平稳序列(stationary series)是基本上不存在趋势的序列。这类序列中的各观察值基本上在某个固定的水平上波动,虽然在不同的时间段波动的程度不同,但并不存在某种规律,其波动可以看成是随机的。
平稳序列(stationary series):只含有随机波动的序列。 自相关(autocorrelation):不同点的时间序列残差之间的相关。
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非平稳序列 non-stationary series
弱平稳序列 [数] weakly stationary sequence
正态平稳序列 [数] normal stationary sequence
并元平稳序列 dyadic stationary sequence
平稳时间序列 [统计] Stationary Time Series
相关系数平稳序列 Correlation coefficient stationary series
多维并元平稳序列 multidimensional dyadic stational sequence
满秩多维平稳序列 Full rank multidimensional stationary sequences
非平稳时间序列 [经] Nonstationary time series ; non linear time series ; non-steady time-series
自回归模型属于线性平稳模型,只能描述平稳序列的统计特性。
The autoregressive model is a kind of linear-steady-models. so it just describes the statistics characteristic of steady array.
最后,探讨了动态一致性检验的频谱(经典谱和最大熵谱)比较法,包括平稳序列频谱的估计和比较。
In the end, spectrum (classical spectrum and maximum entropy spectrum) comparative methods of dynamic consistency validation are discussed, including compare and estimation of stable series spectrum.
从样本中剔除趋势后是平稳随机序列的一段样本,对该平稳序列用AR(3)模型进行拟合,并对模型进行统计检验。
The sample with the trend function rejected is a stationary random sequence of a sample. This stationary random sequence is fitted in with the ar (3) model and a statistical test is put to this model.
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