| 多维MA(q)模型的h步适时递推预测 |
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| 引用本文： | 牟峰,李裕奇,吴开信.多维MA(q)模型的h步适时递推预测[J].西南民族学院学报(自然科学版),2007,33(3):481-485. |
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| 作者姓名： | 牟峰 李裕奇 吴开信 |
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| 作者单位： | 西南交通大学数学系 四川成都610031 |
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| 摘 要： | 讨论了新息递推算法的理论和方法,将新息算法运用于多维MA(q)模型的预测问题,利用有穷观测值导出并证明了多维MA(q)模型的h步适时递推预测公式.
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| 关 键 词： | 多维MA(q)序列 新息序列 h步预测 |
| 文章编号： | 1003-2843（2007）03-0480-05 |
| 修稿时间： | 2007-01-10 |
The h-step tmely recursive prediction of multivariate MA(q)models |
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| MU Feng,LI yu-qi,WU kai-xin.The h-step tmely recursive prediction of multivariate MA(q)models[J].Journal of Southwest Nationalities College(Natural Science Edition),2007,33(3):481-485. |
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| Authors: | MU Feng LI yu-qi WU kai-xin |
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| Institution: | Department of Mathematics, Southwest J iaotong University, Chengdu 610031, P. R. C. |
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| Abstract: | In this paper, the theory and methods behind timely recursive operation are systematically discussed,which are used to drive and verify h-step prediction formula of multivariate MA(q) models by finite observation data. |
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| Keywords: | multivariate MA(q) model innovation sequence h-step prediction |
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