autoregressive造句

• Narma ( nonlinear autoregressive moving average ) neutral network current controller of pmsm is proposed and it in company with neutral network speed regulator composes the pmsm vector control system
  提出永磁同步电动机的narma神经网络电流控制器，并以神经网络速度控制器和narma电流控制器构成电动机矢量控制系统。
• So we apply momentum threshold autoregressive model ( mtar ) in this paper to analyze bubble - driven run - ups in stock prices followed by a crash in a cointegration framework with asymmetric adjustment
  因此，本文引入mtar模型，通过检验协整残差的非对称调整假设，对我国股票市场发展的不同阶段是否存在泡沫现象进行对比分析。
• Although the chronicle patterns inherent in the electric loads could be approached by the autoregressive model from the historical records , factors other than the chronicle patterns could still have significant impacts on the accuracy of the load forecast
  因此本论文以提升预测之准确性为目标，提出一个可考虑非时间因素影响之负载预测架构。
• A new method for short time traffic flow ( sttf ) prediction is presented in this thesis based on wavelet , fuzzy neural network and autoregressive model . first , we review the history and status on sttf prediction
  首先对交通工程的研究现状进行了综述，由此阐明了短时交通流预测在城市集成交通控制系统和作为未来交通模式的智能交通系统( its )中的重要地位。
• R / s models are established using the pressure fluctuation signals of gas - solid fluidized bed . analytic results show that the autoregressive orders of the pressure fluctuation signals are different in various flow regimes of gas - solid fluidized bed
  利用压力波动信号建立了ar模型，对气固流化床的流型进行了分析研究，发现在不同流型下， ar模型阶数有明显不同。
• Synthesizing the two identification methods of weighted least square and resricted memory , the mutivariable system recursive estimate algorithems of unknown parameter of autoregressive models in the presence of controlled inputare are given
  摘要将加权最小二乘法和限定记忆两种参数估计方法相综合，给出了多变量系统带控制输入的自回归模型未知参数的递推估计算法。
• Immunity mix algorithm based on the continuous differential function is proposed in this paper , and its astringency is proved . from here we get the accurate estimator method of the autoregressive moving average model coefficient
  本文首先提出了通用的基于连续可导函数的免疫混合算法，并证明了其收敛性，由此我们得到了自回归滑动均值模型系数的精确估计方法。
• Experimental results show that wls is better than classical autoregressive ( ar ) models for 0 . 5 < h < 1 . it also can be seen that the disadvantage of wls is most salient for the lower of estimate accuracy of hurst exponent
  本文对wls法进行了仿真研究，研究结果表明wls法对h 0 . 5的1 f噪声的滤除作用明显优于传统的ar模型，但同时发现wls法对hurst指数的估计误差较大。
• Two - stage algorithms of parameter estimation for the autoregressive moving average ( arma ) models are presented , which are called two - stage recursive least squares algorithm ( 2 - rls ) and recursive least squares - pseudoinverse algorithm ( rls - pi )
  本文提出了自回归滑动平均( arma )模型的两段参数估计算法：两段递推最小二乘算法( 2 - rls )和递推最小二乘-伪逆算法( rls - pi ) 。
• In the basis of that , the autoregressive model , which is very mature in the theory of linear time series , was used for establishing the future cash dividend predicted model . parameters were estimated by computer simulation
  在这个基础上，本文利用线性时间序列理论上十分成熟的自回归模型( ar )建立了未来现金股利的预报模型，并通过计算机模拟技术对参数进行了估算。
• Estimating these models , and fitting sample data lead to a conclusion that the smooth transition autoregressive model is the best one which describes the rmb ' s real exchange rate behavior well
  通过对这些模型的估计，以及在所估计的模型的基础上对样本数据进行拟合，发现了最适合中国人民币实际汇率的动态行为的模型，进而对人民币实际汇率的行为进行更深入的分析和讨论。
• In the last decade , there exist two active lines on the investigation of nonlinear time series . one is the autoregressive conditional heteroscedasticity ( arch ) model , the another is the nonstationary ( unit root ) time series model
  对非线性时间序列的研究，近几十年来，有两条研究路线非常活跃，其一是自回归条件异方差( arch )模型，其二是非平稳(单位根)时间序列模型。
• The autoregressive conditional heteroskedastic ( arch ) class of models for conditional variances was put forward by engle ( 1982 ) proved to be extremely useful for analyzing economic time series . garch models have been developed to account for empirical regularities in financial data
  Engle ( 1982 )提出的arch模型，对经济时间序列中的条件方差分析十分有用， arch模型可以很好地刻划金融数据。
• By using autoregressive integrated moving average model and on the basis of chinese textile and clothing export data from january of 2000 to december of 2004 , this paper carries out forecast analysis for the chinese textile clothing export tendency of 2005 and 2006
  摘要本文利用单整自回归移动平均模型，依据2000年1月至2004年12月中国纺织品服装出口额数据，对2005年和2006年中国纺织品服装出口走势进行预测分析。
• We consider a causal , stationary , autoregressive , moving average [ arma ( p , q ) ] process with heavy tailed noise variables . we develop the definition of the inverse autocorrelation function , and obtain the g - spectral estimator of the inverse autocorrelation function
  本文基于噪声序列具有重尾分布的因果、平稳自回归滑动平均[ arma ( p ， q ) ]过程，给出了其逆自相关函数的定义，并且给出了逆自相关函数的g -谱估计。
• Autoregressive model can predict the low - scale ( high frequency random ) data as well as fnn , but it is simpler than fnn . so we use ar to predict high frequency data . we perform simulations for a certain 30s sttf prediction using different approaches and compare the results
  对于分解后的高频随机数据，自回归( ar )模型预测能取得和模糊神经网络相当的精度，但它相对而言数学物理意义更明确，不需要确定繁杂的模糊规则。
• The corresponding models of realized volatility and realized covariance of time series of high - frequency finance are brought forward and the realized volatility - autoregressive and moving average ( rv - arma ) model and the realized volatility - vector autoregressive ( rv - var ) model are set up
  摘要对高频金融时间序列的“已实现”波动和“已实现”协方差提出相应的模型并建立“已实现”波动自回归移动平均模型和“已实现”波动向量自回归模型。
• In this thesis , autoregressive moving average ( arma ) models are applied to identify the flow regimes of two - phase flow . experiments are carried out on the facilities include gas - solid fluidized bed and gas - liquid two - phase flow pipelines . the results show that the methods are effective
  本文基于arma ( autoregressivemovingaverage )模型，对气固流化床和气液两相流系统进行了分析并进一步对其流型进行了辨识，得到了一些有益的结论。
• Parameter method was adopted to generate time series conforming to the specified power spectrum . a autoregressive model was estimated by program which based upon yule - walker equation . good agreement was obtained between the simulated spectrum and the target spectrum
  本文利用ar参数模型方法根据阵风功率谱模拟产生相应的风速时间序列，编写了相应的matlab模拟程序，并计算得到了ar模型的参数，结果表明模拟信号的功率谱与原始谱比较一致。
• Based on these models , the differential pressure fluctuation signals of gas - liquid two - phase flow under different flow regimes in various diameter pipelines are analyzed . experimental results show that the autoregressive orders of bubble flow and annular flow are bigger than that of slug flow
  对不同管径不同流型下的差压波动信号进行了建模，在此基础上分析得出：弹状流流型下arma模型的阶数n最小，泡状流和环状流流型下的arma模型阶数n较大。