| 引用本文: | 曹忻, 盛昭瀚, 徐南荣.ARMA序列的版参数预报*[J].控制理论与应用,1990,7(2):95~101.[点击复制] |
| Cao Xin, Sheng Zhaohan, Xu Nanrong.A Semi-parametric Forecasting Method for ARMA Series*[J].Control Theory and Technology,1990,7(2):95~101.[点击复制] |
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| ARMA序列的版参数预报* |
| A Semi-parametric Forecasting Method for ARMA Series* |
| 摘要点击 953 全文点击 498 投稿时间：1989-02-01 修订日期：1989-12-30 |
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| DOI编号 |
| 1990,7(2):95-101 |
| 中文关键词 时间序列分析 ARMA模型 半参数预报 新息负荷预报 |
| 英文关键词 time series analysis ARMA model semi-parametric forecasting innovation load forecasting |
| 基金项目 |
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| 中文摘要 |
| 在关于ARMA序列新息定理的基础上，本文给出了ARMA序列的一种半参数预报方法。该方法避开对ARMA模型中MA参数作估计这一计算复杂的工作，在只须指导AR参数的情况下直接得到序列的预报值，从而使计算量大为简化同时又保证有一定的精度。本文还介绍了半参数预报方法在城市自来水负荷预报中的成功应用。 |
| 英文摘要 |
| A new semi-parametric forecasting method for ARMA series is proposed in this paper. Without estimating MA parameters of the model, the method can give the forecast directly just based on AR parameters and autocovariances of the series, so that the forecasting problem is solved much more simply. The method is specially suitable to adaptive forecast and slowly time-varying case. Its application in short-term water load forecasting is also presented in the paper. |