arma模型 meaning in Chinese
autoregressive moving average model
Examples
- 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。 - 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。 - 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。 - 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。 - 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。