时间序列分析的理论与应用综述

Study of Theory and Application of Time Series Analysis

时间序列分析提供的理论和方法是进行大型高难度综合课题研究的工具之一。其预测和评估技术相对比较完善,其预测情景也比较明确。近年来已有很多学者对于时间序列的研究取得了极其丰硕的成果,有的甚至在时间序列分析方法的基础上,研究出新的预测方法,在应用中求创新求发展。笔者从基本理论与应用等方面对时间序列分析进行了综述,同时阐述了它未来的发展趋势。

The theory and methods provided by time series analysis is one of the tools to carry out large-scale sophisticated research projects. Its predicting and evaluating technology is relatively perfect, predicting scene clear. In recent years, many scholars have achieved a lot in the study of time series, some of whom even have explored new predicting methods and put them into application.This paper is to carry out a summary study on time series from perspectives of its theory and application, and illuminate its development tendency.