autoregressive 中文意思是什麼

autoregressive 解釋
自回歸的
  1. 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。
  2. 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
  3. Experimental results show that wls is better than classical autoregressive ( ar ) models for 0. 5 < h < 1. it also can be seen that the disadvantage of wls is most salient for the lower of estimate accuracy of hurst exponent

    本文對wls法進行了模擬研究,研究結果表明wls法對h 0 . 5的1 f噪聲的濾除作用明顯優于傳統的ar模型,但同時發現wls法對hurst指數的估計誤差較大。
  4. Moreover, special aspects of self - similar traffic are summarized. for long - range dependent traffic, two prediction models are given and discussed the prediction results can be applied to reduce loss ratio in allocation of memories in network nodes. the first model is farima ( fractional autoregressive integrated moving average )

    根據自相似業務流的長相關特性,本文重點討論了兩種數學模型,目的是用這兩種模型對自相似業務流進行預測,進而根據預測結果對計算機網路節點的存儲器資源進行合理的分配,使得丟失率達到最小。
  5. The multiscale mixed distribution models ( mmdm ) and the multiscale autoregressive ( mar ) models are investigated in this thesis, and they are applied to the unsupervised segmentation of the synthetic aperture radar ( sar ) image by joining them together - the multiscale mixed distribution models as the feature extractor and the multiscale autoregressive models as the classifier

    本文對多尺度混合分佈模型( multiscalemixturedistributionmodels簡記mmdm ) ,其中主要是對多尺度混合gauss分佈模型( multiscalemixturegaussianmodels簡記mmgm )和多尺度混合rayleigh分佈模型( multiscalemixturerayleighmodels簡記mmrm )進行了研究,及對多尺度自回歸( multiscaleautoregressive簡記mar )模型進行了研究,並將mmdm作為圖像分割的分類器, mar模型作為圖像分割的特徵提取器對合成孔徑雷達( syntheticapertureradar簡記sar )圖像無監督分割進行了研究。
  6. Estimating these models, and fitting sample data lead to a conclusion that the smooth transition autoregressive model is the best one which describes the rmb ' s real exchange rate behavior well

    通過對這些模型的估計,以及在所估計的模型的基礎上對樣本數據進行擬合,發現了最適合中國人民幣實際匯率的動態行為的模型,進而對人民幣實際匯率的行為進行更深入的分析和討論。
  7. 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。
  8. 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。
  9. Autoregressive spectral estimation acquisition technique

    自回歸頻譜估計捕獲技術
  10. 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。
  11. Asymptotic normality of pseudo - ls estimator of error variance in partly linear autoregressive models

    部分線性自回歸模型中誤差方差偽最小二乘估計的漸近正態性
  12. The threshold of autoregressive orders is obtained to identify the flow regimes of bubbling bed and turbulent bed. the accuracies of identification of bubbling bed and turbulent bed are 94. 3 % and 80. 0 % respectively. the arma models of the signals acquired from experiments are constructed

    在此基礎上,利用模型階數進行流型的判別,初步實驗結果表明,所採用流型辨識方法是有效的,氣固流化床中鼓泡床和湍動床的辨識成功率分別為94 . 3和80 . 0 。
  13. 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。
  14. 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 ) 。
  15. 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。
  16. Moreover, in this paper we study the unstable autoregressive model for first order [ ar ( 1 ) ] with heavy tailed innovations

    此外本文還對具有重尾分佈的一階自回歸非平穩[ ar ( 1 ) ]模型進行了研究。
  17. So we apply momentum threshold autoregressive model ( mtar ) in this paper to analyze bubble - driven run - ups in stock prices followed by a crash in a cointegration framework with asymmetric adjustment

    因此,本文引入mtar模型,通過檢驗協整殘差的非對稱調整假設,對我國股票市場發展的不同階段是否存在泡沫現象進行對比分析。
  18. Based on these models, the differential pressure fluctuation signals of gas - liquid two - phase flow under different flow regimes in various diameter pipelines are analyzed. experimental results show that the autoregressive orders of bubble flow and annular flow are bigger than that of slug flow

    對不同管徑不同流型下的差壓波動信號進行了建模,在此基礎上分析得出:彈狀流流型下arma模型的階數n最小,泡狀流和環狀流流型下的arma模型階數n較大。
  19. Autoregressive modeling for flat fading channel simulation

    模型的平坦衰落通道模擬
  20. 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。
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