Empirical evidences show that the distributions of high frequency time series are "fat tail" type distribution rather than normal distribution with "light tail" as those in traditional modeling.
经验表明高频时间序列的分布常是“肥尾”型的，而非传统建模中的“薄尾”型的正态分布。
This essay combines to the characteristics of oil output, forecasts the crude oil output with time series modeling approach and regression analysis method and has a high precision.
本文结合石油行业产量的特点，运用SAS系统中时间序列建模方法及回归分析方法对原油月产量作了预测分析，预测结果精度较高。
The varied feature of conditional distributions makes the HMDAR model capable of modeling time series with asymmetric or multimodal distribution.
HMDAR模型分布形式的灵活性使得它能够对具有非对称或多峰分布的序列进行建模。
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