[1]李大仰,林循泓.多维时序模型建模方法的探讨[J].东南大学学报(自然科学版),1988,18(5):118-128.[doi:10.3969/j.issn.1001-0505.1988.05.017]
 Li Dayang Lin Xunhong(Department of Mathematics and Mechanics).A New Approach for Modelling Multi-dimension Time Series Model[J].Journal of Southeast University (Natural Science Edition),1988,18(5):118-128.[doi:10.3969/j.issn.1001-0505.1988.05.017]
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多维时序模型建模方法的探讨()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
18
期数:
1988年第5期
页码:
118-128
栏目:
本刊信息
出版日期:
1988-09-20

文章信息/Info

Title:
A New Approach for Modelling Multi-dimension Time Series Model
作者:
李大仰林循泓
南京工学院数学力学系; 南京工学院数学力学系
Author(s):
Li Dayang Lin Xunhong(Department of Mathematics and Mechanics)
关键词:
多维时序模型 建模 矩阵递推法 预处理
Keywords:
multi-dimension time series model modelling vector ARMAV model matrix recursive algorithm pre-process
分类号:
+
DOI:
10.3969/j.issn.1001-0505.1988.05.017
摘要:
本文在对ARMAV模型进行预处理的基础上,根据采样向量序列的协方差函数提出了一种向量ARMAV模型的参数线性估计方法:矩阵递推法,包括低阶模型到高阶模型的矩阵递推和同阶模型的矩阵递推。并讨论了模型适用性的检验问题。
Abstract:
Through pre-processing of the vector ARMAV model, the authors suggest an approach of linear estimation of parameters of vector ARMAV modelmatrix reeursive algorithm, including matrix recursive algorithm of low ordermodel to high order model, and recursive algorithm at same order model. The adequacy checking for this model is also discussed.

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更新日期/Last Update: 2013-04-30