自回归系数

  • 网络autoregressive coefficients
自回归系数自回归系数
  1. 对于AR(p)模型,可用W-R递推公式估计其自回归系数。

    Symmetrical W-R recursion formula is able to estimate autoregression coefficient of AR ( p ) model .

  2. 通过MATLAB程序建立ARMA模型,采用模型的自回归系数(?)构造损伤敏感因子DSF。

    The ARMA model is established by MATLAB program , and regression coefficient from the model is used to form structural damage sensitive factor-DSF .

  3. 发现用GMM方法得出的结果表明成交量和价格限制的影响要强于一般方法得出的结果,价格限制影响表现出了对自回归系数更强烈的影响。

    We found that the volume and the price limits effects obtained by the GMM method are both stronger than those of the conventional method , and the price limits have the stronger impact to auto-regressive coefficients .

  4. 本文用线性过程推导出的最大熵谱公式和Burg谱估计法求自回归系数,对短时间序列的非线性的有噪声的谐波过程求最大熵谱。

    The formulas of the MEM power spectrum derived from the linear process and Burg 's spectral estimates are used to determine the autoregressive coefficient and then the MEM power spectrum of the recorded data of the shorter time sequence in the non-linear harmonic process with noise is found .

  5. 用于描述石墨形态的特征由分形维、粗细参数和二维自回归系数共同组成。

    Parameters describing character of gray cast graphite morphology such as fractal dimension , roughness and regression coefficients were used to the classification .

  6. 该文在分析了时间序列模型的自回归系数对结构单元刚度灵敏度的基础上,提出了一种采用随机载荷作用下结构的时域响应数据进行损伤识别的新方法。

    A new method is developed for identifying structural damages at the element level by using time-domain response data at a few points caused by random loadings .

  7. 用傅里叶变换(FFT)和Burg方法来估计频谱信息,并对比了频谱信息和自回归模型系数在相同特征个数条件下对意识任务分类的作用。

    Both FFT and Burg algorithms are used to estimate power spectral information . The comparison of the effects of power spectral information and AR model coefficients on mental tasks classification is made under same condition .

  8. 首先,采用改进的Y&W方程对TVARMA模型时变自回归部分系数进行估计,并计算残差序列;

    Firstly , the modified Y-W equation was used to estimate the parameters of the time-varied auto-regressive part and the error signal ;

  9. 提出了一种新的雷达距离超分辨方法。其基本思想是用Adaline求出目标传递函数的自回归模型系数,再用Adaline对原始数据作线性外推,然后对外推后的数据作离散傅立叶变换。

    A new method of range super-resolution of radar is proposed , Its basic idea is to calculate the parameters of AR model of target transfer function and to extrapolate the raw data linearly both with Adaline .

  10. 基于多项式样条全局光滑方法,建立函数系数线性自回归模型中系数函数的样条估计。

    A global smoothing method based on polynomial splines is used to estimate the coefficient functions in functional-coefficient linear autoregressive models .

  11. 本文首先提出了通用的基于连续可导函数的免疫混合算法,并证明了其收敛性,由此我们得到了自回归滑动均值模型系数的精确估计方法。

    Immunity Mix Algorithm based on the continuous differential function is proposed in this paper , and its astringency is proved . From here we get the accurate estimator method of the Autoregressive Moving Average model coefficient .

  12. 本文还在汇率塑性幂指数模型的自回归模型基础上,分别从塑性系数与自回归项系数的变动规律出发,研究其经济意义。

    In addition , based on the Auto Regression Model of the Exchange Rate Plasticity Power Exponent Model , this paper studies the economic significance of the exchange rate separately from the fluctuation rules of the plasticity coefficient and the auto regression coefficient .

  13. 利用自回归法(AR)建立了4阶自回归风速模型,采用Yule-Walker方法求解自回归系数,得到了风场的风速时程。

    The 4 order auto regressive model is set up and the auto regressive coefficient is obtained by the Yule Walker method , the time history of wind speed is got .