Analysis Method of Correlation CoefficientSeries

FU Hui-min; LIU Cheng-rui

Chinese

您当前的位置：

首页 >

文章列表页 >

Analysis Method of Correlation CoefficientSeries

更新时间：2026-07-07

- Analysis Method of Correlation CoefficientSeries
- Vol. 18, Issue 2, Pages: 161-166(2003)
- 作者机构：
  
  北京航空航天大学固体力学研究所,北京,100083
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：2003
- 稿件说明：
移动端阅览
傅惠民, 刘成瑞. 相关系数ARMA(p,q)序列分析方法[J]. 航空动力学报, 2003, 18(2): 161-166.

FU Hui-min, LIU Cheng-rui. Analysis Method of Correlation CoefficientSeries[J]. 2003, 18(2): 161-166.
傅惠民, 刘成瑞. 相关系数ARMA(p,q)序列分析方法[J]. 航空动力学报, 2003, 18(2): 161-166. DOI：

FU Hui-min, LIU Cheng-rui. Analysis Method of Correlation CoefficientSeries[J]. 2003, 18(2): 161-166. DOI：

摘要

本文提出相关系数ARMA(p

q)序列分析方法。相关系数ARMA(p

q)序列是从非平稳序列中分离出的一类工程上常见且便于研究的时间序列

在模式识别、故障诊断、信号处理、自动控制和结构响应分析等领域有着广泛的应用。传统的相关函数ARMA(p

q)序列仅是它的一个特例。文中建立了相关系数ARMA(p

q)序列的条件极大似然估计和精确极大似然估计

前者在样本较大时简单便于工程应用

后者则在样本较小时仍具有较高的精度

它们通过时域的全程分析

充分利用样本信息确定相关系数ARMA(p

q)序列的均值函数、方差函数和相关系数函数。在此基础上可进行高精度的频谱分析。

Abstract

The correlation coefficient ARMA(p

q)series of which mean and variance may vary with time is widely used in engineering

such as pattern recognition

fault diagnosis

signal processing

automatic control

structure response analysis and so on.The traditional correlation function stationary ARMA(p

q) model is just a special case of that.The conditional maximum likelihood estimation (MLE) and exact MLE for the correlation coefficient ARMA(p

q) series are established in this paper

which can obtain its mean function

variance function and correlation coefficient function with high precision.The conditional MLE is simple and convenient for engineering application when the sample is large enough

and the exact MLE is still precise in the case of small sample. Base on analyzing in time domain

the spectral analysis of correlation coefficient ARMA(p

q) series can be done.

关键词

Keywords

references

Views

460

下载量

CSCD

Alert me when the article has been cited

提交

Tools

Publicity Resources

Mathematical model and snatch force prediction for the lines-first parachute deployment

Aerodynamic optimization of transonic cascade using global aerodynamic optimization method

Numerical study on the flow and heat transfer characteristics of coupled synthetic jets

An improved numerical simulation method for airfoil ice accretion

Way to evaluate fatigue life of fillet weld of plate with flange based on stress field intensity

Related Author

XU Hong

CAO Yi-hua

LI Dong

SONG Li-ming

LUO Chang

LI Jun

FENG Zhen-ping

TAN Xiao-ming

Related Institution

Aviation Research Institute

School of Aeronautic Science and Technology, Beijing University of Aeronautics and Astronautics

Institute of Turbomachinery, Xi'an Jiaotong University

College of Energy and Power Engineering,Nanjing University of Aeronautics and Astronautics

School of Aeronautic Science and Engineering, Beijing University of Aeronautics and Astronautics

AI问答

Postal code：100079
Tel：（010）53879206 Email：tmw@bjxintong.com.cn
Technical support is provided by Beijing Founder electronics co., LTD 京ICP备09082226号-64 京公网安备11010602201714号
It is recommended to read the content of this site in Chrome&IE9+. Please switch to extreme mode in browser 360.
Cookies We use cookies to help provide and enhance our service and tailor content. By continuing, you agree to the use of cookies.

⁰