门限自回归模型参数的局部正交设计寻优法

The Local Finding Good Value Method in Orthogonal Design of Threshold Auto-Regreesive Model Parameter

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.

The good value of threshod, logging step lengthand every threshod interval model stages were fond in using the orthogonal design method on the basis of Dot Figture. Computational mork quantity cut down rapidly and prediction models of the best quality were obtained.