[1]曾鹏,黄仁.多变量时序模型的典则型研究[J].东南大学学报(自然科学版),1995,25(5):107-110.[doi:10.3969/j.issn.1001-0505.1995.05.019]
 Zeng Peng,Huang,Ren.The Normalized Form Study of Multi-Variable Time Seies Model[J].Journal of Southeast University (Natural Science Edition),1995,25(5):107-110.[doi:10.3969/j.issn.1001-0505.1995.05.019]
点击复制

多变量时序模型的典则型研究()
分享到:

《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
25
期数:
1995年第5期
页码:
107-110
栏目:
数学、物理学、力学
出版日期:
1995-09-20

文章信息/Info

Title:
The Normalized Form Study of Multi-Variable Time Seies Model
作者:
曾鹏黄仁
东南大学机械工程系
Author(s):
Zeng Peng;Huang Ren
Department of Mechanical Engineering,Southeast University,Nanjing 210018
关键词:
时间序列分析 自回归模型 多项式矩阵 最大公因子
分类号:
O151.21
DOI:
10.3969/j.issn.1001-0505.1995.05.019
摘要:
本文从多项式矩阵理论入手,指出多维时序模型的自回归部分多项式矩阵与滑动平均部分的多项式矩阵右互质,只是保证模型为典则型的必要条件,而不是充分条件,因此,为了获得多变量时序模型的典则型,必须限制模型的部分参数表达形式,因此提出了一种形式简单的多变量时序模型的典则型,并给出了实现的具体算法,还证明了该典则型自回归与滑动平均部分的多项式矩阵是右互质的..

相似文献/References:

[1]钟秉林.一种新的组合预测方法及其应用[J].东南大学学报(自然科学版),1989,19(2):1.[doi:10.3969/j.issn.1001-0505.1989.02.001]
 Zhong Binglin (Department of Mechanical Engineering).A New Method of Combinatorial Forecasting and Its Application[J].Journal of Southeast University (Natural Science Edition),1989,19(5):1.[doi:10.3969/j.issn.1001-0505.1989.02.001]
[2]李荆垠,徐南荣.由时变ARMA模型描述的一类非平稳时间序列的特性[J].东南大学学报(自然科学版),1989,19(2):75.[doi:10.3969/j.issn.1001-0505.1989.02.011]
 Li Jingyin Xu Nanrong (College of Management).The Characteristics of Nonstationary Time Series Described by Time-varying ARMA Models[J].Journal of Southeast University (Natural Science Edition),1989,19(5):75.[doi:10.3969/j.issn.1001-0505.1989.02.011]
[3]曹忻,盛昭瀚,徐南荣.非平稳时间序列的线性预测[J].东南大学学报(自然科学版),1989,19(6):86.[doi:10.3969/j.issn.1001-0505.1989.06.012]
 Cao Xin Sheng Zhaohan Xu Nanrong(College of Management).Linear Prediction of Nonstationary Time Series[J].Journal of Southeast University (Natural Science Edition),1989,19(5):86.[doi:10.3969/j.issn.1001-0505.1989.06.012]
[4]朱军华,余岭.基于时间序列分析与高阶统计矩的结构损伤检测[J].东南大学学报(自然科学版),2012,42(1):137.[doi:10.3969/j.issn.1001-0505.2012.01.026]
 Zhu Junhua,Yu Ling.Damage detection based on time series analysis and higher statistical moments[J].Journal of Southeast University (Natural Science Edition),2012,42(5):137.[doi:10.3969/j.issn.1001-0505.2012.01.026]
[5]贺传富.非线性约束条件的平稳自回归模型的L1-估计[J].东南大学学报(自然科学版),2001,31(5):115.[doi:10.3969/j.issn.1001-0505.2001.05.025]
 He Chuanfu.L1-Estimators of Stationary Autoregressive Model with Nonlinear Constraints[J].Journal of Southeast University (Natural Science Edition),2001,31(5):115.[doi:10.3969/j.issn.1001-0505.2001.05.025]
[6]吴少敏,万德钧,黄仁.非线性时间序列的结构辨识[J].东南大学学报(自然科学版),1995,25(2):1.[doi:10.3969/j.issn.1001-0505.1995.02.001]
 Wu Shaomin,Wan,Dejun,et al.The Detective Identification of Nonlinear Time Series Models[J].Journal of Southeast University (Natural Science Edition),1995,25(5):1.[doi:10.3969/j.issn.1001-0505.1995.02.001]
[7]张颖,冯纯伯.具有观测噪声的AR模型参数的无偏估计[J].东南大学学报(自然科学版),1995,25(3):67.[doi:10.3969/j.issn.1001-0505.1995.03.013]
 Zhang Ying,Feng Chunbo.Consistently Estimating Parametere of ARModel in the Presence of Noise[J].Journal of Southeast University (Natural Science Edition),1995,25(5):67.[doi:10.3969/j.issn.1001-0505.1995.03.013]
[8]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.[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(5):96.[doi:10.3969/j.issn.1001-0505.1994.04.017]
[9]杨淳沨,吴国成,伍家松,等.基于gAIC和滑动窗的自回归模型参数估计算法[J].东南大学学报(自然科学版),2018,48(3):381.[doi:10.3969/j.issn.1001-0505.2018.03.001]
 Yang Chunfeng,Wu Guocheng,Wu Jiasong,et al.Parameter estimation algorithm for autoregressive model based on gAIC and moving window[J].Journal of Southeast University (Natural Science Edition),2018,48(5):381.[doi:10.3969/j.issn.1001-0505.2018.03.001]

更新日期/Last Update: 2013-04-18