In this article,authors make a systematical induction and classification to methods of time series model in articles at home and abroad.After comparison and analysis to each method,they give the judgement,and study th...In this article,authors make a systematical induction and classification to methods of time series model in articles at home and abroad.After comparison and analysis to each method,they give the judgement,and study the applicable conditions for each method.展开更多
自回归滑动平均(Autoregressive moving average,ARMA)模型为因果混合相位的假设条件下,分别采用基于样本自相关函数和样本高阶累积量的奇异值分解(Singular value decomposition,SVD)法对自回归(Autore-gressive,AR)部分定阶,同时将信...自回归滑动平均(Autoregressive moving average,ARMA)模型为因果混合相位的假设条件下,分别采用基于样本自相关函数和样本高阶累积量的奇异值分解(Singular value decomposition,SVD)法对自回归(Autore-gressive,AR)部分定阶,同时将信息量准则法与高阶累积量法进行有机结合,提出了一种新的MA模型定阶方法。数值仿真证明,本文提取的新方法定阶效率高,并且可以有效地提高高阶累积量法确定滑动平均(Moving average,MA)阶数的稳定性,具有很好的应用价值。展开更多
文摘In this article,authors make a systematical induction and classification to methods of time series model in articles at home and abroad.After comparison and analysis to each method,they give the judgement,and study the applicable conditions for each method.