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.
结果表明,动态自回归模型时变参数(时变系数)的变化是有规律的,其增量大体上是一些简单周期函数的叠加。
This paper provides a method for the ar order estimation of two dimension ARMA model, and improves an ar parameters estimation method on the basis of autocorrelation function estimation method.
本文正是针对该点,提出了一种二维arma模型的初步定阶方法,同时对AR参数的自相关函数估计方法进行了改进,在此基础上得到了功率谱估计算法。
We use ARMA model to describe the seismic wavelet, and use genetic algorithms to estimate the ar parameters and the ma parameters iteratively.
该方法用ARMA模型描述地震子波,用遗传算法交替迭代地估计AR和MA参数。
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