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一种信号长期预测新算法 被引量:1

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摘要 对于长期数据预测,传统的预测方法性能较差。采用Wiener模型进行预测,需要获取输入信号的功率谱密度,以及输入和输出信号的互谱密度,但这难以获取,且计算量大。采用Kalman和AR模型进行预测,随着预测距离增加,预测结果趋于训练集的均值。本文提出了一种基于AR模型的长期预测新算法,命名为抽样AR模型,将训练集进行分组,每个估计值使用不同的训练集进行预测。抽样AR模型提高了长期数据预测的准确性。
作者 林修杰
出处 《电子世界》 2017年第16期31-32,共2页 Electronics World
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