English

应用科学学报 ›› 1995, Vol. 13 ›› Issue (2): 195-201.

• 论文 • 上一篇    下一篇

时序建模中周期信号和趋势项的处理问题研究

芮小健1, 钟秉林2, 颜景平2, 张幼桢3   

  1. 1. 南京理工大学;
    2. 东南大学;
    3. 南京航空航天大学
  • 收稿日期:1993-05-07 修回日期:1993-10-25 出版日期:1995-06-30 发布日期:1995-06-30

STUDY ON THE PROCESSING NETHOD OF PERIODIC AND TENDENTIOUS SIGNAL IN TIME SERIES MODEL -BUILDING

RUI XIAOJIAN1, ZHONG BINGLIN2, YAN JIGNPING2, ZHANG YOUZHEN3   

  1. 1. Nanjing University of Science and Enginsering;
    2. Southeast University;
    3. Nanjing Aeronautical and Space Engineering University
  • Received:1993-05-07 Revised:1993-10-25 Online:1995-06-30 Published:1995-06-30

PDF

70

被引次数

8

摘要： 利用格林函数的概念,探讨了自回归滑动平均模型(ARMA)对周期信号和多项式趋势信号的描述问题。笔者通过理论推导和建模实作,指出ARMA模型或AR模型可以正确表述周期性信号和趋势性信号,因此在时间序列建模时,不必要也不应该将上述成分剔除。这一观点有别于对该问题的传统认识,并进一步探讨了造成这一错识的原因。

关键词: 周期信号, 建模, 趋势项

Abstract: By using the Green Function formula of the autoregressive-move-average model (A RMA model),the describing problem of the periodic and tendentious signal iS discussed. Based on theory deduction and modelling practice,it is obtained that the above signals can be correctly expressed by an ARMA model or AR model.So in the model-building process of time series, it is unnecessary and improper to eliminate these signals.This viewpoint differs from the traditional one of this problem.
The reason why the wrong view was developed is also discussed in this paper.

Key words: model-building, periodic signal, tendentious item