您要查找的是不是:
- Several criteria such as AIC and SIC are usually used in ARMA model selection. AIC与SIC等准则函数方法是ARMA模型选择过程中经常使用的方法。
- The optimality of two-stage state estimation in the presence of ARMA model random bias is studied. 考虑了具有ARMA模型随机偏差的两段卡尔曼估值器的最优条件问题。
- The ARMA model parameters of lung-thorax system from lung sound were estimated by the higher-order cumulants. 应用高阶累积量方法,从肺音信号辨识肺胸系统的ARMA模型参数。
- The ARMA model is constructed with the GDP data of Guangyuan downtown between 1978 and 2004. 利用广元市市中区1978年到2004年GDP数据,构建了广元市市中区时间序列趋势的ARMA模型。
- The Prony complex exponential model is converted into the ARMA model, and the Prony identification algorithm(PIA) is developed in this paper. 本文把Prony复指数模型转换为ARMA模型,并建立了Prony识别算法(PIA)。
- However, when the order of ARMA model is very high, to compare every candidate model's criterion value is computationally infeasible. 但是,当模型的阶数很高时,无法计算并比较每一个备选模型的准则函数值。
- The sum of forecast values of the ANN model and the ARMA model is considered as the optimal forecast value of future product consumption. 将两个模型的预测值之和作为产品需求量的优化预测值。
- Combined with certain type time series recount multiplicity model and random type ARMA model, establish the time series model of the death rate in Chongqing urban area. 应用确定型的时间序列分解法乘法模型与随机型的ARMA模型相结合,建立重庆市主城区人口死亡率的时间序列模型。
- The result shows that a second order ARMA model gives the best fit to the data in terms of sum of squares of prediction errors and in terms of the whiteness of the residual. 两种算法都进行了仿真,结果表明:从预测偏差的平方和及残数的空白度来看,二阶的ARMA模型会产生最佳的数据适应度。
- In the second step, an RBFNN is developed to model the residuals from the ARMA model.The final forecast value combines both outputs of ARMA model and RBFNN. 采用ARMA模型对汽车销量趋势进行初步线性预测,利用RBF神经网络对线性预测的残差建模,得到非线性预测,两部分预测输出和为总的预测值。
- At first, the basic idea of the ARMA model method is described, the corresponding mathematics model is established and a realizable technique which is used is discussed. 文章首先叙述了ARMA模型法的基本思想,建立了数学模型, 讨论了一种可实现的技术。
- Numerical simulations demonstrate that the ARMA model provides a parsimonious, more efficient signal model for fitting seismic trace than the MA model does. 数值仿真结果表明,ARMA模型比MA模型在描述地震记录时具有参数节俭、模型更为高效的特点;
- Through an ARMA model ,the authors study the IPO costs under asymmetric information , analysis the influencing factors of the IPO direct costs and indirect costs . 摘要 文章采用ARMA模型对信息不对称条件下企业首次上市并融资(以下简称IPO)成本进行研究,分析了IPO直接成本和间接成本的影响因素。
- To take consider the impact of historical information on the present states into account, the ARMA model is used to fit the residual stochastic component. 为了计及历史信息对当前状态的影响,采用自回归滑动平均模型拟合残差随机分量,采用赤池信息准则确定模型的阶数,参数则由矩估计得到。
- By using AR models to approximate ARMA models,an algorithm is presented for identifying ARMA models. 通过用AR模型等价ARMA模型的思想,提出了一种确定ARMA模型参数估计方法。
- Firstly, average relative variance (ARV) is defined according to the value forecasted by ARMA model and the measured value by sensors, in term of which the fitness function for GA is established. 首先由ARMA模型的预测值与实测值定义平均相对变动值(Average relative variance,ARV),并根据其建立遗传算法的适应度函数;
- In purpose of estimating parameter, some important work was done by Box and Tiao Abraham(1972), Chang and Tiao(1983), Muculloch Tsay(1994)in outlier mining. And they mainly concerned AR or ARMA model. Box和Tiao Abraham(1972)、Chang和Tiao(1983)、Muculloch Tsay(1994)在异常点探测方面做了些有价值的工作,但他们仅着眼于前一方面,且考虑的主要是AR、ARMA模型。
- In this paper, the asymtotic normality of the G- spectral estimator is proved for spec tral density of normal ARMA models. 本文首次证明了G谱估计用来估计实正态的ARMA模型的谱密度时是渐近正态的。
- Abstract: In this paper we analyse some predictation approaches of random time series and by using ARMA model we predict effectually the weighted aggregative indexes of securities market in Shanghai and Shenzhen. 文摘:分析了随机时间序列的统计预测方法,并利用ARMA模型对深沪市未来短期指数进行了有效预报。
- This paper proposes an adaptive identification algorithm for nonminimum phase ARMA models in additive colored Gaussian noise. 本文提出了一种加性有色高斯噪声中因果非最小相位ARMA模型的自适应辨识算法。