时间序列建模

本文讨论如何应用时间序列建模预测电力负荷。

This paper discusses the prediction of power load by time series modelling .

时间序列建模过程中一个经常碰到的问题是使用多长的数据系列模型才具有一定的可靠性。

One question in time series modelling is how model reliability relates to the data series length .

F检验准则在gap时间序列建模中的应用

An application of F-test criterion in the modelling of gap time series

早期火灾CO气体的时间序列建模

Time Series Modeling of CO in the Early Fire Detection

非线性时间序列建模的异方差混合双AR模型

Heteroscedastic mixture double - autoregressive model for modeling nonlinear time series

归一化RBF网络的时空混沌时间序列建模与应用

Spatiotemporal chaotic time series modeling using normalized RBF network and its application

通过数字仿真，将其和基于时间序列建模的Jury判据进行了性能比较，验证了方法的合理性与有效性。

Comparing with the modeling method using time series analysis , the rationality and validity of the proposed method is tested by using numerical simulation .

研究了利用Kalman滤波和小波分析两种方法对陀螺漂移非平稳时间序列建模预测的基本思想和具体算法。

The basic ideas and the idiographic arithmetics are studied to model and forecast the non-stationary time series of the gyro 's drift through Kalman filter and Wavelet analysis .

自回归求积移动平均（ARIMA）模型是一种目前应用广泛最的线性时间序列建模工具之；

Autoregressive integrated moving average models ( ARIMA ) has been widely used as a famous liner time series model ;

其次，以VB程序设计为工具编写时间序列建模的专用计算软件，将软件应用于工程实例，并将软件估算结果与实验结果进行比较，比较结果表明具有较高的吻合性和实用性。

Compile the software for special calculation of modeling time Series by VB and apply it in engineering examples . It shows that it is of high value in application .

Box和Jenkins提出了时间序列建模方法，其一般步骤包括模型识别、参数估计、模型适用性检验和预测。

Box and Jenkins put forward common step that sets up the model time series , which it is model identification , parameter estimation , model applicability test and prediction .

利用隐马尔可夫模型（HMM）的动态时间序列建模能力及神经网络的模式分类能力，构成混合语音识别模型，同时考虑到语音信号的非平稳性，采用小波分析方法提取语音特征向量。

Applying dynamic time sequence modeling ability of hidden markov model ( HMM ) and classifying ability of neural networks , this paper presents a hybrid speech recognition model .

本文结合石油行业产量的特点，运用SAS系统中时间序列建模方法及回归分析方法对原油月产量作了预测分析，预测结果精度较高。

This essay combines to the characteristics of oil output , forecasts the crude oil output with time series modeling approach and regression analysis method and has a high precision .

第七章重点阐述了时间序列建模中的诊断技术，讨论了几类重要的检验诊断、AO和AI两类异常的识别，以及模型定阶中的影响诊断等问题。

In Chapter 7 I present the diagnosis techniques in time series modeling . I pay our attention on the test diagnosis , the identification of AO and AI outliers , and the influential diagnosis in model ordering .

对于著名的Box-Jenkins时间序列建模三步曲：模型的建立、模型的参数估计和模型的检验，理论上他们具有同等重要的地位。

In the well-known Box-Jenkins time series modeling three steps : modeling , parameter estimation and model checking , their roles should be the same .

提出了一类用于非线性时间序列建模的混合自回归滑动平均模型（MARMA）。

A mixed autoregressive moving average ( MARMA ) model is proposed for modeling nonlinear time series .

隐马尔可夫模型（HiddenMarkovmodel，HMM）是一种具有较强的时间序列建模能力的信号模式处理工具，在语音处理中获得了广泛应用，特别适合于非线性、重复再现性不佳的信号的分析。

Hidden Markov model ( HMM ) as a tool for disposing signal pattern which has great ability of building time sequence , has widely been used in speech recognition . It is especially fit for signal which is nonlinear , non-stationary , bad in repeating to analysis .

在对Mackey-Glass混沌时间序列建模中，通过全面的仿真对比分析，证明了本文所提出的数据挖掘算法确实比现有的WM算法有更强的鲁棒性。

With comprehensive robustness analysis , the fuzzy inference system constructed by data mining algorithm is proved to be more robust than the system constructed by the WM method in the Mackey-Glass chaotic time series modeling .

单变量时间序列建模与预测研究

Researching for Modeling and Precasting on Time Series of Single Varibles

遗传进化算法在时间序列建模中的应用

Application of Genetic Evolutionary Algorithms in Economical Time Series Modeling

利用遗传优化算法的混沌时间序列建模

Time series modeling based on the optimization of genetic algorithm

隧道围岩动力稳定性研究与时间序列建模分析

Study on Dynamic Stability and Time Series Analysis of Tunnel Surrounding Rock

协整理论为非平稳时间序列建模提供了一种新的方法。

Theory of cointegration provides a new approach to model nonstationary time series .

具不同变化规律的时间序列建模方法

Modeling Methods for Time Series With Different Change Regulations

时间序列建模中的随机单位根检验

The Stochastic Unit Root Test of Time Series Models

时间序列建模与模型选择的应用研究

Applying Study on Time Series Modeling and Model Selection

交通流的时间序列建模及预测

Time Series Modeling and Predicting for Urban Traffic Flow

变形观测数据时间序列建模中几个重要问题的研究

Study of Several Important Problems in the Data Time Series Modeling of Deformation Measurement

地位指数曲线时间序列建模及其应用的研究

A Study of Modeling Time Series of the Site Index Curve and Its Application

混沌时间序列建模及预测

The Modeling and Forecasting of Chaotic Time Series