English translation for "arma模型"
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- autoregressive moving average model
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| 1. | 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:分析了随机时间序列的统计预测方法,并利用arma模型对深沪市未来短期指数进行了有效预报。 | | 2. | The analysis of monetary constitution indicates : the foundation currency is strongly controllable and the currency multiplicator isn ’ t controllable , but it could be well and truly forecasted by the arma model , thus it ’ s strongly predictable 从货币供应量的构成分析:基础货币具有较强的可控性;货币乘数不具有可控性,但货币乘数可以利用arma模型进行较为准确的预测,具有较强的可预测性。 | | 3. | 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模型的基础上引入arma模型,来描述交易的时间间隔和交易期间的收益两个时间序列之间的相互关系,建立了acd - arma模型,给出了两个变量之间的联合分布密度函数以及估计方法。 | | 4. | 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。 | | 5. | Then the dynamic weighing system is equivalent to system that is time changeing and non - linearity syetem , dynamic mathmatic model is established by analysis . for the system is the arma model , parameter identification method of adaptive least square based on householder transformation is adopted 然后,将动态称重系统等效为二阶系统,分析得出了系统为时变非线性系统,推导出了其动态数学模型,并且根据系统为arma模型,将问题转化为参数辨识问题。 | | 6. | 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 modeling must be solved 2 )针对主元分析法、偏最小二乘法这两种降维技术不能处理序列相关的动态数据的问题,可以用arma模型提取出动态数据中的序列独立的扰动信号,但首先必须解决arma的结构建模问题。 | | 7. | 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 two - 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 本章介绍传统时间数列模型(向量arma模型、 arima转移函数模型、季节性arima模型以及arima模型)与多变量模糊时间数列三种模型?二因子模型( two - factormodels ) 、引导式模型( heuristicmodels ) 、马可夫模型( markovmodels ) ,模型建构步骤与流程,及传统时间数列模型转换为多变量模糊时间数列模型过程,并分别针对多变量模糊时间数列三种模型提出本研究不同于先前研究之处。 | | 8. | In this essay , firstly the author analyzes the predictability of time series from china ' s stock exchange using three kinds of methods : arma model , neural network 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 stability 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 between chinese stock traders as a whole and that of developed countries , the author gives a thorough analysis on the complexity and volatility 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 unpredictability of the price or return rate in china ' s stock exchange 本文首先采用arma模型、非参数模型以及神经网络模型对我国股市时间序列进行研究,对三种方法在分析我国股市时间序列的表现进行评价,并得出了一些对监管部门以及股票交易者有借鉴意义的结论;其次作者对三种模型分析我国股市时间序列的前提进行了讨论,特别是利用garch模型对我国股市的系统稳定性进行了量化检验,得出了前提难以满足导致准确预测我国股市价格或收益率困难的结论;第三,考虑到中国股市股票交易者群体与发达国家股市股票交易者群体之间的差异,作者借用行为金融学的理论成果对我国股票交易者对信息反应的复杂性和易变性进行了详细分析,指出股票交易者对信息反应的异质性和易变性是造成难以准确预测我国股市的一个重要原因,考虑到我国股市以散户为主导的特性将长期存在,因此将行为金融学的研究结论纳入对我国股市时间序列的量化研究具有重要的意义;最后,作者从唯理预测与唯象预测之间差异的角度出发,指出了唯象预测的缺点并对我国股市时间序列的研究方向进行了展望。 | | 9. | Therefore , under open economy , study to the effects of balance of payments , an economic parameter representing trade changes between 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 monetary approach 在上述分析的基础上,利用granger影响关系检验、协整检验和arma模型、误差修正模型、向量自回归模型、离散选择模型等经济计量方法,在开放经济条件下对中国国际收支项目与国内宏观经济变量之间的长期动态影响关系和传导机制进行了实证研究。 | | 10. | 2 . basing on to summarize and analysis the traffic characteristic of wireless sensor network , the article combined the traffic characteristic of wireless sensor network with arma model and present a new real time on - line traffic prediction model for the network traffic of wireless sensor network . , and realize in the simulation platform , we also validate the efficiency of the prediction model through the contrast and analysis the simulation result 2 .对无线传感器网络流量特征进行了分析和归纳,针对无线传感器网络的流量特征,结合arma模型,提出了一个新的无线传感器网络流量实时在线预测模型,并在仿真平台中予以实现,通过对仿真结果进行了对比分析,验证了预测模型的效能。 |
- Similar Words:
- "armayor" English translation, "armaza" English translation, "armazem" English translation, "armazem martins" English translation, "armazens" English translation, "armband" English translation, "armband of sacrifice" English translation, "armbands for hygmomanometer" English translation, "armbands for sphygmomanometer" English translation, "armbreaker" English translation
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