非线性时间序列的结构辨识

The Detective Identification of Nonlinear Time Series Models

本文研究了非线性时间序列模型的结构辨识，给出了双线性模型和其它非线性模型的结构区别方法及基于条件均值的门限自回归模型和指数自回归模型结构辨识方法，并以数值例子仿真验证本文的结论。

he detective identification of nonl inear models is diScuased in this paper,Methods of detec-tive ideIitification for bilinear medel,exponential autoregressive mtaldand throld au toregressive medelare given. Finilly,some numerial example are given to test the power of the methods.