The long-time trend and cyclic fluctuation are estimated by nonparametric regression based on smooth spline of the B form.In addition, ARMA mode is established with the random term.

 
  • 利用滑动平均估计季节项,再利用B样条函数非参数回归估计长期项和周期波动,对于随机项建立ARMA模型,最后对某产品需求量进行了实例分析。
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