The estimation method for the parameters of the correlation coefficient stationary series which can not be measured straightly is presented.
本文提出了通过观测序列确定不可直接测得的相关系数平稳序列模型参数的方法,详细讨论了相关系数AR(p),MA(q)和ARMA(p,q)序列状态方程的参数估计,为非平稳序列的滤波、预测和平滑提供了依据。
The idea of correlation coefficient stationary series with unequally spaced data is presented and the pthorder autoregressive model for the correlation coefficient stationary series with unequally spaced data is established.
本文提出非等间距相关系数平稳序列的概念,建立了非等间距相关系数平稳序列自回归模型,给出了非等间距相关系数AR(p)序列的精确极大似然估计和条件极大似然估计,能够高精度地确定非等间距序列的均值函数、方差函数和相关系数函数。
MCMC method was proposed to estimate the parameters of the correlation coefficient stationary series.
提出了基于MCMC方法来估计相关系数平稳序列模型的参数;给出基于贝叶斯分布的相关系数平稳序列模型参数的算法;在无信息先验分布下,模拟证明了用此方法估计相关系数平稳序列模型参数的优良效果。
Parameter Estimations of Multi-Dimensional Correlation Coefficient Stationary Series Based on MCMC
基于MCMC的多维相关系数平稳序列
Analysis of Dependence in Non-stationary Time Series
一种非平稳性时间序列的相依性分析
CODIPHASE (Coherent Digital Phased-Array System)
相关数字相控阵列系统
A General Form of Precise Asymptotics for the Dependent Sequences;
强平稳相依序列的精确渐近性的一般形式
nonhomogeneous nonstationary time series
非齐次非平稳时间序列
homogeneous nonstationary time series
齐次非平稳时间序列
The ordinal number matching the number one in a series.
第一一个系列中的相配数字一的序数
Research on Key Issues of Stochastic Non-stationary Time Series Data Mining Based on Fractal Theory
基于分形的非平稳时间序列挖掘关键技术研究
ON THE C-I AVERAGE CONVERGENCE FOR SEQUENCE OF FUZZY VALUED FUNCTIONS
关于模糊值函数序列的C-I平均收敛
The Periodic Autocorrelation Function of Pseudorandom Sequences over GF(q)
GF(q)上伪随机序列的周期自相关函数
Logarithm Theorems for Negatively Dependent Random Sequences
负相关随机变量序列的对数律(英文)
Order Selection of Autoregressive Model in Simulation of Correlated Gauss Sequences
AR模型仿真相关高斯序列的阶数选择
The improvements on the calculating methods of the average of hour sequences;
关于时点数列序时平均数计算方法的改进
The Relationship of Pseudo Almost Periodic Function and Pseudo Almost Periodic Function Sequence;
伪概周期函数和伪概周期序列的关系
The r-order mean consistency for the kernel-type density estimation in the case of pairwise NQD sequences
两两NQD序列密度函数核估计的r阶平均相合性
Variable Parameters Sequential Adjustment with Relevant Observation
具有相关观测量的可变参数序贯平差
A Derivation on the Balance Equilibrium Condition of Multi-compound Poly-phase System;
关于多元复相系稳定平衡条件的推证
Relations of Stationary Processes, Martingales and Mardov Processes;
平稳过程、鞅及马氏过程的相互关系
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