| 最速下降法在时序理论与实践中的应用 |
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| 引用本文： | 赵海陆.最速下降法在时序理论与实践中的应用[J].上海海事大学学报,1993(1). |
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| 作者姓名： | 赵海陆 |
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| 作者单位： | 上海海运学院基础部 |
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| 摘 要： | 现行许多预沁模型的参数估计式中都带有逆矩阵,而逆矩阵在求解时常常会发生变态,这是导致预测精度达不到预期要求的主要原因之一。本文讨论了最速下降法在自适应AR模型参数估计中的应用。该法因避免了矩阵求逆和平方运算,使预测精度明显提高。
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| 关 键 词： | 最速下降法 无偏估计 自适应AR模型 灰色模型 |
The Application of the Steepest Discent Method in the Theory and Practice of Time Series |
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| Zhao Hailu.The Application of the Steepest Discent Method in the Theory and Practice of Time Series[J].Journal of Shanghai Maritime University,1993(1). |
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| Authors: | Zhao Hailu |
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| Abstract: | There are inverse matrixes in many parameter estimating formule of the predictor model, and because of the anomaly in the procedure of finding these inverse matrixes, the exactness of prediction is affected. This paper discusses the application of the steepest discent method in the self-adaptive AR model. This method avoids the procedure of finding inverse matrixes and even square calculation, and therefore greatly improves the exactness of prediction. |
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| Keywords: | steepest discent method unbiased estimation adaptive AR model grey model |
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