自回归模型

• Moreover , we analyze the persistence of multi - asset portfolio which follows a rv - var process
  又进一步讨论了多资产组合条件下， “已实现”波动向量自回归模型持续性对组合投资的影响。
• The result indicate that using this multidimensional auto regression model on the basin to stochastic simulate the daily discharge is rational
  结果表明在此流域利用此多维自回归模型进行随机模拟是合理的。
• The idea of seemingly unrelated autoregression model for time series was developed and applied to forecasts of chinese inflation and foreign economy
  摘要对时间序列提出半相依自回归模型的概念，并将其应用于我国通货膨胀与对外经济的预测。
• This dissertation deals with how to estimate parameters of a model of multivariable weak stable auto - regression equation on time series ( marked by ar ( p ) ) and formulizes properties of them
  本文系统地研究了多元弱平稳序列自回归模型ar ( p )的参数估计方法及性状。
• It exists a relatively stable relationship between the fluctuations of the stock price and macroeconomic variables , and it is the embodiment of the macroeconomic efficiency of the stock market
  本文利用自回归分布滞后模型和向量自回归模型分别对我国股票价格和通货膨胀的关系进行了实证分析,并关注了货币政策在其中的作用。
• The paper analyses the relationships between the foreign reserves of china and the price index based on the cointegration method and vector error correction model of a variable vector auto - regressive ( var ) model
  摘要本文运用多变量向量自回归模型( var )的协整分析方法与向量误差修正模型对我国外汇储备与物价指数之间的关系进行了实证检验。
• There are a lot of methods , for example , auto - regression model ( ar ) 、 moving average model ( ma ) 、 auto - regression moving average model and data mining 、 higher - order statistics which has been developed in recent years
  时间序列分析方法也是多种多样,像传统的自回归模型、滑动平均模型、自回归滑动平均模型以及近年来迅速发展的数据挖掘和高阶统计量方法等等。
• In order to improve further the prediction accuracy of the series studied , a tar model is also used to make the prediction . although the calculation of tar model is complicated , the result of forecasting is better than the others
  门限自回归模型的建模方法比较复杂，但预测精度比前面几种方法有较大提高，该模型对年降水量、汛期雨量预测合格率达90以上。
• 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。
• Based on the threshold idea of threshold regression model , the threshold factors and threshold values are introduced and determined by the correlation analysis method of best curve fitted in conventional regression model
  借鉴门限自回归模型的门限思想，在常规回归模型中引入门限因子和门限值，利用提出的最佳拟合相关分析法确定门限因子和门限值，建立了门限回归模型。