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。
This paper USES the moving average trading rule of the technical analysis method to do predictability research.
采用移动平均线的技术分析方法进行了可预测性研究。
An algorithm of feature extraction and damage alarming based on auto-regressive moving-average (ARMA) time series analysis is presented.
本文基于时间序列分析ARMA模型探讨了结构损伤特征提取和损伤预警的实现方法。
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