| 门限自回归模型建模方法的改进 |
| |
| 引用本文： | 钟秋海.门限自回归模型建模方法的改进[J].北京理工大学学报,1989(1). |
| |
| 作者姓名： | 钟秋海 |
| |
| 作者单位： | 北京理工大学自动控制系 |
| |
| 摘 要： | 本文简述了门限自回归模型的建模步骤和原算法的缺点,详细推导了建模方法的改进途径和步骤。即将模型进行适当变换,用数据的一阶差分和部分原始数据来求变换后模型参数的最小二乘估计,再反回去求原模型参数。增加阶数时,系数阵及其逆阵和模型参数都采用了递推算法。通过实例计算表明,改进的方法比原方法可节省机时60％左右。
|
| 关 键 词： | 建模 自回归 门限自回归 参数估计 递推算法 最小二乘法 |
AN IMPROVED MODELING METHOD FOR THRESHOLD AUTOREGRESSION |
| |
| Zhong Qiuhai.AN IMPROVED MODELING METHOD FOR THRESHOLD AUTOREGRESSION[J].Journal of Beijing Institute of Technology(Natural Science Edition),1989(1). |
| |
| Authors: | Zhong Qiuhai |
| |
| Institution: | Department of Automatic Control |
| |
| Abstract: | Briefly describes the modeling procedure of the threshold autoregressive model and its disadvantages. Presents an improved modeling method and procedure. The model is transformed and the new parameters are estimated based on the differential data and some initial data by means of the linear least square rnethod. Then the original model parameters are obtained. Equation matrices and its inversion and the model parameters can be recurrently calculated when the model order is inereased. A set of real sample data is processed on an IBM-PC/XT and the results show that the improved method can save ca. 60% in time of computation attaining the same precision |
| |
| Keywords: | modeling antoregression threshold autoregression parameter estimation recursive calculation least square method |
| 本文献已被 CNKI 等数据库收录！ |
| 点击此处可从《北京理工大学学报》浏览原始摘要信息 |
| 点击此处可从《北京理工大学学报》下载免费的PDF全文 |
