| 自相关函数在时间序列模型识别中的应用 |
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| 引用本文： | 胡大红,姚志鹏.自相关函数在时间序列模型识别中的应用[J].襄樊学院学报,2011,32(5):15-18. |
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| 作者姓名： | 胡大红 姚志鹏 |
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| 作者单位： | 汉口学院,公数课部,湖北,武汉,430212 |
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| 摘 要： | 自相关函数反映了时间序列变量的内部联系和相互依赖关系.文章利用自相关函数识别时间序列变量的性质和形态,检验时间序列过程是否为零均值过程及其所建模型的适应性,并通过实例验证了该方法的有效性与可行性.
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| 关 键 词： | 时间序列 自相关函数 模型识别 模型检验 |
Application of Autocorrelation Function in Time Series Modeling |
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| HU Da-hong,YAO Zhi-peng.Application of Autocorrelation Function in Time Series Modeling[J].Journal of Xiangfan University,2011,32(5):15-18. |
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| Authors: | HU Da-hong YAO Zhi-peng |
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| Institution: | HU Da-hong,YAO Zhi-peng(Department of Common Course,Hankou University,Wuhan 430212,China) |
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| Abstract: | The autocorrelation function reflects the interior relations between the time series and its dependent relations.The properties and modalities of time series variable is used to test whether the mean value of the time series process is zero or not,and to test the adaptability of the model that is proposed.An example is used to verify the validity and feasibility of this mothed. |
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| Keywords: | Time series Autocorrelation function Model identifiability Model test |
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