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大坝监测分析中的时间序列叠合模型 被引量:2
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作者 朱伟宾 《水电自动化与大坝监测》 2006年第5期52-55,62,共5页
叙述了用时间序列叠合模型建立大坝监测预报模型的2种基本方法:统计一时间序列模型和确定性时序叠合模型。通过统计软件SPSS实现2种时序叠合模型的实例表明,在环境量记录完整的情况下,统计一时间序列模型比单纯的统计回归模型精度要高... 叙述了用时间序列叠合模型建立大坝监测预报模型的2种基本方法:统计一时间序列模型和确定性时序叠合模型。通过统计软件SPSS实现2种时序叠合模型的实例表明,在环境量记录完整的情况下,统计一时间序列模型比单纯的统计回归模型精度要高;在缺少环境量监测或与环境量的因果关系不明显的情况下,用确定性叠合模型分析和预报大坝监测效应量的测值,精度也很高,并能够分离出趋势性分量、周期分量和随机平稳分量,分析的结果简单明了,是大坝监测分析中一种比较好的方法。 展开更多
关键词 随机时间序列 统计-时间序列模型 叠合模型 乘积模型
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Integrated Statistical and Engineering Process Control Based on Smooth Transition Autoregressive Model 被引量:1
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作者 张晓蕾 何桢 《Transactions of Tianjin University》 EI CAS 2013年第2期147-156,共10页
Traditional studies on integrated statistical process control and engineering process control (SPC-EPC) are based on linear autoregressive integrated moving average (ARIMA) time series models to describe the dynamic n... Traditional studies on integrated statistical process control and engineering process control (SPC-EPC) are based on linear autoregressive integrated moving average (ARIMA) time series models to describe the dynamic noise of the system.However,linear models sometimes are unable to model complex nonlinear autocorrelation.To solve this problem,this paper presents an integrated SPC-EPC method based on smooth transition autoregressive (STAR) time series model,and builds a minimum mean squared error (MMSE) controller as well as an integrated SPC-EPC control system.The performance of this method for checking the trend and sustained shift is analyzed.The simulation results indicate that this integrated SPC-EPC control method based on STAR model is effective in controlling complex nonlinear systems. 展开更多
关键词 statistical process control engineering process control time series STAR model AUTOCORRELATION
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