moving time series model 动态时序模型
Moving average method is one of time series forecasting method, if time series have no apparent tendency moving, using moving average method can accurately reflect actual situation.
移动平均法是一种时间序列预测法,当时间序列没有明显的趋势变动时,使用移动平均就能够准确地反映实际情况。
Using the methods of time series spectral analysis and Kalman filter, this article discussed the additive problems of two stochastic processes, mainly Auto Regression Moving Average (ARMA) processes.
本文利用时间序列谱分析和卡尔曼滤波的方法讨论了两个随机过程,主要是自回归滑动平均(ARMA)过程,的叠加问题。
The theory of linear regression and the theory of moving average are applied to analyse single data in time series, the model of a linear moving self regression forecast are given out.
应用线性回归分析和移动平均理论,对按时间次序排列的单一数据序列,给出了一种线性移动自回归预测模型,并对原始数据受不确定因素影响而产生的随机振荡,给出了合理的控制区间和运行通道。
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