| 自回归预测模型参数的“折扣”最小二乘估计及其应用 |
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| 引用本文： | 吕效国,索淑文,祁正萍,吴梅君,吕大梅. 自回归预测模型参数的“折扣”最小二乘估计及其应用[J]. 数学的实践与认识, 2010, 40(5) |
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| 作者姓名： | 吕效国 索淑文 祁正萍 吴梅君 吕大梅 |
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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： | 国家自然科学基金(10671032); 南通大学自然科学研究课题(06Z007,07Z007,08Z002,08Z003,08Z004,09Z003); 南通大学高等教育研究项目(08GJ029); 南通大学教学研究课题(08B52); 南通大学大学生实践创新训练计划项目(基于自回归模型的自回归分析的研究); 南通大学教学成果培育建设项目(基于实践能力的数学应用人才培养体系构建); 南通大学学生课外学术科技作品(创业计划)项目(自回归预测模型参数的“折扣”最小二乘估计及其应用) |
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| 摘 要： | 依据折扣最小二乘法准则,对时间序列建立自回归预测模型,给出了参数的估计公式,数值结果表明该方法更行之有效.
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| 关 键 词： | 时间序列 自回归预测模型 折扣最小二乘 |
The Cut-price Least Quadratic Estimate of Autoregressive Models and Its Application |
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| LV Xiao-guo,SUO Shu-wen,QI Zheng-ping,WU Mei-jun,LV Da-mei. The Cut-price Least Quadratic Estimate of Autoregressive Models and Its Application[J]. Mathematics in Practice and Theory, 2010, 40(5) |
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| Authors: | LV Xiao-guo SUO Shu-wen QI Zheng-ping WU Mei-jun LV Da-mei |
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| Affiliation: | LV Xiao-guo,SUO Shu-wen,QI Zheng-ping,WU Mei-jun,LV Da-mei (School of science of Nantong University,Nantong 226007,China) |
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| Abstract: | Based on the cut-price least quadratic rule,we establish autoregressive forcast models for time sequence,and propose the formulations of its parameter.The numerical results show that the new method is more efficient than the least quadratic method. |
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| Keywords: | time sequence autoregressive forcast models the cut-price least quadratic |
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