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观测分析中的回归-时序列模型 被引量:16
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作者 张利 李富强 +1 位作者 汪树玉 刘国华 《浙江大学学报(工学版)》 EI CAS CSCD 北大核心 2002年第5期572-576,共5页
大坝观测数据经常规回归分析后的残差序列一般并非为白噪声 .考虑将回归拟合与随机型时间序列方法结合 ,先对大坝位移数据按水位、温度、时效等物理因素作回归分析 ,再对回归残差作时序列建模处理 .实例采用Box- Jenkins法和由自相关、... 大坝观测数据经常规回归分析后的残差序列一般并非为白噪声 .考虑将回归拟合与随机型时间序列方法结合 ,先对大坝位移数据按水位、温度、时效等物理因素作回归分析 ,再对回归残差作时序列建模处理 .实例采用Box- Jenkins法和由自相关、偏自相关函数及 AIC准则进行模型识别 ,建立时序列模型 .应用示例的计算表明 ,这样获得的回归 -时序列模型能很好拟合实测数据 ,提高精度 ,误差序列也符合白噪声要求 . 展开更多
关键词 回归-时序列模型 大坝观测数据 回归分析 自相关函数 Box-Jenkins法 偏相关函数 残差序列
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用时间序列模型对社会消费品指数的规律进行研究和预测 被引量:4
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作者 李宝慧 《统计研究》 CSSCI 北大核心 2000年第1期53-55,共3页
Inthisarticle,theauthorconstructslinearandnon lineartimeseriesmodel,autore gressivemodel,thresholdautoregressivemodelandsparse coefficientautoregressive modelforChina’ssocialconsumptionindexessincereform ,andmakesfor... Inthisarticle,theauthorconstructslinearandnon lineartimeseriesmodel,autore gressivemodel,thresholdautoregressivemodelandsparse coefficientautoregressive modelforChina’ssocialconsumptionindexessincereform ,andmakesforecastingand testingtothesocialconsumptionindexof 1997withthreekindsofmodels . 展开更多
关键词 时序列模型 社会消费品指数 发展趋势
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地震的“序列归属”问题与ETAS模型——以唐山序列为例 被引量:23
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作者 蒋长胜 吴忠良 庄建仓 《地球物理学报》 SCIE EI CAS CSCD 北大核心 2013年第9期2971-2981,共11页
历史上发生过强震地区的余震活动可能持续较长时间,而余震序列在何时可被看作正常的"背景地震活动",即"序列归属"问题在地球动力学和地震物理中有重要意义.时-空"传染型余震序列"(ETAS)模型可分离"... 历史上发生过强震地区的余震活动可能持续较长时间,而余震序列在何时可被看作正常的"背景地震活动",即"序列归属"问题在地球动力学和地震物理中有重要意义.时-空"传染型余震序列"(ETAS)模型可分离"背景"地震和"丛集"地震,并用概率形式表示作为相应事件的可能性,为考察此问题提供了可能.本文以1976年唐山MS7.8地震序列为例,对唐山地区1970年以来的ML4.0以上地震进行了时-空ETAS模型拟合,并以2010年以来发生的3次MS4.0以上地震为例讨论了它们的"序列归属"问题.研究结果显示,3次MS4.0以上地震的背景地震概率分别为0.72、0.88和0.76,表明它们作为1976年唐山MS7.8的余震的可能性较低,更可能为背景地震. 展开更多
关键词 余震 -空传染型余震序列模型(ETAS模型 间相依的地震危险性 1976年唐山地震
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Knowledge mining collaborative DESVM correction method in short-term load forecasting 被引量:3
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作者 牛东晓 王建军 刘金朋 《Journal of Central South University》 SCIE EI CAS 2011年第4期1211-1216,共6页
Short-term forecasting is a difficult problem because of the influence of non-linear factors and irregular events.A novel short-term forecasting method named TIK was proposed,in which ARMA forecasting model was used t... Short-term forecasting is a difficult problem because of the influence of non-linear factors and irregular events.A novel short-term forecasting method named TIK was proposed,in which ARMA forecasting model was used to consider the load time series trend forecasting,intelligence forecasting DESVR model was applied to estimate the non-linear influence,and knowledge mining methods were applied to correct the errors caused by irregular events.In order to prove the effectiveness of the proposed model,an application of the daily maximum load forecasting was evaluated.The experimental results show that the DESVR model improves the mean absolute percentage error(MAPE) from 2.82% to 2.55%,and the knowledge rules can improve the MAPE from 2.55% to 2.30%.Compared with the single ARMA forecasting method and ARMA combined SVR forecasting method,it can be proved that TIK method gains the best performance in short-term load forecasting. 展开更多
关键词 load forecasting support vector regression knowledge mining ARMA differential evolution
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Trispectrum and correlation dimension analysis of magnetorheological damper in vibration screen 被引量:1
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作者 吴福森 黄宜坚 +1 位作者 黄凯 徐姗 《Journal of Central South University》 SCIE EI CAS 2012年第7期1832-1838,共7页
In order to improve the screening efficiency of vibrating screen and make vibration process smooth,a new type of magnetorheological (MR) damper was proposed. The signals of displacement in the vibration process during... In order to improve the screening efficiency of vibrating screen and make vibration process smooth,a new type of magnetorheological (MR) damper was proposed. The signals of displacement in the vibration process during the test were collected. The trispectrum model of autoregressive (AR) time series was built and the correlation dimension was used to quantify the fractal characteristics during the vibration process. The result shows that,in different working conditions,trispectrum slices are applied to obtaining the information of non-Gaussian,nonlinear amplitude?frequency characteristics of the signal. Besides,there is correlation between the correlation dimension of vibration signal and trispectrum slices,which is very important to select the optimum working parameters of the MR damper and vibrating screen. And in the experimental conditions,it is found that when the working current of MR damper is 2 A and the rotation speed of vibration motor is 800 r/min,the vibration screen reaches its maximum screening efficiency. 展开更多
关键词 screening efficiency vibration screen magnetorheological (MR) damper autoregressive (AR) time series trispectrumslices correlation dimension
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