| 引用本文: | 吕锐.时间序列分析中的模型定阶策略.[J].国防科技大学学报,1988,10(4):97-106,120.[点击复制] |
| Lu Rui.Rules of Judging Models for Time Series Analysis[J].Journal of National University of Defense Technology,1988,10(4):97-106,120[点击复制] |
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| 时间序列分析中的模型定阶策略 |
| 吕锐 |
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(电子技术系)
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| 摘要: |
| 模型的定阶问题是时间序列分析(包括参数谱估计、系统辨识，回归分析)研究领域中的一个重要问题。本文对现有的数种模型定阶方法，进行了分析、讨论和归纳，指出了它们所适用的场合及优劣。 |
| 关键词: 时间序列分析，谱估计，系统辨识，建摸，定阶 |
| DOI： |
| 投稿日期：1987-12-25 |
| 基金项目: |
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| Rules of Judging Models for Time Series Analysis |
| Lu Rui |
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(Department of Electronic Technology)
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| Abstract: |
| Judging model's order is an important problem in time series analysis (such as parameter spectral estimation，system identification. regressive analysis). This paper discusses and analyses several ways to judge model's order which have been developed. At the same time it point out their usage. and compares them with each other. |
| Keywords: Time series analysis,Spectral estimation,System identification. Modeling,Judging order |
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