在此基础上利用随机波动类模型对两种收益率的波动性特征进行拟合,并对拟合优度进行分析。
Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.
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.
采用传统灰色GM(1,1)模型预测道路交通事故这类随机性、波动性较大的数据,存在拟合较差、精度不足等问题。
Random and volatile data of road traffic accidents show poor fitness and low accuracy if forecast by means of the traditional grey model GM (1, 1).
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