[1]陈茹雯,黄仁,史金飞,等.线性/非线性时间序列模型一般表达式及其工程应用[J].东南大学学报(自然科学版),2008,38(6):1077-1080.[doi:10.3969/j.issn.1001-0505.2008.06.027] 　Chen Ruwen,Huang Ren,Shi Jinfei,et al.General expression for linear and nonlinear time series model and its engineering application[J].Journal of Southeast University (Natural Science Edition),2008,38(6):1077-1080.[doi:10.3969/j.issn.1001-0505.2008.06.027] 点击复制 线性/非线性时间序列模型一般表达式及其工程应用() 分享到： var jiathis_config = { data_track_clickback: true };

38

2008年第6期

1077-1080

2008-11-20

文章信息/Info

Title:
General expression for linear and nonlinear time series model and its engineering application

1 东南大学机械工程学院,南京 211189; 2 南京工程学院车辆工程系, 南京 211167
Author(s):
1 School of Mechanical Engineering, Southeast University, Nanjing 211189, China
2 Department of Vehicle Engineering, Nanjing Institute of Technology, Nanjing 211167, China

Keywords:

TP391
DOI:
10.3969/j.issn.1001-0505.2008.06.027

Abstract:
A general expression for linear and nonlinear auto-regressive time series models(GNAR)is proposed and its linear and nonlinear characteristics are discussed. The model is verified by three typical data series which are divided into training and test sets. The GNAR model is established on the training set with the least square method to realize the parameter estimation and an information criterion integrated with the prediction error to determine the model order. And the fitting adequacy and the prediction error are checked on the test set. The model simulation and experiments show that the proposed GNAR model can accurately trace the dynamic characteristics of the nonlinear data and its modeling and prediction accuracy is superior to the traditional time series models. Therefore the GNAR model is flexible and effective and can be applied to the engineering.

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