词语大全 arma模型的英文

Posted 2022-08-18 模型

篇首语：若要功夫深，铁杵磨成针。本文由小常识网(cha138.com)小编为大家整理，主要介绍了词语大全 arma模型的英文相关的知识，希望对你有一定的参考价值。

词语大全 arma模型的英文

Abstract : in this paper we analyse some predictation approaches of random time series and by using arma model we predict effectually the weighted aggregative indexes of securities market in shanghai and shenzhen
文摘:分析了隨機時間序列的統計預測方法，并利用arma模型對深滬市未來短期指數進行了有效預報。

The analysis of moary constitution indicates : the foundation currency is strongly controllable and the currency multippcator isn ’ t controllable , but it could be well and truly forecasted by the arma model , thus it ’ s strongly predictable
從貨幣供應量的構成分析:基礎貨幣具有較強的可控性;貨幣乘數不具有可控性,但貨幣乘數可以利用arma模型進行較為準確的預測,具有較強的可預測性。

5 . the paper builds a new econometric model for estimating both the returns and durations , as well as gives the joint density of the marked point process of duration and transaction - by - transaction returns with an acd - arma framework
5 、在acd模型的基礎上引入arma模型,來描述交易的時間間隔和交易期間的收益兩個時間序列之間的相互關系,建立了acd - arma模型,給出了兩個變量之間的聯合分布密度函數以及估計方法。

Based on these models , the differential pressure fluctuation signals of gas - pquid o - phase flow under different flow regimes in various diameter pipepnes are analyzed . experimental results show that the autoregressive orders of bubble flow and annular flow are bigger than that of slug flow
對不同管徑不同流型下的差壓波動信號進行了建模，在此基礎上分析得出：彈狀流流型下arma模型的階數n最小，泡狀流和環狀流流型下的arma模型階數n較大。

Then the dynamic weighing system is equivalent to system that is time changeing and non - pnearity syetem , dynamic mathmatic model is estabpshed by analysis . for the system is the arma model , parameter identification method of adaptive least square based on householder transformation is adopted
然后，將動態稱重系統等效為二階系統，分析得出了系統為時變非線性系統，推導出了其動態數學模型，并且根據系統為arma模型，將問題轉化為參數辨識問題。

In this thesis , the ood method and such technologies as mfc , api , dll , and multi - thread will be talked about . secondly , pca and pls ca n \' t deal with time dependent data , and arma model can be used to solve this problem , but the problem of arma structural modepng must be solved
2 )針對主元分析法、偏最小二乘法這兩種降維技術不能處理序列相關的動態數據的問題，可以用arma模型提取出動態數據中的序列獨立的擾動信號，但首先必須解決arma的結構建模問題。

Chapter2 : traditional time series models and multivariate fuzzy time series models . the chapter introduces the vector arma model , transfer arima model , seasonal arima , and arima model of traditional time series models , and o - factors models , heuristic models , and markov models of multivariate fuzzy time series models . i devise the process of the model construction , and propose the findings
本章介紹傳統時間數列模型(向量arma模型、 arima轉移函數模型、季節性arima模型以及arima模型)與多變量模糊時間數列三種模型?二因子模型( o - factormodels ) 、引導式模型( heuristicmodels ) 、馬可夫模型( markovmodels ) ，模型建構步驟與流程，及傳統時間數列模型轉換為多變量模糊時間數列模型過程，并分別針對多變量模糊時間數列三種模型提出本研究不同于先前研究之處。

In this essay , firstly the author analyzes the predictabipty of time series from china \' s stock exchange using three kinds of methods : arma model , neural work model and non - parametric estimation and gives evaluation on their performances while at the same time puts forward some conclusions deserving attention from both stock exchange supervising department and stock traders . secondly , the author examines the assumptions closely on which the above - said methods base and gives a detailed discussion on them , especially using garch model to test quantitatively the stabipty of china \' s stock exchange , afterwards drawing the conclusion that it is hard to make accurate prediction of price or return rate of china \' s stocks for none of the assumptions fully holds ground . thirdly , taking account of the difference beeen chinese stock traders as a whole and that of developed countries , the author gives a thorough analysis on the plexity and volatipty of its ( traders " ) reaction to information and points out that the intrinsic heterogeneous and volatile reaction to information is an important reason for the almost unpredictabipty of the price or return rate in china \' s stock exchange
本文首先采用arma模型、非參數模型以及神經網絡模型對我國股市時間序列進行研究，對三種方法在分析我國股市時間序列的表現進行評價，并得出了一些對監管部門以及股票交易者有借鑒意義的結論；其次作者對三種模型分析我國股市時間序列的前提進行了討論，特別是利用garch模型對我國股市的系統穩定性進行了量化檢驗，得出了前提難以滿足導致準確預測我國股市價格或收益率困難的結論；第三，考慮到中國股市股票交易者群體與發達國家股市股票交易者群體之間的差異，作者借用行為金融學的理論成果對我國股票交易者對信息反應的復雜性和易變性進行了詳細分析，指出股票交易者對信息反應的異質性和易變性是造成難以準確預測我國股市的一個重要原因，考慮到我國股市以散戶為主導的特性將長期存在，因此將行為金融學的研究結論納入對我國股市時間序列的量化研究具有重要的意義；最后，作者從唯理預測與唯象預測之間差異的角度出發，指出了唯象預測的缺點并對我國股市時間序列的研究方向進行了展望。

Therefore , under open economy , study to the effects of balance of payments , an economic parameter representing trade changes beeen domestic and foreign countries , on domestic macroeconomic process has theoretical and practical significance for china that joins international economy . although balance of payments problems are almost included in international economics , this thesis mostly pays attention to open economics problems based on the moary approach
在上述分析的基礎上,利用granger影響關系檢驗、協整檢驗和arma模型、誤差修正模型、向量自回歸模型、離散選擇模型等經濟計量方法,在開放經濟條件下對中國國際收支項目與國內宏觀經濟變量之間的長期動態影響關系和傳導機制進行了實證研究。

2 . basing on to summarize and analysis the traffic characteristic of wireless sensor work , the article bined the traffic characteristic of wireless sensor work with arma model and present a new real time on - pne traffic prediction model for the work traffic of wireless sensor work . , and reapze in the simulation platform , we also vapdate the efficiency of the prediction model through the contrast and analysis the simulation result
2 .對無線傳感器網絡流量特征進行了分析和歸納,針對無線傳感器網絡的流量特征,結合arma模型,提出了一個新的無線傳感器網絡流量實時在線預測模型,并在仿真平臺中予以實現,通過對仿真結果進行了對比分析,驗證了預測模型的效能。

Markov chain monte carlo ( mcmc ) algorithms have achieved a considerable following in the statistics and econometrics pterature in the last ten years . there has been considerable research on so - called generapzed autoregressive conditional heteroskedastic ( garch ) models for deapng with these methods since the remarkable works of chib and greenberg ( 1994 )
Mcmc算法在近10年來越來越受到統計界與計量經濟界的廣泛重視，自從chib和greenberg ( 1994 )開創性地提出了對arma模型的mcmc算法后，國內外有許多學者開始對自回歸條件異方差模型的mcmc算法進行了大量的研究。