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- It seems to vary in different periods and different markets. Secondly, Andersen and his coworker developed FIVAR (fractional integrated vector auto regression) model to forecast exchange volatility. 其次,Andersen等学者的向量分数综合自回归模型都没有考虑市场的杠杆效应或不对称性,应用于汇率市场时应该不会有较大误差,但是,股票市场波动率一般都有明显的不对称性,因此该模型并不适合股票市场波动率。
- vector auto regression 向量自回归
- Vector Auto Regression Model 向量自回归模型
- vector auto regressive model 向量自回归模型
- Then stock price plasticity models, including a basic model, a power exponent model and there one step auto regression models, are established by econometrical methods, and examined by twelve sample stocks. 然后使用计量经济学方法建立描述股价波动的塑性模型,包括股价塑性基本模型、基本模型的一阶自回归模型、幂指数模型及幂指数模型的一阶自回归模型,基于12支样本股对这些模型进行参数估计和检验。
- 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。
- projection pursuit auto regression model 投影寻踪自回归模型
- Projection Pursuit Auto Regression 投影寻踪自回归
- The Microsoft Decision Trees algorithm trains a model by using an Auto Regressive decision tree. Microsoft决策树算法通过使用自动回归决策树来为模型定型。
- Vector Auto - Regression Model 向量自回归模型
- The trend part of the data can be fitted with BP back propagation) neural network and the random part is processed by a normal ARMA (auto regressive moving average) model. 采用BP网络对不平稳时间序列进行数据拟合,处理趋势部分,利用ARMA模型处理随机部分。
- Vector Auto - regression 向量自回归
- The Detroit auto workers went out for higher pay. 底特律的汽车工人为争取提高工资而罢工。
- He made the best time in the auto race. 他的汽车赛中开得最快。
- The auto correlation coefficients figure is suggested to ascertain auto regressive items of bilinear time series model (BM).A scheme based on genetic algorithms is adopted to deduce the BM. 摘要文章提出了实用自相关系数图确定双线性模型的自回归项,应用了基于遗传算法的一套建模方法。
- PNN controller uses nonlinear auto regressive moving average (NARMA) model for predictive model, makes real time study and control for all process , but control precisions is lower in start phase. 所研究的预测神经网络采用了基于非线性自回归滑动平均模型建立预测模型,实现在线学习和在线控制,但初始阶段控制精度不高。
- Many prisoners, on being freed, regress to a life of crime. 许多囚犯,一旦获释,仍去犯罪。
- To solve the problem of modeling temperature control in the fermentation process, a neural network nonlinear auto regressive moving average(NN-NARMA) modeling method for nonlinear system is proposed. 针对生物发酵过程中温度控制难以建模的问题,基于非线性自回归滑动平均(NARMA)模型,设计了神经网络自回归滑动平均(NN-NARMA)模型。
- In that period auto sales hit a14-year low. 这时期汽车销售量达到14年来最低水平。
- Another auto store was opened in town yesterday. 昨天镇上又开了一家汽车商行。