[1]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):1-5.[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(2):1-5.[doi:10.3969/j.issn.1001-0505.1995.02.001]
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非线性时间序列的结构辨识()
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《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2期
页码:
1-5
栏目:
数学、物理学、力学
出版日期:
1995-03-20

文章信息/Info

Title:
The Detective Identification of Nonlinear Time Series Models
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 Engineeing,Southeast University,Nanjing 210018
关键词:
时间序列分析 条件均值 估计
分类号:
O211.61
DOI:
10.3969/j.issn.1001-0505.1995.02.001
摘要:
本文研究了非线性时间序列模型的结构辨识,给出了双线性模型和其它非线性模型的结构区别方法及基于条件均值的门限自回归模型和指数自回归模型结构辨识方法,并以数值例子仿真验证本文的结论。

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[1]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(2):137.[doi:10.3969/j.issn.1001-0505.2012.01.026]
[2]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.[doi:10.3969/j.issn.1001-0505.1995.05.019]
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[3]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]
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[4]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]
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[5]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(2):86.[doi:10.3969/j.issn.1001-0505.1989.06.012]

备注/Memo

备注/Memo:
国家教委博士点基金,国家自然科学基金
更新日期/Last Update: 2013-04-15