The disadvantage of establishing ARMA model with traditional time series analysis is analyzed; a new model building method based on judgment rules and long autoregression is put forward.
分析了传统时间序列分析法建立ARMA模型的不足，提出了一种利用模型阶数判断准则和长自回归法建模的新方法。
This paper uses the recursion algorithm of the least-square method to identify an autoregression model and an autoregression moving average model.
本文用最小二乘递推算法辨识自回归模型和自回归动平均模型，编制了电力系统短期在线负荷予报程序。
In this paper a variety of time series nonlinear models are introduced and the idea and modeling method of the threshold autoregression are discussed in detail.
本文概述了时序分析的非线性模型类，详细叙述了门槛自回归模型的建模思想和方法。
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