摘要
利用微分方程数值解法对时间序列系统建模作了新的探讨 ,给出了单调型和起伏型时间序列的建模预测方法 .本文给出的方法适用范围广泛 ,尤其对间隔较小的时间序列能获得满意的精度 ,文中最后给以建模实例 .
Utilizes differential equation to discuss the modeling of time series system ,and presents the method of modeling forecast about blankness and gurgitation time series. The method apply abroad,and satisfying precision is obtained to lesser interval time series. Finally,modeling example is given by use the new method mentioned.
出处
《数学的实践与认识》
CSCD
北大核心
2004年第8期45-50,共6页
Mathematics in Practice and Theory
关键词
微分方程
数值解
系统建模
时间序列
预测方法
differential equation
numerical solution
system modeling
time series
