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- 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。
- I have your arma around me ooooh like fire,but when I open my eyes,you're gone. 我希望你像火焰一样拥抱我,可是当我睁开眼睛,你已远去。
- Photo Gallery: Peru The Plaza de Arma lies at the heart of Arequipa. 意译:秘鲁图片集。在广场 de的ARMA中心阿雷基帕。
- The daily VaRs of stock returns are computed using GARCH (1,1) model, MA method and RiskMetrics respectively. 分别采用 GARCH( 1 ;1 )模型、Risk Metrics和移动平均法预测上海股市日收益率的波动性 ;计算每天的 va R.
- Model structure selection is an important step in the process of ARMA modelbuilding. 模型结构选择是随机时间序列(ARMA)模型建模过程中的重要环节。
- Stock returns and their volatility are analyzed using the GARCH (1, 1) model with game dummy variables. GARCH(1,1)模型配合球赛虚拟变数被应用来分析股市报酬及其变动性。
- An empirical analysis of the Shenzhen stock market is made by using the GARCH model and the SV model. 摘要文章采用GARCH模型和SV模型对深圳股市进行了实证分析;
- 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 authors use the auto-regressive moving average(ARMA) method to simulate the actual API by time series analysis. 采用时间序列分析方法,对空气污染指数建立自回归滑动平均模型模拟实测的空气污染指数,并对模拟结果进行了检验。
- This paper analyses the behaviors of the volatility in the stock Market of Shanghai using GARCH models, and find there is the weekday effect. 摘要利用GARCH模型族,实证分析了上海股票市场的波动特征,发现存在较为明显的周日效应。
- "ARMA : Queen's Gambit" premiere on the the Virtual War Channel in January 2009. "的ARMA :女王的赌博"首演于虚拟战争频道,在2009年1月。
- This paper studies the Zhengzhou Commodity Exchange(CZCE) wheat futures for nearly four years,the return rate,and GARCH effect. 本文研究了我国郑州商品交易所(CZCE)小麦期货近四年的收益序列,采用GARCH和EGARCH类模型描述分析了小麦期货收益的波动集群性和杠杆效应。
- The Auto-Regressive-Moving-Average (ARMA) model for the second order weighing system is firstly derived. 首先导出了二阶称重系统的自回归滑动平均模型(ARMA);
- The empirical results show that Fractionally integrated GARCH with GED error model performs the best in estimating five percent VaR. 实证结果表明在估计95%25置信度下的VaR值时基于GED分布的FIGARCH(1,d,1)模型表现最佳。
- 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 generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series. 广义自回归条件异方差(GARCH)模型具有描述时间序列波动性的能力。
- Question: Arma II was originally announced to be released for a console, but we've heard little news since then. ARAM2原来声明会发布游戏机版本,但是我们却看不到一点新闻。
- 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。
- Chapter 3 introduce ARCH model originated by Engle,GARCH model,GARCH- M model and asymmetric ARCH model involves TARCH and EARCH. 第三部分介绍了Engle的ARCH模型及以其为基础发展而来的GARCH模型,GARCH-M模型以及非对称的TARCH和EARCH模型。
- "In ArmA II that won't be possible without really careful preparation because the AI is more cautious. 在突袭2中如果不认真仔细地准备的话这是不肯能的,因为人工智能变得更加小心了。