| 门限自回归模型参数的局部正交设计寻优法 |
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| 引用本文： | 吴晓明,关蓬莱. 门限自回归模型参数的局部正交设计寻优法[J]. 数学的实践与认识, 2005, 35(9): 87-91 |
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| 作者姓名： | 吴晓明 关蓬莱 |
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| 作者单位： | 沈阳航空工业学院理学系,辽宁,沈阳,110034 |
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| 摘 要： | 在采用点值图确定门限区间个数的基础上,对门限自回归模型中门限值、滞后步长、各门限区间模型阶数,利用正交设计方法寻优,计算工作量锐减,却可得到精度较高的预报模型.
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| 关 键 词： | 门限自回归模型 正交设计 滞后步长 预报误差均方 |
| 修稿时间： | 2004-05-23 |
The Local Finding Good Value Method in Orthogonal Design of Threshold Auto-Regreesive Model Parameter |
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| WU Xiao-ming,GUAN Peng-lai. The Local Finding Good Value Method in Orthogonal Design of Threshold Auto-Regreesive Model Parameter[J]. Mathematics in Practice and Theory, 2005, 35(9): 87-91 |
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| Authors: | WU Xiao-ming GUAN Peng-lai |
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| Abstract: | The good value of threshod, logging step lengthand every threshod interval model stages were fond in using the orthogonal design method on the basis of Dot Figture. Computational mork quantity cut down rapidly and prediction models of the best quality were obtained.( |
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| Keywords: | threshold) auto-regreesive model orthogonal design logging step length prediction error mean square |
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