在研究水质污染问题时,文[1]提出了非负一阶自回归模型:X_t=(?)X_(t-1)+ξ_t,其中{ξ_t}为独立同分布非负随机序列,0<(?)<1.此模型中 X_t 表示在时刻 t 时净化池中的污水量,1-(?)_1表示在单位时间间隔内被净化污水的比例,ξ_t 表...在研究水质污染问题时,文[1]提出了非负一阶自回归模型:X_t=(?)X_(t-1)+ξ_t,其中{ξ_t}为独立同分布非负随机序列,0<(?)<1.此模型中 X_t 表示在时刻 t 时净化池中的污水量,1-(?)_1表示在单位时间间隔内被净化污水的比例,ξ_t 表示在时刻 t 注入净化池中的污水量.文[1]给出了模型参数的极为简便的强相合估计和相应的模拟结果.文[2]把[1]的结果推广到二阶自回归情形,克服了本质上的困难获得相应的结果.展开更多
Short-term load forecasting for 24 hr and very short-term load forecasting for on-line security control in a power system provide the necessary foundation for the security and economical operation of it. So far as we ...Short-term load forecasting for 24 hr and very short-term load forecasting for on-line security control in a power system provide the necessary foundation for the security and economical operation of it. So far as we know, load forecasting in many power systems in China and abroad is, at present, still performed manually by expe-展开更多
This paper proposes a general integer-valued time series (IVTS) model based on the oneproposed by Al-Osh and Alzaid[1]. The model is represented by a construction from differingfrom Al-Osh's INAR(1) model in which...This paper proposes a general integer-valued time series (IVTS) model based on the oneproposed by Al-Osh and Alzaid[1]. The model is represented by a construction from differingfrom Al-Osh's INAR(1) model in which the INAR(1) model is given only formally. Many basicproblems about the model such as stationarity, spectral representation, the strong law of largenumbers, parameter estimation have been discussed. In this paper, we only study the stationarityand spectral representation. The others will be dealt with in another paper.展开更多
In [7], a general integer-valued time series model, the generalization of the model proposedby Al-Osh and Al..id[1], has been proposed. Its stationarity and spectral representation hasbeen investigated. In this paper,...In [7], a general integer-valued time series model, the generalization of the model proposedby Al-Osh and Al..id[1], has been proposed. Its stationarity and spectral representation hasbeen investigated. In this paper, we make a further study of the model. Its strong law of largenumbers and parameter estimstion are obtained. At the end of the paper, we give a few openproblems to be researched further.展开更多
文摘在研究水质污染问题时,文[1]提出了非负一阶自回归模型:X_t=(?)X_(t-1)+ξ_t,其中{ξ_t}为独立同分布非负随机序列,0<(?)<1.此模型中 X_t 表示在时刻 t 时净化池中的污水量,1-(?)_1表示在单位时间间隔内被净化污水的比例,ξ_t 表示在时刻 t 注入净化池中的污水量.文[1]给出了模型参数的极为简便的强相合估计和相应的模拟结果.文[2]把[1]的结果推广到二阶自回归情形,克服了本质上的困难获得相应的结果.
文摘Short-term load forecasting for 24 hr and very short-term load forecasting for on-line security control in a power system provide the necessary foundation for the security and economical operation of it. So far as we know, load forecasting in many power systems in China and abroad is, at present, still performed manually by expe-
文摘This paper proposes a general integer-valued time series (IVTS) model based on the oneproposed by Al-Osh and Alzaid[1]. The model is represented by a construction from differingfrom Al-Osh's INAR(1) model in which the INAR(1) model is given only formally. Many basicproblems about the model such as stationarity, spectral representation, the strong law of largenumbers, parameter estimation have been discussed. In this paper, we only study the stationarityand spectral representation. The others will be dealt with in another paper.
文摘In [7], a general integer-valued time series model, the generalization of the model proposedby Al-Osh and Al..id[1], has been proposed. Its stationarity and spectral representation hasbeen investigated. In this paper, we make a further study of the model. Its strong law of largenumbers and parameter estimstion are obtained. At the end of the paper, we give a few openproblems to be researched further.
