information, we proposed the definition of nonlinear partial autocorrelation.
本文在信息熵和互信息的基础上，提出了非线性偏自相关的定义。
New sections have also been added on the Wold decomposition, partial autocorrelation, long memory processes, and the Kalman filter.
新的章节，也增加了在黄木樨草分解，偏自相关，长期记忆过程，和卡尔曼滤波。
The concept is the generalization of partial autocorrelation. By means of it, we could get the quantitative method to measure the intrinsic prediction complexity of time series.
这一概念是对线性偏自相关的一般化，由它可以得到度量时间序列预测复杂性的定量方法。
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 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 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。
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