摘要
依据折扣最小二乘准则,对时间序列资料建立线性自回归预测模型,给出了参数的估计公式,数值结果表明该方法更行之有效。
Based on the cut-price least quadratic rule,the autoregressive forcast models for time sequence,and propose the formulations of its paramter were established. The numerical results showed that the new method was more efficient than the least quadratic method.
出处
《安徽农业科学》
CAS
北大核心
2008年第30期12997-12997,13014,共2页
Journal of Anhui Agricultural Sciences
基金
江苏省高校自然科学基础研究课题(07KJB110090)
关键词
时间序列
自回归预测模型
折扣最小二乘
Time sequence
Auto-regressive prediction wold
Cut-price least quadratic