自回归模型

  • 网络autoregressive model;Auto Regression Model;VAR
自回归模型自回归模型
  1. 基于这个发现,我们估计出向量自回归模型(VAR模型)。

    Based on this finding , we estimate a Vector Autoregressive model .

  2. 城市日用水量的自回归模型(AR)预测方法

    Autoregressive model for forecasting urban daily water demand

  3. 用季节自回归模型SAR(p)预测药品销售量

    Forecasting Sales Volume of Medicine by Means of Seasonal Autoregressive ( SAR ) Model

  4. 本文结果还表明,域变模型相对线性自回归模型以及ARCH模型更好地刻画了中国通胀率过程的特点。

    Switching model describe China 's inflation behavior more appropriately than linear AR model or ARCH model .

  5. 在研究中,我们采用了向量自回归模型(VAR模型)。

    Vector Autoregressive Model is employed in this study .

  6. 一个线性自回归模型和Lorenz系统的仿真计算证实了这种方法的有效性。

    The method is tested by a linear autoregression model and the Lorenz system .

  7. 运用Granger因果检验及向量自回归模型(VAR)对A、B股价指数的关联性进行检验和分析。

    This paper tests and analyzes the linkage between A-share and B-share indices using Granger causal test and vector autoregression model ( VAR ) .

  8. 用Markov自回归模型可生成模拟未来年的逐月客房利用率系列,以满足酒店规划、计划、市场营销等方面的需要。

    Hotel ′ s room utility monthly for future years are simulated by Markov Regression Model to meet the need for planning and marketing .

  9. 给出了美国1950-1998年人间鼠疫动态的1阶自回归模型AR(1)。结论在1999-2001年,中国的人间鼠疫病例发生的趋势是上升的,美国的人间鼠疫病例发生的趋势是相对稳定的。

    Conclusions These general trends on the cases of human plague occurred have increased in China and relative stabilized in America between 1999 and 2001 .

  10. 心搏间隔(R-R)波动的自回归模型分析

    Analysis of the heartbeat ( r-r ) interval with AR model

  11. 时间序列分析主要采用了自回归模型AR(n):在灰色预测分析中采用了工程中最常用的GM(1,1)模型。

    Least square method is adopted in regression analysis , AR ( n ) model in time series analysis and GM ( 1,1 ) model in grey system prediction .

  12. 本文用模糊自回归模型替代AR模型,使得改进的时序分解模型能够对任何时间粒度的网络流量进行建摸和预测。

    By replacing AR model with fuzzy AR model , the improved time-series decomposed model can handle the network traffic in all kinds of time scale .

  13. 用自回归模型谱估计(AR谱)、功率谱以及相位谱对SOCAEP和LLAEP行频域分析。

    The autoregression model spectrum assess , power spectrum and phase of SOC AEP and LL AEP were analyzed .

  14. 本文分析了诱发脑电的ARX模型(带外输入的自回归模型),指出其参数的最小二乘估计(LS)的有偏性。

    This paper analyses the bias of Least Squares estimation of ARX model of Evoked Brain Potential ( EP ) .

  15. Burg方法是自回归模型谱估计方法中一个最受欢迎的方法。

    The most popular approach of autoregressive model spectrum estimation is Burg method .

  16. 本文通过建立空间自回归模型,探讨了我国各地区教育经费与GDP、受教育年数与GDP的空间关系。

    In this paper , the spatial autoregressive models are established to discuss the spatial relations between educational expenditure and GDP , and educated time and GDP in different regions of China .

  17. 结果得到了吉林省人口的差分一阶自回归模型ARIMA(2,1,0),新发病例和发病率动态的3阶自回归模型AR(3)。

    Results Dynamic models ARIMA ( 2,1,0 ) of population , AR ( 3 ) of the new cases the incidence rates were obtained respectively .

  18. 本文通过对时间序列建立向量自回归模型(VAR),运用脉冲响应函数,方差分解和格兰杰因果检验等方法精确地度量系统中变量之间相互影响的动态过程。

    The article uses VAR and impulse response function , variance decomposition , Granger causality test accurately measure the process that the variables influence each other in the system .

  19. 情景压力测试时,在CPV模型的基础上,利用向量自回归模型和MonteCarlo法设定压力情景,尽量缩小压力情景和实际情况的差距。

    In situational stress tests , the CPV model is improved , Using VAR model and the monte carlo setting stress scenarios makes such stress scenarios more realistic .

  20. 非线性约束条件的平稳自回归模型的L1-估计

    L_1-Estimators of Stationary Autoregressive Model with Nonlinear Constraints

  21. 分析表明,不同种类的消化道疾病,其自回归模型(AR)参数φ1与φ2组成的坐标平面上点的分布区域也不同。

    It has been found that the distribution of the points on the plane with coordinates φ 1 and φ 2 of AR model for healthy persons is different from that for patients .

  22. 根据事物发展的规律,利用自回归模型AR(n),根据拐点形态,提出一种时间序列的数据挖掘方法,并以此进行趋势分析。

    According to the developing law of matter , this article aims to put forward an approach of data mining to the sequence of time with the help of Autoregression Moving Average , and analyse the tendency .

  23. 实例分析表明,所建模型预测误差均较小,好于门限自回归模型,BP神经网络模型和ELMAN神经网络模型。

    The prediction precision of this RBF model is higher than that of the threshold auto-regression model , the BP artificial neural network model and the ELMAN artificial neural network model .

  24. 计量使用向量自回归模型,计量结果能较好的解释我国CPI指数的结构性上涨事实,也验证了初级产品价格对通货膨胀的预测作用。

    VAR model is used to explain the structural growth in domestic CPI . And we find price of primary commodity is a good signal to predict later inflation .

  25. 回归模型AR,并应用BIC法则确定多维自回归模型的阶数,使模型与功率谱的拟合更具相合性。

    Regression model AR , and apply the BIC multi-dimensional self-rule to determine the order of regression model , the model is fitted with the power spectrum more consistency .

  26. 中国货币政策区域非对称性效应&基于结构向量自回归模型(SVAR)的检验

    The Regional Asymmetric Effect of China 's Monetary Policy & A Test Based on the Structural Vector Autoregression Model

  27. 混合高斯自回归模型参数估计方法之LS-EM

    LS-EM Algorithm of Parameter Estimation for Gaussian Mixture Autoregressive Model

  28. 首先分别建立景气预测的ARCH模型和GMDH自回归模型,然后构建了ARCH-GMDH组合预测模型。

    Firstly , the authors separately establish the ARCH model of business forecast and GMDH auto regression model , then construct ARCH-GMDH combination forecast model .

  29. 本文建立一个含多个外生变量的向量自回归模型,运用MonteCarlo方法实现该模型的广义脉冲响应函数分析。

    This paper attempts to construct a vector autoregressive model with more exogenous variables , use Monte Carlo methods to achieve the generalized impulse response function analysis , and the method was applied in the empirical analysis of Monetary Policy .

  30. 本文主要利用20年的数据,在建立向量自回归模型以及格兰杰因果关系检验模型的基础上,对FDI与中国服务业发展的协整关系和因果关系进行了检验。

    Based on the data of nearly 20 years , the author establishes the Vector Auto-regression Model and Granger Causality Analysis Model in this paper to test the cointegration and granger causality between FDI and the growth of China 's service industry .