自回归模型参数估计预选条件法及其应用

Precondition Method to Estimate the Parameter of the Autoregression Model and Its Application

依据分析自回归模型(线性自回归模型和8个可线性化的非线性自回归模型)建立的预选条件的过程,获得了在预选条件满足时模型参数的预选条件法估计公式,通过实例应用预选条件法建立自回归模型,并与最小二乘法建立的自回归模型进行比较,结果发现:预选条件法建立模型的残差平方和比最小二乘法小,模型更可靠.

Based on the analysis of certain predefined criteria for autoregression model building,the equation parameters are estimated for one linear model and eight linearizable non-linear models upon the satisfaction of those predefined criteria.Autoregression model by preconditional method is built through practical experiment.Meanwhile,compared with least square method,the results show that the preconditional autogressive model is better and more reliable.