| 时间序列分析方法的研究 |
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| 引用本文： | 许国辉,余春林. 时间序列分析方法的研究[J]. 广州大学学报(自然科学版), 2003, 2(6): 556-559 |
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| 作者姓名： | 许国辉 余春林 |
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| 作者单位： | 1. 广州大学,土木工程学院,广东,广州,510405
2. 武汉煤矿设计院,湖北,武汉,430079 |
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| 摘 要： | 时间序列分析方法是建立变形测量预测模型的主要方法．本文就变形测量中用AR模型建立变形预测模型的参数估计问题以及模型阶次问题进行了探讨，并指出在样本观测值有限的条件下，宜采用最小二乘法及动态数据(DDS)方法建立动态变形的预测模型．
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| 关 键 词： | 时间序列 AR模型 阶次 |
| 文章编号： | 1671-4229(2003)06-0556-04 |
| 修稿时间： | 2003-04-06 |
A study on time series analysis method |
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| XU Guo-hui,YU Chun-lin. A study on time series analysis method[J]. Journal og Guangzhou University:Natural Science Edition, 2003, 2(6): 556-559 |
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| Authors: | XU Guo-hui YU Chun-lin |
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| Abstract: | Time series analysis method is a main method by which deformation forecasting model is established in deformation measurements. This paper discusses the problems such as how to determine the model parameters and model rank when AR model is used to establish deformation forecasting model. It is pointed out in this paper that the least squares method and dynamic data system (DDS) is an appropriate method to establish deformation forecasting model when the sample is limited. |
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| Keywords: | Time series AR model rank |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
