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经济波动谱分析方法的比较研究
引用本文:徐 梅,梅世强.经济波动谱分析方法的比较研究[J].控制与决策,2003,18(3):351-354.
作者姓名:徐 梅  梅世强
作者单位:天津大学,管理学院,天津,300072
摘    要:为解决我国经济序列长度较短及各主周期分量难以同时准确分辨的问题,提出加费周期图谱估计与最大熵谱估计相结合的谱估计方法,并将各主要周期分量单独分辨,且通过对序列进行三角函数拟合来确定周期长度准确信。从谱估计曲线、主周期分量的分辨和周期长度的准确性3个方面与一般的谱分析方法进行了比较,说明了该方法的可行性和有效性。

关 键 词:经济波动  加窗周期图谱估计  最大熵谱估计  分辨  比较
文章编号:1001-0920(2003)03-0351-04
修稿时间:2002年1月11日

Comparative study of spectral analysis method of business fluctuation
XU Mei,MEI Shi-qiang.Comparative study of spectral analysis method of business fluctuation[J].Control and Decision,2003,18(3):351-354.
Authors:XU Mei  MEI Shi-qiang
Abstract:A spectral estimation of combining periodogram windowing spectral estimation and maximum entropy spectral estimation is suggested to solve the problem that the length of economic time series in China is short. A method of determining the accurate value of period length of each main hiding period is put forward to deal with the problem that each main hiding period is difficult to be resolved accurately at the same time, The method resolves hiding period one by one and fitting data with triangular function. The method is shown to be effective and reasonable by comparing with ordinary spectral analysis method in three aspects of spectral estimation curve, resolving of main hiding periods and accuracy of period length to show that it is effective and reasonable.
Keywords:Business fluctuation  Periodogram windowing  spectral estimation  Maximum entropy  spectral estimation  Resolve  Comparison
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