线性自回归加权递推模型

THE LINEAR AUTOREGRESSION MODEL ASSOCIATED WITH WEIGHTING AND RECURSIVE ESTIMATION

本文论述了线性自回归加权递推模型及其预测方法,并将指数窗加权方法用于自回归递推模型。以广西实际资料具体阐述了线性自回归加权递推模型在大林业中的应用。

This paper deals with the linear autoregression model associated with weighting and recursive estimation and forecasting methods, the weighting method using weighting matrix was applied to the autoregression model. By using this material in Guangxi, the application of the linear autoregression model associated with weighting and recursive estimation was introduced for forestry.