基于时间序列模型的系统最大值指标评定方法

Testing methodology for system maximum-error specification based on timing series model

提出基于时间序列模型的系统最大值指标评定与测算方法,为某些特殊领域,如航空、航天、国防中长周期及强相关系统的最大值指标评定提供理论依据。首先,选择一个合适的时间序列模型,对系统输出的误差序列建模,使模型能够从总体上跟踪实际系统输出;然后,综合考查模型残差序列与模型预测的输出序列,并应用经典统计学理论完成对系统最大值指标的评定与测算。最后,结合差分自回归滑动平均时间序列模型建模方法给出最大值指标评定方法的应用实例,实验结果表明,该方法是可行的。

A testing methodology for the system maximum-error specification based on the timing series model is presented.It can provide a theoretic basis for the testings of maximum-error specification on long-working and strong correlation systems in some special fields,such as aviation,astronautics and national defenses.Firstly,a proper timing series model is selected,which can model the error series of system outputs and trace the practical system outputs on the integral trend.After taking both the model residuals and predicting outputs into account,the system maximum-error specification is tested and calculated by using the classic statistical theories.To introduce the methodology more directly,a practical sample which is based on an autoregressive integrated moving average timing series modeling methodology is given.The test results show that this methodology is feasible.