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。
ADAR(ADaptive AR) predicting model is presented, whose parameters and exponent number can be adaptively tuned according to the characteristic variation of harmonic.
提出一种 自适应 自回归（ADAR）预测模型，可根据谐波过程特性变化 自适应 调整 自回归预测模型的参数乃至结构。
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