autoregressive series 中文意思是什麼

autoregressive series 解釋
自回歸級數
  • autoregressive : 自回歸的
  • series : n 〈sing pl 〉1 連續；系列。2 套；輯；叢刊；叢書。3 【生物學】區；族。4 【植物；植物學】輪；列；...
  1. Dichey d a. & fuller w a. likehood ratio statistics for autoregressive time series with aunitroot [ j ]. econometrica, 1981, 49 : 1057 - 1072

    本文所引用的數據均來自於歷年的《中國統計年鑒》和《新中國50年統計資料匯編》等出版物
  2. This system adopts cumulatively autoregressive moving average model [ arima ] of time series method and modified model gm ( 1, 1 ) of grey system, makes a local load forecasting modeling through the integration of the above two models and also preprocesses the daily load during the sudden change of climate, thus greatly improving the forecast accuracy. the practical operation indicates that the model is reasonable and easy to operate with complete function

    本系統在經過反復試算后，在演算法上採用了時間序列法的累積式自回歸動平均模型（ arima ）與灰色系統中的gm （ 1 ， 1 ）改進模型，並將兩種模型組合用於該地區負荷預報建模，另外還對氣候急變日負荷進行了預處理，大大提高了預報準確度。
  3. For the dynamic process of ship rolling movement, this paper analyses its dynamic date with time series analysis method and brings up this system ' s the most excellent autoregressive model ( ar model ) according to least aic criterion ( akaile, information criterion ). it reveals the regular pattern of ship rolling movement and forecasts the future value of roll angle and pitch angle, then transforms it to adjusting value of object and adjusting it according to appropriate control rules

    對于船舶搖蕩運動這一動態過程，採用時間序列分析的方法，建立系統的自回歸模型（ ar模型） ，並根據最小aic信息量判定準則保證建立的系統模型為最優化模型。利用參數模型的方式對船舶橫搖、縱搖運動的動態數據進行分析處理，揭示船舶搖蕩運動的規律，預測船舶橫搖角、縱搖角的未來值。
  4. The autoregressive conditional heteroskedastic ( arch ) class of models for conditional variances was put forward by engle ( 1982 ) proved to be extremely useful for analyzing economic time series. garch models have been developed to account for empirical regularities in financial data

    Engle （ 1982 ）提出的arch模型，對經濟時間序列中的條件方差分析十分有用， arch模型可以很好地刻劃金融數據。
  5. So, the real exchange rate of rmb is chosen as the objective of this study. firstly, the international exchange rate theories are reviewed, on the basis of which one - variable autoregressive models of time series are put forward. then, according to analyzing real exchange rate theories and the properties of rmb ' s real exchange rate, a linear autoregressive model and two nonlinear regime switch models are selected as tools for this research

    首先，本文對匯率的理論研究進行了回顧，提出了使用時間序列的一元自回歸模型，然後，在對實際匯率的理論研究，以及人民幣實際匯率本身所具有的特點進行分析的基礎上，選擇使用線性自回歸模型和非線性的制度轉換模型中的自我激勵閾值自回歸模型和平滑過渡自回歸模型來描述實際匯率的動態行為特徵。
  6. Autoregressive and moving - average time - series processes

    自回歸和移動平均時間序列過程
  7. In the last decade, there exist two active lines on the investigation of nonlinear time series. one is the autoregressive conditional heteroscedasticity ( arch ) model, the another is the nonstationary ( unit root ) time series model

    對非線性時間序列的研究，近幾十年來，有兩條研究路線非常活躍，其一是自回歸條件異方差（ arch ）模型，其二是非平穩（單位根）時間序列模型。
  8. The concept of arch, which stands for autoregressive heteroscedasticity, was first introduced by engle ( 1982 ) to handle time series with a changing conditional variance

    具有自回歸條件異方差（ arch ）的時間序列模型，首先是由engle （ 1982 ）提出，這類模型在金融和經濟領域有著廣泛的應用。
  9. An autoregressive model is used to fit the linear part of series ; the neural network is used to fit the nonlinear part of series and to compensate the unknown disturbance

    利用一個線性ar模型擬合時間序列的線性部分，用神經網路擬合時間序列的非線性部分並補償外界未知的擾動。
  10. For the general season time series, according to the model of season autoregressive integrated moving average, the concept of horizontal and lengthways trend are gave, and a new season time series model is brought forward. and then the process of modeling is simplified consumedly. to the estimate problem of a kind of time series, the model performance is good

    對於一般的季節時間序列，我們基於季節自回歸求和均值模型，引入了橫向和縱向趨勢的概念，提出了一類新的季節時間序列模型，大大簡化了建模的過程，對一類時間序列的預測問題，模型性能表現良好。
  11. Parameter method was adopted to generate time series conforming to the specified power spectrum. a autoregressive model was estimated by program which based upon yule - walker equation. good agreement was obtained between the simulated spectrum and the target spectrum

    本文利用ar參數模型方法根據陣風功率譜模擬產生相應的風速時間序列，編寫了相應的matlab模擬程序，並計算得到了ar模型的參數，結果表明模擬信號的功率譜與原始譜比較一致。
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