| 非等间距相关系数AR(p)序列预测方法 |
| |
| 引用本文： | 马小兵,傅惠民.非等间距相关系数AR(p)序列预测方法[J].航空动力学报,2003,18(6):713-716. |
| |
| 作者姓名： | 马小兵 傅惠民 |
| |
| 作者单位： | 北京航空航天大学,固体力学研究所,北京,100083 |
| |
| 基金项目： | 国防科技预研项目(413200204) |
| |
| 摘 要： | 针对非等间距时间序列预测中存在误差较大的问题,本文建立了非等间距相关系数AR(p)序列预测方法,详细讨论了非等间距相关系数AR(1)序列和AR(2)序列的预测公式和误差估计。大量计算表明,本文方法与通过插值将非等间距序列变换为等间距序列进行预测的传统方法相比,具有更高的预测精度。
|
| 关 键 词： | 航空、航天推进系统 时间序列 非等间距序列 相关系数平稳序列 预测 非平稳随机过程 |
| 文章编号： | 1000-8055(2003)06-0713-04 |
| 收稿时间： | 2003/9/22 0:00:00 |
| 修稿时间： | 2003年9月22日 |
Prediction Method for Correlation Coefficient AR(p) Series with Unequally Spaced Data |
| |
| MA Xiao-bing and FU Hui-min.Prediction Method for Correlation Coefficient AR(p) Series with Unequally Spaced Data[J].Journal of Aerospace Power,2003,18(6):713-716. |
| |
| Authors: | MA Xiao-bing and FU Hui-min |
| |
| Institution: | Beijing University of Aeronautics and Astronautics,Beijing100083,China;Beijing University of Aeronautics and Astronautics,Beijing100083,China |
| |
| Abstract: | A new prediction method for correlation coefficient stationary series with unequally spaced data is established. The prediction formulas and error estimations for the correlation coefficient AR(1) and AR(2) series are discussed in detail. The traditional interpolation method, which transfers the unequally spaced data to equally spaced data, may cause a great error in prediction. The results of calculations show that the precision of present method is higher than the traditional interpolation method. |
| |
| Keywords: | aerospace propulsion system time series unequally spaced series correlation coefficient stationary series prediction non-stationary random processes |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《航空动力学报》浏览原始摘要信息 |
| 点击此处可从《航空动力学报》下载免费的PDF全文 |
