应用科学学报 ›› 1984, Vol. 2 ›› Issue (4): 368-372.

• 论文 • 上一篇    下一篇

一种快速建模的方法

王志中, 张钟俊   

  1. 上海交通大学
  • 收稿日期:1983-06-28 出版日期:1984-12-31 发布日期:1984-12-31

A METHOD OF FAST MODELING

WANG ZHIZHONG, ZHANG ZHONGJUN   

  1. Shanghai Jiaotong University
  • Received:1983-06-28 Online:1984-12-31 Published:1984-12-31

摘要: 模型的残差平方和是检验所建模型合适性的重要指标。例如,常用的模型定阶F检验方法或Akaike信息准则都要用到残差平方和[1-2]。另外,在作出参数估计的同时,通常还要对被估参数的方差作出估计,也需要残差平方和.

Abstract: This paper proposes a new method of fast modeling for computing the residual sum of squares, determinating the model order and estimating the parameters by traditional least squares.
The residual sum of squares can bo easily computed before parameter estimation. Thus, the computing work for establishing a model with unknown order by this method is nearly equal to that with known order. Alsc this method requires lass storage capacity., so that the modeling work can be performed even with a pocket microcomputer(e. g. FX-702P).