AR模型在预测中的分析 |
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引用本文: | 张旻嵩.AR模型在预测中的分析[J].襄樊学院学报,2008,29(5):13-15. |
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作者姓名: | 张旻嵩 |
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作者单位: | 襄樊学院 数学系,湖北,襄樊,441053 |
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摘 要: | 在条件期望和一步预测的理论基础上分析了AR模型特,量,对AR(1)与AR(p)模型在随机过程的预测性能特别是预测条件方差进行探讨,分析其参数对模型的影响.
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关 键 词: | AR模型 条件期望 一步预测 |
Analysis on AR Model during the Predicton |
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Institution: | ZHANG Min-song (Department of Mathematics, Xiangfan University, X iangfan 441053, China) |
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Abstract: | AR model is analyzed based on condition expectance and one step theory, focusing on analysis on AR(1) and AR(p) predicting performance, especially the capability on predicting conditional expectance. The author mainly analyzes their parameter's effect on the models. |
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Keywords: | AR model Conditional expectance One step forecast |
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