Using the methods of time series spectral analysis and Kalman filter, this article discussed the additive problems of two stochastic processes, mainly Auto Regression(AR) Moving Average ( ARMA ) processes. 本文利用时间序列谱分析和卡尔曼滤波的方法讨论了两个随机过程,主要是自回归(AR)滑动平均(ARMA)过程,的叠加问题。
Application of Curve Fitting and Auto Regression(AR) Model to Distortion Monitoring in Subway 曲线拟合与自回归(AR)模型在地铁变形监测中的运用
Application of projection pursuit auto regression model in predicting runoff of Yangtze River 投影寻踪自回归(AR)模型在长江径流量预测中的应用
Wavelet analysis and auto regression are used in forecasting and trend analysis. 数据流上的预测和趋势分析采用的是小波分析和自回归(AR)的方法。
This paper studies parameter estimate problem of the quantile regression for panel data vector auto regression model. 本文探讨了基于分位数回归方法的面板向量自回归(AR)模型(PVAR),提出了基于分位数回归的PVAR模型的参数估计方法。