数据序列稳健分析方法的研究

Research on Robust Methods for Data Series Analysis

根据稳健统计学的思想，提出了数据序列稳健分析与处理的目标，分析了ＬＳ估计、ＹｕｌｅＷａｌｋｅｒ估计和Ｍ估计的构造特点，提出了通过稳健自相关函数的分析方法．

We discuss several methods such as M ,LS and Yule Walker estimators widely used in time series analysis,Propose a new Robust Estimator Robust Yule Walker estimation,RYW for short.