自回归模型 meaning in English
autoregressive model
var model
Examples
- 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。