time varying statistics 中文意思是什麼

time varying statistics 解釋
時變統計量
  • time : n 1 時，時間，時日，歲月。2 時候，時刻；期間；時節，季節；〈常pl 〉時期，年代，時代； 〈the time ...
  • varying : 變化的
  • statistics : n. 1. 統計學，統計法〈用作單數〉。2. 統計數字[資料]，統計表〈用作復數〉。
  1. Statistics and simulations of wssus time - varying simulations multipath channel

    時變多徑通道的統計特性與模擬
  2. Granger received the nobel prize, because their cointegration theory had solved two difficult problems, the time - varying volatility and non - stationary in the time series analysis field. in this paper, will introduce the normal knowledge of cointegration theory, and emphatically depict the possibility of applying cointegration algorithm to condition monitoring and fault diagnosis for engineering systems, which are non - stationary processes. it is well known that non - stationary system behavior causes grave difficulties on system modeling and condition monitoring due to the time - dependent statistics

    2003年，諾貝爾經濟學獎頒給了在時間序列計量經濟學研究領域做出突破性貢獻的兩位美國經濟學家，羅伯特?恩格爾（ robertf . engle ）和克萊夫?格蘭傑（ clivewj . granger ） ，以表彰他們提出的協整理論解決了時間序列分析中的兩個難題，即異方差（ time - varyingvolatility ）與非平穩性（ non - stationary ） 。
  3. Recently, withthe rapid improvement of performance of digital processor, sequential monte carlo ( smc ) method has a wide range of application in engineering, especially in signal processing, statistics, and econometrics etc. the time varying systems can be stated in the form of a dynamic state space model. for linear models and gaussian noise, the kalman filter provides analytical expressions for posterior filtering

    一般的時變系統都可以被看作是一動態狀態空間模型，對于線性高斯模型，卡爾曼濾波可以給出后驗密度函數的解析解；而對于非線性非高斯模型，我們則無法得到它的解析解，在這種情況下則可以使用序列蒙特卡羅方法來對其進行近似。
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