| 谱分析方法在经济波动分析中的应用研究 |
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| 引用本文： | 徐梅,李宗耀,陈通,李灵. 谱分析方法在经济波动分析中的应用研究[J]. 系统工程学报, 1999, 14(3): 272-275 |
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| 作者姓名： | 徐梅 李宗耀 陈通 李灵 |
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| 作者单位： | 天津大学,天津,300072 |
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| 摘 要： | 针对我国经济序列较短的特点，将加窗周期图谱估计与最大熵谱估计相结合的谱估计方法用于经济周期波动的分析，并用各隐周期分量单独分辨的办法通过对数据进行三角叠加拟合来确定隐周期长度的准确值。
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| 关 键 词： | 经济波动 最大熵谱估计 谱分析方法 经济周期 |
A STUDY ON APPLICATION OF SPECTRAL ANALYSIS METHOD IN BUSINESS CYCLE ANALYSIS |
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| Xu Mei,Li Zongyao,Chen Tong,Li Ling. A STUDY ON APPLICATION OF SPECTRAL ANALYSIS METHOD IN BUSINESS CYCLE ANALYSIS[J]. Journal of Systems Engineering, 1999, 14(3): 272-275 |
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| Authors: | Xu Mei Li Zongyao Chen Tong Li Ling |
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| Abstract: | In view of the situation that the length of economic time series in China is short,the method of combining periodogram spectral estimation and maximum entropy spectral estimation is used in this paper in the analysis of business cycle.At the same time,the accurate value of period length of each main hiding period is determined by means of resolving hiding periods one by one and fitting data with triangular function. |
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| Keywords: | business cycle periodogram spectral estimation maximum entropy spectral estimation triangular function fitting |
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