摘要
介绍了AR模型及其参数计算方法,结合具体实例,用Gram-Schmidt正交法、奇异值分解法、LD递推法,编写程序,确定AR模型有效阶数,并进行比较分析。结果表明:Gram-Schmidt正交法所得模型的阶数、计算时间、精确度都较为适中,适合在AR模型的研究中推广普及。
The AR model and its parameters ＇ calculation method are described.Combined with practice,Gram-Schmidt orthogonal procedure,singular value decomposition and LD recursive method are used to write programs and determine AR model ＇s order.All these methods are comparatively analyzed.Result indicates：the order,calculation time and accuracy of the model coming from the Gram-Schmidt orthogonal procedure are more moderate than other methods and this method is suitable to promote in the AR model research.
出处
《微计算机信息》
2012年第9期478-479,共2页
Control & Automation
基金
项目名称:国家电网公司科技项目资助(2011LY226090424)
