自回歸法 的英文怎麼說
中文拼音 [zìhuíguīfǎ]
自回歸法
英文
autoregression method-
Markov chain monte carlo ( mcmc ) algorithms have achieved a considerable following in the statistics and econometrics literature in the last ten years. there has been considerable research on so - called generalized autoregressive conditional heteroskedastic ( garch ) models for dealing with these methods since the remarkable works of chib and greenberg ( 1994 )
Mcmc演算法在近10年來越來越受到統計界與計量經濟界的廣泛重視，自從chib和greenberg （ 1994 ）開創性地提出了對arma模型的mcmc演算法后，國內外有許多學者開始對自回歸條件異方差模型的mcmc演算法進行了大量的研究。This paper analyzes the character of the transformer load and presents the control means to reduce the comprehensive power loss to minimum by controlling the transformer operation status, which forecasts the daily load of transformer by periodical auto - regression model ( par ) and divides the daily flow line automatically into two typical phases. then, this paper simulates the par by matlab. at last, a real intelligent control device based on the ti ’ s tms320lf2407 dsp has been completed
論文分析了配電變壓器的負載特點；提出採用周期自回歸模型預測配電站用電日負荷，根據負荷預測結果和用電時段，以綜合功率損耗最小為目的變壓器經濟運行控制方法；以ti公司的tms320lf2407dsp為基礎，完成了配電站變壓器經濟運行智能監控裝置的研製。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。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。( 2 ) when analyzing the testing method for the " day - of - week effect ", we considered the ols regression effect and the testing power will decrease because of the different variable in real securities data. we considered the identification. estimation and hypothesis testing of the linear regression model with one rank auto - regression ( ar ( 1 ) ) error ( 3 ) we considered how investors reasonably utilize the testing result of the " day - of - week effect " to direct the investment strategies after obtained it
（ 2 ）在對「周內效應」的檢驗方法進行分析時，考慮到實際證券數據由於具有異方差性，使得利用ols進行回歸將導致回歸效果和檢驗的勢降低，我們對于具有一階自回歸誤差的線性回歸模型，仔細討論了該模型的識別、估計和對相應參數假設檢驗的方法。This thesis first describes the general research development of bp network, kde, genetic algorithm, arx model and their specific application in dms such as architecture, algorithm - flow etc. then the paper introduces the distributed object technique with the focus on the description of corba and the specific developing tools visibroker. finally, a multi - client distributed monitoring system based on corba is developed with multi - technologies referred before
本文首先系統地介紹了bp神經網路、核函數概率估計（ kde ） 、遺傳演算法（ ga ）和帶外生變量的自回歸模型（ arx ）發展和研究概況以及上述建模演算法在分散式監測系統中的應用，並給出了運用石油流化催化裂化模擬設備的數據測試結果。The paper analyze many methods of water demand prediction which include many up to date methods and some in common use, and it bring forward some new combinatorial methods which can meet the need of optimization model in precision, such as season exponent, auto adapt filter, season exponent combined grey model, etc. based on the cost and time of modeling jt mainly study the macroscopic network model which describes the correlation between nodal pressures and water plant discharge
針對時用水量預測模型，採用季節指數法、自適應指數平滑法、季節指數聯合自適應過濾法、指數平滑聯合自回歸法、季節指數聯合灰色系統法等具體預測方法，其中數種方法預測精度達到工程要求。實踐結果表明，開發的聯合法效果較好。考慮到管網宏觀模型不但能描述整個管網的工作狀態，而且建模所需成本低，運行速度快，省時省力，主要研究了管網宏觀模型的建立方法，分析測壓點布置原理並編製程序。According to the strategy of the communications and aim of social economy, forecast the demand of communications talents in 2010 through many forecast methods. for example : straight - line trend methods, self - adaptation filter methods, linear return methods and etc. based on above all, put forward some advises on the development of talents
根據交通事業發展戰略及社會經濟發展的目標，運用直線趨勢預測法、自適應過濾法、一元線性回歸法等多種預測方法對2010年交通專門人才需求進行了預測。A important result is the one - orde r expression of ar ( p ) yt = dyt - 1 + e, from paralleling a high - order differential equation transformation into a one - order differential equation system, the one - order expression exposes that the ar ( p ) is only a certain more - multivariable power series process and, if a process is described as an ar ( p ), the sufficient and necessary condition is the spectrum norm a of the coefficient matrix d less than one. simplification of ar ( p ) not only brings about orthogonal f ( h ) but also provides global foretelling formula
作者用高階微分方程化一階微分方程組的方法，獲得多元弱平穩序列p階自回歸模型的一步滑動平均表達式，證明了ar （ p ）的是一個更高維的冪級數的線性過程，從而，說明了ar （ p ）關于序列依概率成立的充要條件是：該模型更高維的冪級數的線性過程的表達式中系數矩陣d的譜范數1 。Two - stage algorithms of parameter estimation for the autoregressive moving average ( arma ) models are presented, which are called two - stage recursive least squares algorithm ( 2 - rls ) and recursive least squares - pseudoinverse algorithm ( rls - pi )
本文提出了自回歸滑動平均（ arma ）模型的兩段參數估計演算法：兩段遞推最小二乘演算法（ 2 - rls ）和遞推最小二乘-偽逆演算法（ rls - pi ） 。Aiming at the problem on taking no account of relation of forecast factors and instability of regression results caused by selected factors with no orthonormalization which would bring out error to computational results, monadic linear regression analysis and nature orthonormalization function as well as stepwise regression were integrated to establish forecast models of cold in nanjing and upper respiratory tract infection, cerebral hemorrhage as well as cerebral infarction in jinhua
過去在選擇預報因子時沒有考慮預報因子間的相關性，挑選的預報因子由於非正交使回歸計算的結果不穩定，給計算帶來一定的誤差。針對這一問題，文章將一元線性回歸分析、自然正交函數法（ eof ）和逐步回歸方法結合起來，建立了南京感冒以及金華的上呼吸道感染、腦出血和腦梗塞的發病指數預報模型。並將模型結果與逐步回歸法建立的模型進行比較。Synthesizing the two identification methods of weighted least square and resricted memory, the mutivariable system recursive estimate algorithems of unknown parameter of autoregressive models in the presence of controlled inputare are given
摘要將加權最小二乘法和限定記憶兩種參數估計方法相綜合，給出了多變量系統帶控制輸入的自回歸模型未知參數的遞推估計演算法。Based on the threshold idea of threshold regression model, the threshold factors and threshold values are introduced and determined by the correlation analysis method of best curve fitted in conventional regression model
借鑒門限自回歸模型的門限思想，在常規回歸模型中引入門限因子和門限值，利用提出的最佳擬合相關分析法確定門限因子和門限值，建立了門限回歸模型。Fiscal revenue comes mainly from tax, it is important to make correct tax forecast model for the adjustment of macro economy. in this paper i use econometric methods to build up var model, vecm, ecm and stepwise regression tax forecast model
本文運用現代計量經濟方法，分別建立了向量自回歸（ var ）模型，向量誤差修正模型（ vecm ） ，誤差修正模型（ ecm ） ，逐步回歸稅收收入預測模型。This paper mainly deals with the multivariate bayesian inference theory used in the modern economical and management science. this includes the bayesian inference theory about three important kinds of linear models, including the single equation model, multiple equation model system and var ( p ) predictive model, and their application in economic forecasting and quality control, and also the design for the bayesian classification identification method among multiple populations
本文主要研究現代經濟管理中的多元貝葉斯推斷理論，包括單方程模型、多方程模型系統和向量自回歸var （ p ）模型的貝葉斯推斷理論及其在經濟預測與質量控制中的應用，以及多總體的貝葉斯分類識別方法的構造。With studying a great deal of data on the medium and long - term rainfall forecasting, auto - regressive model, artificial neural network and shepard interpolation model are used on the annual rainfall forecasting, in order to test if these models fit into the rainfall forecasting. and the result of the rainfall forecasting proves that these models for rainfall forecasting are practical and efficient
作者通過翻閱大量的有關中長期降雨預測方面的文獻資料，分別採用了自回歸模型、人工神經網路模型和shepard插值模型來進行年降雨的預測，以檢驗它們應用於年降雨預測的可行性，本文的年降雨預測結果說明了這幾種方法應用於年降雨預測的可行性。First, do a preliminary sum up in the field of the monetary policy transmission in real estate, from three aspect, theory of monetary policy transmission, key method of monetary policy transmission research ( vector autoregression ) and policy evaluation and study from different country researchers
為了回答這樣的問題。本文首先從貨幣政策傳導理論、貨幣政策傳導主要研究方法（向量自回歸）以及各國學者對貨幣金融政策研究評價3個方面對房地產市場貨幣政策傳導效應的研究完成初步的歸納與討論。According to the needs of gps / sins integrated navigation algorithm, the error models of gps and sins are studied respectively. the autoregressive ( ar ) models and autoregressive moving average ( arma ) models of gps positioning error are established based on the analysis of the properties of static gps positioning error data. and the neural network method to determine the ar model parameters is given
根據gps / sins組合導航演算法的需要，分別對gps和捷聯系統的誤差模型進行了研究，在對gps靜態定位誤差數據特性分析的基礎上，建立了gps定位誤差的自回歸（ ar ）模型和自回歸滑動平均和（ arma ）模型，並用神經網路方法確定了ar模型參數。This paper uses arch model method in econometrics to set up an auto - regression model with different variance characteristic, which catches to the signal of herd behavior that can be comparatively sensitive. basing on the sample stocks of the index 180 of sse for studying sample, author conduct empirical tests on the non - linear relations between csad ( cross - sectional absolute deviation of returns ) and the market returns to judge whether the herd behavior in the stock market of china is remarkable. according to the empirical analysis, author finds, both in the up - market and down - market, certain herd behavior exist on the stock market of our country
本文運用計量經濟學中的arch模型方法，建立了一個能較為敏感的捕捉到羊群行為信號的具有異方差特性的自回歸模型，以上證180指數樣本股為研究樣本，通過檢驗個股截面收益的絕對偏差（ csad ）與市場組合收益的非線性關系，來判斷我國股市羊群行為是否顯著，通過實證分析，我們發現，無論是市場上漲階段還是下跌階段，我國股市都存在一定的羊群行為，同時，本文通過比較分析，對實證結果進行深入的剖析，對羊群行為的形成原因進行簡要的分析，並對如何控制羊群行為提出了一些政策性建議。Through linear regression, experiment data is tidied to linear regression function relation. these relations can be extended to common high space. the result indicates that outlet velocity and outlet diameter have obvious effect on air distribution
通過線性回歸法將實驗數據整理成以工作區平均溫度為因變量，以各個影響因素為自變量的一元線性回歸函數關系式，這些關系式能夠推廣到一般的高大空間。分享友人