中文

Journal of Applied Sciences ›› 1995, Vol. 13 ›› Issue (2): 195-201.

• Articles • Previous Articles     Next Articles

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

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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