摘要
针对我国经济序列较短的特点，将加窗周期图谱估计与最大熵谱估计相结合的谱估计方法用于经济周期波动的分析．并用各隐周期分量单独分辨的办法通过对数据进行三角叠加拟合来确定隐周期长度的准确值．
In view of the situation that the length of economic time series in China is short,the method of combining periodogram spectral estimation and maximum entropy spectral estimation is used in this paper in the analysis of business cycle.At the same time,the accurate value of period length of each main hiding period is determined by means of resolving hiding periods one by one and fitting data with triangular function.
出处
《系统工程学报》
CSCD
1999年第3期272-275,共4页
Journal of Systems Engineering
关键词
经济波动
最大熵谱估计
谱分析方法
经济周期
business cycle,periodogram spectral estimation,maximum entropy spectral estimation,triangular function fitting
