期刊文献+
共找到19篇文章
< 1 >
每页显示 20 50 100
Modified switched IMM estimator based on autoregressive extended Viterbi method for maneuvering target tracking 被引量:4
1
作者 HADAEGH Mahmoudreza KHALOOZADEH Hamid 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2018年第6期1142-1157,共16页
In this paper, a new approach of maneuvering target tracking algorithm based on the autoregressive extended Viterbi(AREV) model is proposed. In contrast to weakness of traditional constant velocity(CV) and constant ac... In this paper, a new approach of maneuvering target tracking algorithm based on the autoregressive extended Viterbi(AREV) model is proposed. In contrast to weakness of traditional constant velocity(CV) and constant acceleration(CA) models to noise effect reduction, the autoregressive(AR) part of the new model which changes the structure of state space equations is proposed. Also using a dynamic form of the state transition matrix leads to improving the rate of convergence and decreasing the noise effects. Since AR will impose the load of overmodeling to the computations, the extended Viterbi(EV) method is incorporated to AR in two cases of EV1 and EV2. According to most probable paths in the interacting multiple model(IMM) during nonmaneuvering and maneuvering parts of estimation, EV1 and EV2 respectively can decrease load of overmodeling computations and improve the AR performance. This new method is coupled with proposed detection schemes for maneuver occurrence and termination as well as for switching initializations. Appropriate design parameter values are derived for the detection schemes of maneuver occurrences and terminations. Finally, simulations demonstrate that the performance of the proposed model is better than the other older linear and also nonlinear algorithms in constant velocity motions and also in various types of maneuvers. 展开更多
关键词 interacting multiple model(IMM) filter constant acceleration(CA) autoregressive(AR) extended Viterbi(EV) autoregressive extended Viterbi(AREV) extended Kalman filter(EKF)
在线阅读 下载PDF
Autoregressive trispectrum and its slices analysis of magnetorheological damping device
2
作者 陈丙三 黄宜坚 《Journal of Central South University》 SCIE EI CAS 2008年第S1期247-251,共5页
A combined magnetorheological damper combined with rubber spring and magnetorheological damper is addressed.This type of damping device has inherited the merits of rubber spring and the magnetorheological damper.The t... A combined magnetorheological damper combined with rubber spring and magnetorheological damper is addressed.This type of damping device has inherited the merits of rubber spring and the magnetorheological damper.The test damping device is made up of combined magnetorheological damper,amplitude controller,signal collecting device,computer software for dynamic analysis,etc.When a zeromean and non-Gaussian white noise interfere with the device,a time series autoregressive(AR) model is conducted by using the sampled experimental data.Trispectrum and its slices analysis are emerging as a new powerful technique in signal processing,which is put forward for investigating the dynamic characteristics of the magnetorheological vibrant device.The present of trispectrum and its slices analysis change with the variation of controllable working magnetic field of the damper correspondingly.It is indicated that AR trispectrum and its slices analysis methods are feasible and effective for investigation of magnetorheological vibrant device. 展开更多
关键词 MAGNETORHEOLOGICAL FLUIDS COMBINED MAGNETORHEOLOGICAL DAMPER autoregressive(AR) trispectrum and ITS slices
在线阅读 下载PDF
Gender differences in the burden of near vision loss in China:An analysis based on GBD 2021 data
3
作者 LIU Yu ZHU Liping +4 位作者 LIN Yanhui WANG Yanbing XIONG Kun LI Xuhong YAN Wenguang 《中南大学学报(医学版)》 北大核心 2025年第6期1030-1041,共12页
Objective:Near vision loss(NVL)is one of the leading causes of visual impairment worldwide,exerting a profound impact on individual quality of life and socio-economic development.This study aims to analyze the burden ... Objective:Near vision loss(NVL)is one of the leading causes of visual impairment worldwide,exerting a profound impact on individual quality of life and socio-economic development.This study aims to analyze the burden of NVL in China by sex and age groups from 1990 to 2021 and to project trends over the next 15 years.Methods:Using data from the Global Burden of Disease(GBD)2021 database,we conducted descriptive analyses of NVL prevalence in China,calculated age-standardized prevalence rates(ASPR)and age-standardized disability-adjusted life years rates(ASDR)to compare burden differences between sexes and age groups,and applied an autoregressive integrated moving average(ARIMA)model to predict NVL trends for the next 15 years.The model selection was based on best-fit criteria to ensure reliable projections.Results:From 1990 to 2021,China’s ASPR of NVL rose from 10096.24/100000 to 15624.54/100000,and ASDR increased from 101.75/100000 to 158.75/100000.In 2021,ASPR(16551.70/100000)and ASDR(167.69/100000)were higher among females than males(14686.21/100000 and 149.76/100000,respectively).China ranked highest globally in both NVL cases and disability-adjusted life years(DALYs),with female burden significantly exceeding male burden.Projections indicated this trend and sex gap will persist until 2036.Compared with 1990,the prevalence cases and DALYs increased by 239.20%and 238.82%,respectively in 2021,with the highest burden among females and the 55−59 age group.The ARIMA model predicted continued increases in prevalence and DALYs by 2036,with females maintaining a higher burden than males.Conclusion:This study reveals a marked increase in the NVL burden in China and predicts continued growth in the coming years.Public health policies should prioritize NVL prevention and control,with special attention to women and middle-aged populations to mitigate long-term societal and health impacts. 展开更多
关键词 China near vision loss Global Burden of Disease database autoregressive integrated moving average model gender differences
在线阅读 下载PDF
时间序列分析方法及其进展 被引量:9
4
作者 赵志 周倩 张晋昕 《中国卫生统计》 CSCD 北大核心 2015年第6期1087-1090,共4页
在医学科研工作中,按某种(相等或不相等的)时间间隔对客观事物进行动态观察,由于随机因素的影响,各次观察的指标X_1,X_2,X_3,…,X_i,…都是随机变量,这种按时间顺序排列的一系列随机变量(或其观测值)称为时间序列。
关键词 时间序列 影响因素 登革热病例 随机变量 流行病学家 流感样病例 医学科研工作 随机因素 autoregressive 随机过程
在线阅读 下载PDF
传感器网络中过滤机制下高效top-k查询处理技术 被引量:2
5
作者 张慧 郑吉平 韩秋廷 《小型微型计算机系统》 CSCD 北大核心 2014年第1期44-49,共6页
如何能量高效的进行top-k查询处理是无线传感器网络领域中的一个重要课题.节点设置过滤窗口可以避免与top-k查询无关的数据上传到汇聚节点或者基站,因而大大减少传感器网络的通信量,节省传感器节点能量.然而,已有算法如FILA、DAFM,基站... 如何能量高效的进行top-k查询处理是无线传感器网络领域中的一个重要课题.节点设置过滤窗口可以避免与top-k查询无关的数据上传到汇聚节点或者基站,因而大大减少传感器网络的通信量,节省传感器节点能量.然而,已有算法如FILA、DAFM,基站到传感器节点的过滤窗口更新中仍然存在很大开销.提出一种基于预测信息更新窗口的top-k查询算法FAPU,该算法根据历史数据采用ARIMA时间序列预测模型对接下来s个时刻的传感器数据进行预测,根据预测信息进行多步窗口更新的代价评估,避免不必要的窗口更新,从而减小窗口更新的能量消耗.实验结果表明在确保top-k查询准确性的同时,本文所提出的FAPU算法与已有算法相比更加能量有效. 展开更多
关键词 无线传感器网络 TOP-K Filter-based Monitoring Approach(FILA) 时间序列 autoregressive Integrated Moving AVERAGE (ARIMA)
在线阅读 下载PDF
基于AR模型的滚动轴承振动信号Morlet小波包络分析 被引量:1
6
作者 丁彦春 郭瑜 +1 位作者 唐先广 郑华文 《机械强度》 CAS CSCD 北大核心 2012年第4期491-494,共4页
滚动轴承初始故障振动信号比较弱,易被干扰噪声淹没,使得传统的包络分析方法失效。提出用Autoregressive(AR)模型对轴承故障数据进行预处理,得到包含故障脉冲冲击的信号。利用Kurtosis最大化准则自动获取complexMorlet小波包络分析方法... 滚动轴承初始故障振动信号比较弱,易被干扰噪声淹没,使得传统的包络分析方法失效。提出用Autoregressive(AR)模型对轴承故障数据进行预处理,得到包含故障脉冲冲击的信号。利用Kurtosis最大化准则自动获取complexMorlet小波包络分析方法的中心频率和包络带宽,避免传统的包络分析中需手工设置中心频率和包络带宽的不足。试验验证了所介绍方法的有效性。 展开更多
关键词 autoregressive 模型 KURTOSIS COMPLEX MORLET小波 包络分析
在线阅读 下载PDF
天气衍生品气温预测模型对比研究 被引量:1
7
作者 张雪 罗志红 江婧 《计算机科学》 CSCD 北大核心 2021年第S01期169-177,共9页
气温衍生品是天气衍生品交易中最活跃的合约之一,确定合理预测气温动态变化的模型,是气温衍生品开发设计的基础。考虑到气温在时间变化上具有趋势性、季节性和周期性等特点,文中使用了以O-U均值回复过程为基础的Continuous Time Autoreg... 气温衍生品是天气衍生品交易中最活跃的合约之一,确定合理预测气温动态变化的模型,是气温衍生品开发设计的基础。考虑到气温在时间变化上具有趋势性、季节性和周期性等特点,文中使用了以O-U均值回复过程为基础的Continuous Time Autoregressive Model(CAR)模型、Seasonal Autoregressive Integrated Moving Average(SARIMA)模型和小波神经网络算法,并选择漠河、北京、乌鲁木齐、芜湖、昆明和海口具有地域性代表的城市气温进行拟合,使用无偏绝对百分比误差、绝对百分比误差和平均绝对比例误差检验指标检验了模型的预测精度。研究结果表明,小波神经网络算法在预测6个城市的无偏绝对百分比误差、绝对百分比误差和平均绝对比例误差的值最小;同时,相比CAR模型、SARIMA模型,其预测效果最优。因此,小波神经网络算法能够很好地拟合气温数据的变化,可以为我国气温天气衍生品的定价提供一定的指导。 展开更多
关键词 气温天气衍生品 预测气温 Continuous Time autoregressive模型 Seasonal autoregressive Integrated Moving Average模型 小波神经网络算法
在线阅读 下载PDF
基于ARIMA模型对上证指数的预测 被引量:10
8
作者 白营闪 《科学技术与工程》 2009年第16期4885-4888,共4页
股票价格涉及很多不确定因素,且各个因素之间的相关关系错综复杂,因此要从理论上彻底弄清楚股市的变化机理十分困难。然而股市是一个运动的、特殊的系统,它必然存在着规律。以上证综合指数为例,利用EVIEWS软件对其股票价格建立ARIMA模型... 股票价格涉及很多不确定因素,且各个因素之间的相关关系错综复杂,因此要从理论上彻底弄清楚股市的变化机理十分困难。然而股市是一个运动的、特殊的系统,它必然存在着规律。以上证综合指数为例,利用EVIEWS软件对其股票价格建立ARIMA模型,提出了股票价格序列的一步向前静态预测方法,用于股票价格序列的建模及股价短期预测,希望为企业和投资者在进行相关决策时提供有益的参考。 展开更多
关键词 上证综合指数 自回归移动平均模型(autoregressive Integrated Moving Average Model ARIMA模型) 计量经济学 观察(Econometrics VIEWS EVIEWS)
在线阅读 下载PDF
基本医疗保险人均医疗费用支出的时间序列分析 被引量:1
9
作者 王燕 《统计与决策》 CSSCI 北大核心 2009年第11期68-70,共3页
文章对基本医疗保险数据进行统计分析显示,参保人的人均医疗费用支出和年龄之间有着密切的相关关系。把同一年龄的参保人作为一个总体,可以得到不同年龄的人均医疗费用支出序列。文章尝试对该序列进行时间序列分析,对它拟合了模型和Auto... 文章对基本医疗保险数据进行统计分析显示,参保人的人均医疗费用支出和年龄之间有着密切的相关关系。把同一年龄的参保人作为一个总体,可以得到不同年龄的人均医疗费用支出序列。文章尝试对该序列进行时间序列分析,对它拟合了模型和Autoregressive模型,并对这两个模型的优劣与适用性进行了比较研究。拟合模型清晰地揭示了身体健康的短期自相关属性,利用拟合模型还可以尝试筛选潜在的高费用支出人群。 展开更多
关键词 基本医疗保险 人均医疗费用支出 时间序列分析 ARIMA模型 autoregressive模型
在线阅读 下载PDF
基于蒙特卡洛滤波平滑的语音增强算法
10
作者 董航 孙洪 《信号处理》 CSCD 北大核心 2005年第z1期223-226,共4页
本文在分析统计信号贝叶斯模型和语音信号的时变自回归(TVAR)模型的基础上,利用蒙特卡洛滤波及平滑方法,对语音信号的TVAR模型参数进行了估计,提出了一种有效的针对非平稳加性噪声影响下的语音增强算法.该算法可以很好的跟踪非平稳信号... 本文在分析统计信号贝叶斯模型和语音信号的时变自回归(TVAR)模型的基础上,利用蒙特卡洛滤波及平滑方法,对语音信号的TVAR模型参数进行了估计,提出了一种有效的针对非平稳加性噪声影响下的语音增强算法.该算法可以很好的跟踪非平稳信号,同时引入对反射系数的判断,保证了跟踪的稳定性.实验表明,本文方法能很好的抑制背景噪声,提高信噪比,改善语音信号的听觉质量. 展开更多
关键词 语音增强 贝叶斯框架 时变自回归(Time-varving autoregressive:TVAR)模型 蒙特卡洛滤波及平滑方法
在线阅读 下载PDF
基于时间序列的中、美、欧盟生猪市场相互影响关系研究 被引量:2
11
作者 张海峰 王珺 +1 位作者 万陆 李玉芝 《广东农业科学》 CAS 2016年第10期155-162,共8页
为了考察国外生猪市场价格对国内生猪市场价格的影响以及影响程度和可能的影响机制,运用向量误差修正模型和Vector Autoregression模型,对美国、欧盟生猪市场价格波动和国内生猪市场价格波动之间的互动关系及传导效应进行了实证分析。根... 为了考察国外生猪市场价格对国内生猪市场价格的影响以及影响程度和可能的影响机制,运用向量误差修正模型和Vector Autoregression模型,对美国、欧盟生猪市场价格波动和国内生猪市场价格波动之间的互动关系及传导效应进行了实证分析。根据Johansen检验和恩格尔-格兰杰两步法对中国、欧盟和美国的猪肉市场进行检验发现,国内生猪市场价格与欧盟、美国生猪市场价格之间存在着长期均衡关系。中国、美国、欧盟生猪市场之间存在着一个内在的、相互影响的价格均衡调节机制,预示着中国的养猪户与美国、欧盟的生猪生产者有着相同或类似的竞争环境。为了确保我国广大生猪养殖散养户的效益,建议在创建生猪市场价格预警体系时,我国应重点考虑国外生猪市场价格对我国生猪市场价格的影响。为维护生猪价格的稳定,建立中、美、欧盟3国(地区)共同的生猪市场信息交流、价格预警体系非常重要。 展开更多
关键词 向量误差修正模型 VECTOR Autoregression模型 生猪市场 市场整合
在线阅读 下载PDF
SOC estimation based on data driven exteaded Kalman filter algorithm for power battery of electric vehicle and plug-in electric vehicle 被引量:13
12
作者 LIU Fang MA Jie +3 位作者 SU Wei-xing CHEN Han-ning TIAN Hui-xin LI Chun-qing 《Journal of Central South University》 SCIE EI CAS CSCD 2019年第6期1402-1415,共14页
State of charge(SOC)estimation has always been a hot topic in the field of both power battery and new energy vehicle(electric vehicle(EV),plug-in electric vehicle(PHEV)and so on).In this work,aiming at the contradicti... State of charge(SOC)estimation has always been a hot topic in the field of both power battery and new energy vehicle(electric vehicle(EV),plug-in electric vehicle(PHEV)and so on).In this work,aiming at the contradiction problem between the exact requirements of EKF(extended Kalman filter)algorithm for the battery model and the dynamic requirements of battery mode in life cycle or a charge and discharge period,a completely data-driven SOC estimation algorithm based on EKF algorithm is proposed.The innovation of this algorithm lies in that the EKF algorithm is used to get the SOC accurate estimate of the power battery online with using the observable voltage and current data information of the power battery and without knowing the internal parameter variation of the power battery.Through the combination of data-based and model-based SOC estimation method,the new method can avoid high accumulated error of traditional data-driven SOC algorithms and high dependence on battery model of most of the existing model-based SOC estimation methods,and is more suitable for the life cycle SOC estimation of the power battery operating in a complex and ever-changing environment(such as in an EV or PHEV).A series of simulation experiments illustrate better robustness and practicability of the proposed algorithm. 展开更多
关键词 state of charge extended Kalman filter autoregressive model power battery
在线阅读 下载PDF
Accuracy improvement of GPS/MEMS-INS integrated navigation system during GPS signal outage for land vehicle navigation 被引量:15
13
作者 Honglei Qin Li Cong Xingli Sun 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2012年第2期256-264,共9页
To improve the reliability and accuracy of the global po- sitioning system (GPS)/micro electromechanical system (MEMS)- inertial navigation system (INS) integrated navigation system, this paper proposes two diff... To improve the reliability and accuracy of the global po- sitioning system (GPS)/micro electromechanical system (MEMS)- inertial navigation system (INS) integrated navigation system, this paper proposes two different methods. Based on wavelet threshold denoising and functional coefficient autoregressive (FAR) model- ing, a combined data processing method is presented for MEMS inertial sensor, and GPS attitude information is also introduced to improve the estimation accuracy of MEMS inertial sensor errors. Then the positioning accuracy during GPS signal short outage is enhanced. To improve the positioning accuracy when a GPS signal is blocked for long time and solve the problem of the tra- ditional adaptive neuro-fuzzy inference system (ANFIS) method with poor dynamic adaptation and large calculation amount, a self-constructive ANFIS (SCANFIS) combined with the extended Kalman filter (EKF) is proposed for MEMS-INS errors modeling and predicting. Experimental road test results validate the effi- ciency of the proposed methods. 展开更多
关键词 functional coefficient autoregressive (FAR) global po- sitioning system (GPS) micro electromechanical system (MEMS) inertial navigation system (INS) self-constructive adaptive neuro- fuzzy inference system (SCANFIS).
在线阅读 下载PDF
A model to determining the remaining useful life of rotating equipment,based on a new approach to determining state of degradation 被引量:3
14
作者 Saeed RAMEZANI Alireza MOINI +1 位作者 Mohamad RIAHI Adolfo Crespo MARQUEZ 《Journal of Central South University》 SCIE EI CAS CSCD 2020年第8期2291-2310,共20页
Condition assessment is one of the most significant techniques of the equipment’s health management.Also,in PHM methodology cycle,which is a developed form of CBM,condition assessment is the most important step of th... Condition assessment is one of the most significant techniques of the equipment’s health management.Also,in PHM methodology cycle,which is a developed form of CBM,condition assessment is the most important step of this cycle.In this paper,the remaining useful life of the equipment is calculated using the combination of sensor information,determination of degradation state and forecasting the proposed health index.The combination of sensor information has been carried out using a new approach to determining the probabilities in the Dempster-Shafer combination rules and fuzzy c-means clustering method.Using the simulation and forecasting of extracted vibration-based health index by autoregressive Markov regime switching(ARMRS)method,final health state is determined and the remaining useful life(RUL)is estimated.In order to evaluate the model,sensor data provided by FEMTO-ST Institute have been used. 展开更多
关键词 remaining useful life(RUL) prognostics and health management(PHM) autoregressive markov regime switching(ARMRS) health index(HI) Dempster-Shafer theory fuzzy c-means(FCM) Kurtosis-entropy DEGRADATION
在线阅读 下载PDF
Parametric modeling of carbon nanotubes and estimating nonlocal constant using simulated vibration signals-ARMA and ANN based approach 被引量:1
15
作者 Saeed Lotfan Reza Fathi 《Journal of Central South University》 SCIE EI CAS CSCD 2018年第3期461-472,共12页
Nonlocal continuum mechanics is a popular growing theory for investigating the dynamic behavior of Carbon nanotubes(CNTs).Estimating the nonlocal constant is a crucial step in mathematical modeling of CNTs vibration b... Nonlocal continuum mechanics is a popular growing theory for investigating the dynamic behavior of Carbon nanotubes(CNTs).Estimating the nonlocal constant is a crucial step in mathematical modeling of CNTs vibration behavior based on this theory.Accordingly,in this study a vibration-based nonlocal parameter estimation technique,which can be competitive because of its lower instrumentation and data analysis costs,is proposed.To this end,the nonlocal models of the CNT by using the linear and nonlinear theories are established.Then,time response of the CNT to impulsive force is derived by solving the governing equations numerically.By using these time responses the parametric model of the CNT is constructed via the autoregressive moving average(ARMA)method.The appropriate ARMA parameters,which are chosen by an introduced feature reduction technique,are considered features to identify the value of the nonlocal constant.In this regard,a multi-layer perceptron(MLP)network has been trained to construct the complex relation between the ARMA parameters and the nonlocal constant.After training the MLP,based on the assumed linear and nonlinear models,the ability of the proposed method is evaluated and it is shown that the nonlocal parameter can be estimated with high accuracy in the presence/absence of nonlinearity. 展开更多
关键词 nonlocal theory nonlocal parameter estimation autoregressive moving average artificial neural network feature reduction
在线阅读 下载PDF
Trispectrum and correlation dimension analysis of magnetorheological damper in vibration screen 被引量:1
16
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
在线阅读 下载PDF
基于因子分析和曲线拟合的集装箱吞吐量预测 被引量:1
17
作者 贾飞跃 韩晓龙 《上海海事大学学报》 北大核心 2019年第2期18-22,共5页
为提高集装箱吞吐量的预测精度,提出基于因子分析和曲线拟合的集装箱吞吐量预测模型。以上海港为例,通过因子分析,分析影响集装箱吞吐量的主要因素,筛选出主因子,得到不同年份的综合经济发展值;再运用曲线拟合方法,建立以综合经济发展... 为提高集装箱吞吐量的预测精度,提出基于因子分析和曲线拟合的集装箱吞吐量预测模型。以上海港为例,通过因子分析,分析影响集装箱吞吐量的主要因素,筛选出主因子,得到不同年份的综合经济发展值;再运用曲线拟合方法,建立以综合经济发展值为自变量,以集装箱吞吐量为因变量的三次曲线模型;运用自回归积分移动平均(autoregressive integrated moving average,ARIMA)模型预测2016-2020年的综合经济发展值,进而求得2016-2020年上海港集装箱吞吐量预测值。结果表明:该模型的拟合效果和预测精度均较高,可以运用到集装箱吞吐量预测中。给出上海港在国内经济新常态下转型升级的建议。 展开更多
关键词 自回归积分移动平均(autoregressive integrated MOVING average ARIMA)模型 因子分析 曲线拟合 集装箱吞吐量预测
在线阅读 下载PDF
广义多元时变序列分析方法
18
作者 傅惠民 王治华 《机械强度》 EI CAS CSCD 北大核心 2006年第5期680-683,共4页
提出一种广义多元时变AR(autoregression)模型,并建立广义多元时变AR模型参数函数估计方法。该方法首先求得时间序列的均值函数,将广义多元时变AR模型转换为零均值多元时变AR模型,并通过谱分析和多点平均方法得到时变参数的函数形式,再... 提出一种广义多元时变AR(autoregression)模型,并建立广义多元时变AR模型参数函数估计方法。该方法首先求得时间序列的均值函数,将广义多元时变AR模型转换为零均值多元时变AR模型,并通过谱分析和多点平均方法得到时变参数的函数形式,再分别采用最小二乘和极大似然法确定其中的待定参数。从而将一个复杂的时变问题转变为相对简单的时不变问题进行处理。该方法可广泛应用于气象、通信、自动控制、结构响应分析、故障诊断、经济分析等领域。 展开更多
关键词 多元序列 时变序列 非平稳序列 多元时变AR(autoregression)模型 分析 预测
在线阅读 下载PDF
Network autoregression model with grouped factor structures
19
作者 ZHANG Zhiyuan ZHU Xuening 《中山大学学报(自然科学版)(中英文)》 CAS CSCD 北大核心 2023年第5期24-37,共14页
Network autoregression and factor model are effective methods for modeling network time series data.In this study,we propose a network autoregression model with a factor structure that incorporates a latent group stru... Network autoregression and factor model are effective methods for modeling network time series data.In this study,we propose a network autoregression model with a factor structure that incorporates a latent group structure to address nodal heterogeneity within the network.An iterative algorithm is employed to minimize a least-squares objective function,allowing for simultaneous estimation of both the parameters and the group structure.To determine the unknown number of groups and factors,a PIC criterion is introduced.Additionally,statistical inference of the estimated parameters is presented.To assess the validity of the proposed estimation and inference procedures,we conduct extensive numerical studies.We also demonstrate the utility of our model using a stock dataset obtained from the Chinese A-Share stock market. 展开更多
关键词 network autoregression factor structure HETEROGENEITY latent group structure network time series
在线阅读 下载PDF
上一页 1 下一页 到第
使用帮助 返回顶部