正交设计在自回归分析中的应用  

An Application of Orthogonal Design in the Auto-regression Analysis

作　　者：于桂荣[1] 詹丽君[2] 

机构地区：[1]沈阳航空工业学院,辽宁沈阳110034 [2]辽宁省公安厅,辽宁沈阳110031

出　　处：《辽宁大学学报（自然科学版）》2003年第2期108-110,共3页Journal of Liaoning University：Natural Sciences Edition

摘　　要：在D.D.C法的基础上,对门限自回归模型中门限值、滞后步长、各门限区间模型阶数利用正交设计方法寻优,计算工作量锐减,却可得到精度较高的预报模型。In this article, the methods of orthogonal designs for magorizedly optimizing the threshold value in the threshold auto-regression model, the lagging step-length and the order of threshold interval model are presented. These method are based on the D. D. C way. It can help us reduce lots of work load and gain a very accurate forecast model.

关 键 词：自回归分析 正交设计 门限自回归模型 门限值 滞后步长 阶数 预报模型 

分 类 号：O212.1[理学—概率论与数理统计]