| 基于异方差的递增时间序列自回归预测的改善方法 |
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| 引用本文： | 吕效国,王占君,孙建平,钱峰.基于异方差的递增时间序列自回归预测的改善方法[J].江苏科技大学学报(社会科学版),2008,22(3). |
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| 作者姓名： | 吕效国 王占君 孙建平 钱峰 |
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| 作者单位： | 南通大学理学院 江苏南通226007 |
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| 基金项目： | 南通大学引进人才基金
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南通大学校科研和教改项目 |
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| 摘 要： | 依据"利用反双曲正弦函数变换提高数据列光滑程度"的结论,给出了两种异方差条件下递增时间序列自回归预测的改善方法.
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| 关 键 词： | 反双曲正弦函数 异方差 递增时间序列 自回归预测 |
Improvement of autoregressive prediction method based on increasing time-series data of heteroscedasticity |
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| LV Xiaoguo,WANG Zhanjun,SUN Jianping,QIAN Feng.Improvement of autoregressive prediction method based on increasing time-series data of heteroscedasticity[J].Journal of Jiangsu University of Science and Technology:Natural Science Edition,2008,22(3). |
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| Authors: | LV Xiaoguo WANG Zhanjun SUN Jianping QIAN Feng |
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| Abstract: | According to the conclusion that the smoothness level of a data row can be increased through the transform of the counter-hyperbolic sine function,two methods of autoregression forecasting based on the increasing time series are given. |
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| Keywords: | counter-hyperbolic sine function heteroscedasticity increasing time series autoregression forecasting |
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