The characteristics of financial risk is time varying and volatility is persistent.
金融风险具有时变性,金融波动具有持续性。
The volatility of load time series is analyzed, and the short-term load forecasting based on SV(Stochastic Volatility) models is presented with the consideration of the time-varying characteristics.
研究了负荷时间序列波动性,考虑方差时变特征,提出了基于随机波动(SV)模型的短期负荷预测方法。
The volatility of load time series is analyzed, and the short-term load forecasting based on SV(Stochastic Volatility) models is presented with the consideration of the time-varying characteristics.
研究了负荷时间序列波动性,考虑方差时变特征,提出了基于随机波动(SV)模型的短期负荷预测方法。
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