Moving multi-point average method for determining functions of time series mean and variance
|更新时间:2026-07-07
|
Moving multi-point average method for determining functions of time series mean and variance
Vol. 27, Issue 11, (2012)
作者机构:
北京航空航天大学 小样本技术研究中心,北京,100191
作者简介:
基金信息:
DOI:
CLC:
Published:2012
稿件说明:
移动端阅览
WANG Zhi-hua, FU Hui-min, ZHANG Yong-bo. Moving multi-point average method for determining functions of time series mean and variance[J]. 2012, 27(11).
DOI:
WANG Zhi-hua, FU Hui-min, ZHANG Yong-bo. Moving multi-point average method for determining functions of time series mean and variance[J]. 2012, 27(11).DOI:
Moving multi-point average method for determining functions of time series mean and variance
A moving multiple-point average (MMPA) method was proposed to enhance the determining precision for time series mean and variance functions
and consequently to improve the accuracy for time series modeling
analyzing and forecasting. Non-periodic part of trend item which can be obtained by the MMPA approach
and the periodic part of trend item which can be calculated by sample periodogram method
comprise the whole trend function. We can further determine the series standard deviation function. Monte Carlo simulation study shows that not only the analysis precision but also the prediction accuracy can be ensured by the established methodology.