摘要
常出现在稳定的时间序列的线性预报中,对于P阶线性预报问题在[1]中将其归结为线性最小二乘问题:
The problem of the linear prediction by p-order time series can be formulated as alinear programming with unrestricted variables. In this paper we consider how to selectthe optimal p, and give a simplex algorithm for stepwise regression to find the predictionequations and to determine the optimal p.
出处
《应用数学学报》
CSCD
北大核心
1990年第1期74-82,共9页
Acta Mathematicae Applicatae Sinica
