门限自回归模型参数的局部正交设计寻优法

An optimizing method of threshold auto-regressive model parameters in partial orthogonal design

在采用点值图确定门限区间个数的基础上 ,对门限自回归模型中门限值、滞后步长、各门限区间模型阶数 ,利用正交设计方法寻优 ,计算工作量锐减 ,却可得到精度较高的预报模型。

Determining interval numbers on the basis of Dot Figure, an orthogonal design method is used to optimize the average threshold, lag step-length, and stage number of every interval, the prediction model shows that the results matched well and quantities of calculation work decreased.