This appraoch is based on the modelling of the principal component analysis for the prior L square matrix of period extrapolation matrix Of mean generating function only,with a few principal components inclouding main information of temporal sequence.
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- 且仅对均生函数外延矩阵的前L阶方阵作主分量分析,用数目较少又包含主要信息量的主分量因子对时间序列建模。