自相关性

使用AR模型和Q统计量分析收益率序列的自相关性。

Autocorrelation of returns . AR models and Q statistic are used for the autocorrelation analysis .

具有AR（1）误差的线性随机效应模型中方差齐性和自相关性的检验

Testing of Homogeneity for Variance and Autocorrelation in Linear Models with AR ( 1 ) Errors and Random Effects

自相关性对IP网络数据流量预测影响的实验分析

Experimental analysis of auto-correlation 's effects on traffic prediction of IP network data

结合一数值算例分析了c，φ的自相关性和互相关性对可靠度指标的影响。

Some calculations are carried out to investigate the influences of self-correlation and mutual-correlation of shear strength index on the reliability index .

我们分别讨论了随机误差异方差、随机效应异方差、多元异方差以及自相关性的检验问题，并用score检验方法给出了三种方差齐性和自相关性的检验统计量。

We study the tests of autocorrelation and heteroscedasticity for random errors and random-effects , respectively . Three test statistics based on the score test are proposed .

检验的结果说明，人民币汇率波动序列是非正态的，具有尖峰厚尾性，且其具有两阶自相关性。其残差序列是非独立同分布的，同时汇率波动序列还存在ARCH效应。

The tests prove that the sequence of fluctuant exchange rate is non-normal , two-stage autocorrelation , non-independent and identically distributed and it has ARCH effect .

PN序列因其优良的自相关性而被广泛应用。

Pseudo noise ( PN ) sequence has been applied widely because of its optimum property of the autocorrelation function .

为了适当的消除VAR模型中误差项的自相关性，我们确定了滞后3期最为合适。

In order to properly eliminate VAR model in the error term between autocorrelation , we determined the lag stage is three .

对基于源信号自相关性的自适应BSS算法提出了改进，节省了计算量。

An existing adaptive algorithm based on spatio-temporal decorrelation sources is improved to save calculation time .

研究了3种连续型随机参量的广义自相关性：均匀分布的k值恒等于0.5，是一种理想的精确估计模型；

The generalized self-correlation of three kinds of continuous random parameters are studied . The results indicate that k is identically 0.5 for proportional distributions which gives a precise model ;

该算法基于OFDM信号的自相关性，通过检测OFDM部分循环前缀（CP：CyclicPrefix）的自相关结果估计符号同步。

Based on autocorrelation property of OFDM signal , the symbol start point is estimated by measuring the partial CP ( Cyclic Prefix ) correlation results .

研究结果显示沪市和深市的日市场换手率不服从正态分布并且存在着自相关性和ARCH效应；

The results show that the daily turnover of the Shanghai and Shenzhen stock markets does not conform to a normal distribution with autocorrelation and ARCH effects in the daily market turnover .

接着对两种典型的伪随机序列即m序列和Gold序列进行了详细的分析，包括它们的产生方式，平衡性、自相关性和互相关性，并给出了仿真结果。

After that two typical pseudo-code sequence , m sequences and Gold sequences , were analyzed , including their production methods , balance performance , self-correlation and cross correlation , and the simulation results is also given .

耕种20年和耕种10年的农田土壤盐分、有机质、pH值都具有空间自相关性，前者土壤特性的空间自相关性比后者强，并且前者的自相关距都大于后者。

Both 20 years and 10 years farmlands soil salt , organic matter and pH value are spatially auto-correlated . Both auto-correlations and correlation ranges of the former soil characterization are higher and greater than the latter .

基于NSTL原文索取数量的空间自相关性分析

The Spatial Autocorrelation Analysis Based on the Full-text Requests of NSTL

而风速序列又具有时序性和自相关性，因此可建立ARIMA模型进行预测。

Wind speed in itself has a timing sequence and auto-correlation , so ARIMA model can be set up to predict it .

研究结果表明：SOM、STN、SpH、SWC和HC的分布格局均具有明显的空间异质性和空间自相关性，它们的空间格局与榆树的空间分布有明显的相关性。

The results showed that spatial heterogeneity and spatial dependence were apparent in SOM , STN , SpH , SWC and HC .

通过对M序列自相关性的讨论证明了：当X是n阶本原M序列且n+1为合数时，Cx（n+1）只能取-4,0,4这3个值。

Through the discussion of M sequence 's self correlation , it is proved that when X is n primitive M sequence and n + 1 is composite number , Cx ( n + 1 ) only has three values-4,0,4 .

通过正态性、自相关性、稳定性以及ARCH效应的实证分析，发现沪深300指数不满足正态分布，基本不存在自相关性，而且是稳定的序列，但是收益分布存在明显的波动集聚性。

After checking the normality , autocorrelation and ARCH effects and stability of the Shanghai and Shenzhen 300 index , the paper finds that it is non-normal , week auto relation , stable but volatility clustering apparently .

本文首先对柔性制造系统（FMS）加工尺寸及工艺能力数据序列进行分析，其强自相关性说明，时间序列分析方法是适用的。

After analyzing data series of machining dimension and process capability of FMS , result of its strongly self-correlation shows that time series analysis is applicable to data series analyzed .

系统采用无源SAW器件实现，具有低功耗、低复杂度的特点；理论分析和计算机仿真结果说明：Chirp信号良好的自相关性和匹配滤波特性使得CSSUWB无线通信系统具有良好的抗多径效应的能力。

The theoretical analysis and computer simulation results demonstrate that the proposed CSS UWB wireless communication system is highly robust against multipath effects for the excellent autocorrelation and matched filtering property of Chirp signals .

该方法利用统计过程控制（StatisticalProcessControl，SPC）与工程过程控制（EngineeringProcessControl，EPC）的整合来消除数据的自相关性并判断过程稳态，应用回归和方差分析估计过程均值和方差。

By integrating statistical process control ( SPC ) and engineering process control ( EPC ), the method removes the correlation of process data and judges if the process is under control . Moreover it estimates the mean and standard deviation by variance analysis and regression method .

GARCH模型描述了股市收益率序列的自相关性，具有反映市场时变的特征，能比较好的描述金融市场的动态性和复杂性。

GARCH model describes the stock market returns sequence between autocorrelation , have reflect market time-VAR in characteristics , can better description of financial market dynamics and complexity .

首先将证券市场运动用局部多项式趋势模型进行平滑，然后分别用AR模型和GARCH模型考虑序列之间自相关性和波动的变化性。

The operation of securities market is first smoothed by local polynomial trend model , then AR and GARCH models are used to study the variations in auto correlation and fluctuation between time series .

因此，本文在最后采用主成分分析法，优化需求指标，从而弱化了自相关性对工序安排的影响，案例研究表明，主成分分析法在处理QFD自相关性问题时具有很好的实用性。

So this paper uses the ingredients analysis method to solve the difficulty . Case study shows that the componential analysis dealing with the relevant problems of QFD is practical .

Hadamard转换结合压扩变换技术降低OOFDM信号PAPR技术，主要是利用了Hadamard是非正弦正交变换，转换过程中没有复杂的乘法运算，而且可以改变信号的非周期自相关性。

The Hadamard transforming technique with companding takes the advantage of the nonsinusoidal orthogonal transforming without complex multiply operation , so as to reduce the signal correlation .

我们用MF-DCCA方法来研究BVP模型生成的时间序列的自相关性和交叉相关性。

We investigate the auto-correlations and cross-correlations of the time series in BVP model by using the MF-DCCA method .

利用高频GPS坐标时间序列中噪声的自相关性构建了噪声自相关函数，提出基于分形算法的Kalman滤波消噪模型，实现GPS沉降变形的提取与基准点坐标的沉降改正。

It constructs noise autocorrelation function with the use of noise autocorrelation in the high-frequency GPS coordinate time series , puts forward the Kalman filtering denoising model based on the fractal algorithm , and fulfills GPS subsidence deformation extract and the reference point coordinates settlement corrections . 3 .

发现样本数据具有尖峰厚尾性质、自相关性和平稳性。采用历史模拟法、正态模型法、Laplace模型法、蒙塔卡洛模拟法和极值理论五种计算方法估计了沪深300指数的VaR。

We can find that the sample data has high peaks and fat tails properties.2.VaR of Hushen 300 index is estimated by Historical Simulation Method , Normal Model Method , Laplace Model Method , Monte Carlo Simulation Method , Extreme Value Theory .

尺度分布的Getis统计对遥感图像特征参量空间自相关性的研究

Spatial Auto-correlation of Characteristic Parameters in Remotely Sensing Image Using Optimal Multi-Scale Getis Statistic