摘要
ARMA模型是一种最常见的重要的时间序列模型,它被广泛应用到各种行业预测中,本文在给出ARMA三种模式和实现方法的同时,给出ARMA模型在股市应用的一个实例。
ARMA model is one of the most important time-series models, and is widely applied to various sectors of forecasting This paper discusses three ARMA models and presents an application example in the stock market.
出处
《自动化技术与应用》
2008年第8期65-66,61,共3页
Techniques of Automation and Applications
