广西民族大学学报:自然科学版
廣西民族大學學報:自然科學版
엄서민족대학학보:자연과학판
Journal of Guangxi University For Nationalities(Natural Science Edition)
2012年
1期
24-28
,共5页
时间序列分析%周期图方法%AR模型%平稳线性自回归
時間序列分析%週期圖方法%AR模型%平穩線性自迴歸
시간서렬분석%주기도방법%AR모형%평은선성자회귀
time series analysis%periodogram method%AR model%stationary linear autoregression
阐述了时间序列分析的发展历程:早期自然科学主要应用单纯的描述性分析;差分、指数和滑动平均等基本概念推动了统计性时序分析的发展;以Fourier级数为基础的周期图方法是频域分析的核心内容;时域分析经过了从AR(2)模型、AR(4)模型→AR(s)模型+MA(h)模型→AR-MA(s,h)模型→ARIMA模型→ARCH、ARCH族模型的漫长过程.
闡述瞭時間序列分析的髮展歷程:早期自然科學主要應用單純的描述性分析;差分、指數和滑動平均等基本概唸推動瞭統計性時序分析的髮展;以Fourier級數為基礎的週期圖方法是頻域分析的覈心內容;時域分析經過瞭從AR(2)模型、AR(4)模型→AR(s)模型+MA(h)模型→AR-MA(s,h)模型→ARIMA模型→ARCH、ARCH族模型的漫長過程.
천술료시간서렬분석적발전역정:조기자연과학주요응용단순적묘술성분석;차분、지수화활동평균등기본개념추동료통계성시서분석적발전;이Fourier급수위기출적주기도방법시빈역분석적핵심내용;시역분석경과료종AR(2)모형、AR(4)모형→AR(s)모형+MA(h)모형→AR-MA(s,h)모형→ARIMA모형→ARCH、ARCH족모형적만장과정.
The paper tells the development process of time series analysis.The early natural sciences mainly applied simple descriptive analysis;The basic notions,such as difference、index numbers and moving averages etc.pushed the development of statistics time series analysis;The periodogram method,which was based on Fourier series,was the key content in the frequency domain analysis;The time domain analysis method has experienced a long process,which began from AR(2),AR(4) model to AR(s) model,combining with MA(h) model,formed ARMA(s,h) model,ARIMA model and at last turned up ARCH,the class of ARCH model.