| 多目标局部残差平方和的定阶方法 |
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| 引用本文： | 范玉妹,李红军.多目标局部残差平方和的定阶方法[J].北京科技大学学报,2003,25(1):91-94. |
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| 作者姓名： | 范玉妹 李红军 |
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| 作者单位： | 北京科技大学应用科学学院,北京,100083 |
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| 摘 要： | 基于实践应用的需要，通过对自回归模型中的残差方差图定阶方法进行研究，提出了局部残差平方和的定阶方法，这种定阶方法把多目标规划理论与事物局部特征结合起来，实例表明：对自回归模型进行定阶时，运用局部残差平方和的定阶方法，能有效地提高自回归模型的预测精度，对自回归模型阶数的取值上限作了重新界定，并在理论上给出了证明。
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| 关 键 词： | 定阶方法 局部残差平方和 多目标规划 多阶自回归模型 残差方差 随机序列 |
| 修稿时间： | 2002年1月8日 |
Determination of the Order of An AR(p) Model by Using Local Residual Sum of Squares |
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| FAN Yumei,LI HongjunApplied Science School,University of Science and Technology Beijing,Beijing ,China.Determination of the Order of An AR(p) Model by Using Local Residual Sum of Squares[J].Journal of University of Science and Technology Beijing,2003,25(1):91-94. |
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| Authors: | FAN Yumei LI HongjunApplied Science School University of Science and Technology Beijing Beijing China |
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| Institution: | FAN Yumei,LI HongjunApplied Science School,University of Science and Technology Beijing,Beijing 100083,China |
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| Abstract: | According to the demand in practice, the method of determining the order in an AR(p) model is extended, and the method of determining the order based on local residual sum of squares is introduced. This method shows that the theory of multiple objective programming and the local character of some sequences can be combined. An example shows that with the method of determining the order based on local residual sum of squares in AR(p), the precision of forecast values increases. The supremum of the order of the AR(p) model is given and proved. |
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| Keywords: | local residual sum of squares multiple objective programming AR(p) |
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