一种新的统计预测模型——多项式系数自回归模型.pdf

comp·HterEn蛋neering口ndAppticmi0凇计算机工程与窀甩 一种新的统计预测模型——多项式系数自回归模型 吕永乐 L，vYongle 中国电子科技集团公司第十四研究所，南京210039 No．14IIlstitIlteof 2l0039，China Chi触Elec仃onics钕hnoIo影GmupCo唧哪ion，N龃jing Ly natisticaI and Ybn掣e．New predic60nmodel：polynomial∞emcientautoregr髂sivemodel．ComputerEngineeringAppUc如 “ons，2012，48(3)：237-241． Abstract：Thecl船sical model(ARMA)锄dthe Functional-coe币ci舶t AutoregressiVeMoVingAvemge recemlypmmoted Autoregres- siVe t0 for and i11 timeseries．Anewst8tistical model(FAR)f-ail satis黟ttlehighrequestprecisionprocessingspeedpredicting∞nlinear modelcalledtIle Coefficiem fo州ardto tlle Pol”on曲l model(PCAR)is prcdiction Autoregressive put iIIlprovepredictionpemr． fo肌sofPCARmodelare thcnthemethodsof I∞del m锄ce．111e in打oduced锄d PCAR arediscllssedinde协1．111e b舔cdon Inf0蛳ation Bayesiall to觚龇～model， modelingalgorithm cri白嘶a(BIc)is百v％．Compared en-or PCARmodelc锄eliminatethemodel-selection tlle PCARmodelischaracterized byenllancingapplicabili劬while bypar蜘leter the ofmelocallinearestiInationfbrFAR tenIlsbet、Ⅳe∞PCARmod- model．111e modcl，avoidingshortcomings regressiVe equival∞ce el锄d modelsareresearched．111econclusionis thatPCARmodelc粕achi钾ettlebest A鼢舱，队R d埘釉byexpe—melltation perfor． forone