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时变自回归模型

网络释义专业释义

  TVAR

本文对一般时变自回归模型(TVAR)的时变系数提出一种估计方法,即建立一个关于时变系数的向量自回归时间序列模型,利用最小二乘方法计算其系数矩阵,在此基础上预测时...

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  • time-varying autoregressive model

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双语例句

  • 文中介绍基于时变自回归模型归一化参数适应匹配滤波算法

    In this paper, an algorithm of normalized parametric adaptive matched filter based on time-varying autoregressive model is introduced.

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  • 在此基础上建立时变序列预测公式误差估计公式,给出其回归时变自回归模型

    The prediction formula and its error estimation are also established. Its regression and time-varying autoregression model is presented.

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  • 结果表明动态自回归模型时变参数时变系数变化规律增量大体上是一些简单周期函数的叠加。

    The results showed that the change of time-varying parameters (coefficient) in dynamic AR model has a regularity. Its increments are piled up by some simple period functions.

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