期刊文献+
共找到5篇文章
< 1 >
每页显示 20 50 100
地下水位拟合及预报的序列相关模型——以新疆克拉玛依百口泉水源地为例 被引量:1
1
作者 董新光 魏星 +3 位作者 樊丽淑 陈亮 孙艳 王秀芬 《新疆农业大学学报》 CAS 1998年第3期171-175,共5页
本研究汲取了时序分析和多元回归分析各自的优点,提出了地下水位拟合及预报的时序回归模型,模型既体现了地下水位与相关因子的相关关系,又反映了地下水位自身的时序关系。可广泛应用于地下水动态预测预报。
关键词 地下水位拟合 序列相关模型 地下水 动态预报
下载PDF
中国股票市场是弱式有效的吗 被引量:3
2
作者 昝昕 《全国商情》 2016年第6期67-68,共2页
股票市场的效率一直是监管机构和参与者各方关注的问题。关于我国股票市场是否进入弱式有效阶段的争议也在持续不断。本文运用时间序列分析的方法,建立一阶自回归模型,对2005.1.7-2015.12.31上海证券交易所综合指数(上证A股)每周百分比... 股票市场的效率一直是监管机构和参与者各方关注的问题。关于我国股票市场是否进入弱式有效阶段的争议也在持续不断。本文运用时间序列分析的方法,建立一阶自回归模型,对2005.1.7-2015.12.31上海证券交易所综合指数(上证A股)每周百分比收益进行了序列相关性检验,经过实证检验,认为近十年来我国股票市场是弱式有效的。 展开更多
关键词 中国股市 弱式有效 自回归模型序列相关性检验
下载PDF
Estimation of Number Of Small Cattle Through ARIMA Models in Turkey
3
作者 Senol CELIK 《Journal of Mathematics and System Science》 2015年第11期464-473,共10页
In this study, the number of sheep and goats in Turkey were analysed by time series analysis method, and the number of great cattle for next years predicted through the most appropriate time series model.Time series w... In this study, the number of sheep and goats in Turkey were analysed by time series analysis method, and the number of great cattle for next years predicted through the most appropriate time series model.Time series was formed using the data on the number of sheep and goats belonging to the period between 1930 and 2014 in Turkey It was determined through autocorrelation function graphic that the series weren't stationary at first, but they became stationary after their first difference were calculated. A stagnancy test was performed through extended Dickey-Fuller test. So as to determine the suitability of the model, it was reviewed if autocorrelation and partial autocorrelation graphs were white noise series and also the results of Box-Ljung test were reviwed. Through the "tested models, the model estimations, of which parameter estimates were significant and Akaike information criterion (AIC) was the smallest, were performed. The most appropriate model in terms of both the number of sheep and goats is first-level integrated moving average model stated as ARIMA(0,1,1). In this model, it was estimated that there would be an increase in the number of sheep and goats in Turkey between the years of 2015 and 2020, however, the increase in the number of sheep would be more than the increase in the number of goats. 展开更多
关键词 ARIMA Models AUTOCORRELATION the number of sheep the number of goats.
下载PDF
Out-of-time-order correlation for many-body localization 被引量:3
4
作者 Ruihua Fan Pengfei Zhang +1 位作者 Huitao Shen Hui Zhai 《Science Bulletin》 SCIE EI CAS CSCD 2017年第10期707-711,共5页
In this paper we first compute the out-of-time-order correlators (OTOC) for both a phenomenological model and a random-field XXZ model in the many-body localized phase. We show that the OTOC decreases in power law i... In this paper we first compute the out-of-time-order correlators (OTOC) for both a phenomenological model and a random-field XXZ model in the many-body localized phase. We show that the OTOC decreases in power law in a many-body localized system at the scrambling time. We also find that the OTOC can also be used to distinguish a many-body localized phase from an Anderson localized phase, while a normal correlator cannot. Furthermore, we prove an exact theorem that relates the growth of the second Renyi entropy in the quench dynamics to the decay of the OTOC in equilibrium. This theorem works for a generic quantum system. We discuss various implications of this theorem. 展开更多
关键词 Out-of-time-order correlationMany-body localizationR6nyi entropy
原文传递
DEPENDENCE ANALYSIS OF REGRESSION MODELS IN TIME SERIES
5
作者 Xuanhe WANG Maochao XU Shengwang MENG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第6期1136-1142,共7页
In this paper, the relative dependence of a linear regression model is studied. In particular, the dependence of autoregressive models in time series are investigated. It is shown that for the first-order non-stationa... In this paper, the relative dependence of a linear regression model is studied. In particular, the dependence of autoregressive models in time series are investigated. It is shown that for the first-order non-stationary autoregressive model and the random walk with trend and drift model, the dependence between two states decreases with lag. Some numerical examples are presented as well. 展开更多
关键词 Positive regression dependence regression model time series.
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部