| 时序建模与时序谱估计 |
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| 引用本文： | 张文泉. 时序建模与时序谱估计[J]. 华北电力大学学报(自然科学版), 1998, 25(4): 102-106 |
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| 作者姓名： | 张文泉 |
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| 作者单位： | 华北电力大学工商管理学院 |
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| 摘 要： | 首先阐述时序建模机理和节省原则（ｐａｒｓｉｍｏｎｇｐｒｉｎｉｃｉｐｌｅ）；然后介绍时序谱与参数估计方法；最后讨论时序模型的阶数选择问题。
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| 关 键 词： | 时序建模 时序谱估计 节省原则 模型阶数 |
Modeling and Spectrum Estimation for Time Series |
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| Zhang Wenquan. Modeling and Spectrum Estimation for Time Series[J]. Journal of North China Electric Power University, 1998, 25(4): 102-106 |
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| Authors: | Zhang Wenquan |
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| Abstract: | In this paper, what is first discussed is the modeling mechanism for time series and the parsimony principle. After that, the spectrum for time series and the parameter estimator are introduced. Finally, how to select the order of the model for time series is illustrated. |
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| Keywords: | modeling for time series spectrum estimation for time series parsimony principle order for model |
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