非线性自回归时序模型研究及其预测应用

被引:8
作者
陈茹雯 [1 ]
黄仁 [2 ]
机构
[1] 南京工程学院汽车与轨道交通学院
[2] 东南大学机械工程学院
关键词
非线性自回归时序模型; 混沌序列; 函数逼近; 预测;
D O I
暂无
中图分类号
O212.1 [一般数理统计];
学科分类号
摘要
从函数逼近和系统辨识两个方面推导了非线性自回归时序模型(GNAR模型)的物理结构,通过公式推导及仿真数据研究GNAR模型与确定性实函数、经典时序模型和混沌序列的关系,明确GNAR模型对系统逼近的机理.以Lorenz系统输出的混沌序列和现代经典时序-太阳黑子序列为算例进行数据实验,证明了GNAR模型在建模和预测方面的优越性.
引用
收藏
页码:2370 / 2379
页数:10
相关论文
共 20 条
  • [11] 时间序列分析的工程应用[M]. 华中科技大学出版社 , 杨叔子等, 2007
  • [12] 非线性时间序列[M]. 高等教育出版社 , 陈敏译, 2005
  • [13] Integration of Time Series Modeling and Wavelet Transform for Monitoring Nuclear Plant Sensors[J] . Belle R. Upadhyaya,Chaitanya Mehta,Duygu Bayram. IEEE Transactions on Nuclear Science . 2014 (5P2)
  • [14] Development of a Robust Identifier for NPPs Transients Combining ARIMA Model and EBP Algorithm
    Moshkbar-Bakhshayesh, Khalil
    Ghofrani, Mohammad B.
    [J]. IEEE TRANSACTIONS ON NUCLEAR SCIENCE, 2014, 61 (04) : 2383 - 2391
  • [15] Parsimonious Fitting of Long-Range Dependent Network Traffic Using ARMA Models.[J] . Markus Laner,Philipp Svoboda,Markus Rupp. IEEE Communications Letters . 2013 (12)
  • [16] Probabilistic Model of Payment Cost Minimization Considering Wind Power and Its Uncertainty
    Xu, Yao
    Hu, Qinran
    Li, Fangxing
    [J]. IEEE TRANSACTIONS ON SUSTAINABLE ENERGY, 2013, 4 (03) : 716 - 724
  • [17] Evolutive design of ARMA and ANN models for time series forecasting[J] . Juan J. Flores,Mario Graff,Hector Rodriguez. Renewable Energy . 2012
  • [18] A New Robust Estimation Method for ARMA Models
    Chakhchoukh, Yacine
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2010, 58 (07) : 3512 - 3522
  • [19] Order Estimation of Multivariate ARMA Models.[J] . Tracey Cassar,Kenneth P. Camilleri,Simon G. Fabri. J. Sel. Topics Signal Processing . 2010 (3)
  • [20] The Quality of Lagged Products and Autoregressive Yule-Walker Models as Autocorrelation Estimates.[J] . Piet M. T. Broersen. IEEE Trans. Instrumentation and Measurement . 2009 (11)