| 基于AR模型的多步自校正预报器及其应用 |
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| 引用本文： | 刘劲松.基于AR模型的多步自校正预报器及其应用[J].哈尔滨商业大学学报(自然科学版),2008,24(5):562-564. |
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| 作者姓名： | 刘劲松 |
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| 作者单位： | 黑龙江省信息中心,哈尔滨,150001 |
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| 摘 要： | 提出了基于AR模型的多步自校正预报器；简述了AR模型与ARMA模型的关系，避免了白噪声序列项麻烦，使得建模和参数估计的计算量大为减少；应用实例表明该方法的有效性．
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| 关 键 词： | 自校正预报器 AR模型 时变参数 参数估计 工业产值 |
Study on multistep self-tuning predictor based on AR model and application |
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| LIU Jin-song.Study on multistep self-tuning predictor based on AR model and application[J].Journal of Harbin University of Commerce :Natural Sciences Edition,2008,24(5):562-564. |
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| Authors: | LIU Jin-song |
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| Institution: | LIU Jin-song (Information Center of Heilongjiang Province,Harbin 150001,China) |
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| Abstract: | This paper puts forward model multistep self-tuning predictor based on AR,briefly with the AR model ARMA model relationship,to avoid the white noise sequence of trouble,making model and calculation of the estimated parameters greatly reduced,application examples show that the method is effective. |
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| Keywords: | self-tuning predictor AR model time-changing parameters parameters estimated industrial output value |
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