[1]吴少敏,万德钧,黄仁.指数自回归模型的辨识的研究[J].东南大学学报(自然科学版),1994,24(4):96-100.[doi:10.3969/j.issn.1001-0505.1994.04.017]
 Wu Shaomin,Wan Dejun,et al.On Identification of Exponential Autoregressive Model[J].Journal of Southeast University (Natural Science Edition),1994,24(4):96-100.[doi:10.3969/j.issn.1001-0505.1994.04.017]
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指数自回归模型的辨识的研究()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
24
期数:
1994年第4期
页码:
96-100
栏目:
数学、物理学、力学
出版日期:
1994-07-20

文章信息/Info

Title:
On Identification of Exponential Autoregressive Model
作者:
吴少敏万德钧黄仁
东南大学仪器科学与工程系
Author(s):
Wu Shaomin ;Wan Dejun;Huang Ren
Department of Instrument Science and Engineering,Southeast University, Nanjing 210018
关键词:
时间序列分析 非线性规划/指数自回归模型 AIC准则 局部最优 全局最优 混合算法
分类号:
O221.2
DOI:
10.3969/j.issn.1001-0505.1994.04.017
摘要:
本文讨论了指数自回归模型的辨识问题,证明了该模型的最小二乘问题的非凸性,并给出其保证凸性的条件,最后运用混合算法,辫识了该模型,并用数值算例加以说明。

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备注/Memo

备注/Memo:
国家自然科学基金,国家教委博士点基金
更新日期/Last Update: 2013-04-19