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- vector ARFIMA model 向量ARFIMA模型
- As Hurst parameter estimated bias exists, the precision may be improved by using non-linear estimate, where ARFIMA model is proposed and used for verification. 从统计结果来看,样本序列呈现出尖峰、胖尾等有偏特征,明显不满足正态分布的假设,表明收益序列可能具有长程相关或记忆性。
- The forecast formula of ARFIMA model was corrected according to the method of fractional differencing, and was employed in the empirical study. 进一步使用ARFIMA模型预测公式进行预测,结果显示ARFIMA模型预测效果不理想。
- The long-term memory of HongKong Hang Sheng index using MRS analysis was studied, established ARFIMA model for it, and detailed the procedure of fractional differencing. 摘要采用MRS分析法对香港恒生指数周数据序列的长期记忆性进行研究,并建立ARFIMA模型,推导了分数阶差分的计算过程。
- Then the paper presents the fractional differenced noise model and the autoregressive fractional integrated moving average model.It compared traditional time series models with ARFIMA model. 接着介绍了能描述长记忆性的分数差分噪声模型和分整自回归移动平均模型,并将传统时间序列模型和 模型进行比较。
- The marginal posterior distribution of the parameter in the ARFIMA models is presented by Bayes theorem and the mode of the marginal posterior distribution is choosed as the estimator. 摘要首先根据贝叶斯定理得到ARFIMA模型参数的后验边缘分布,并选择后验边缘分布的众数作为参数的估计值。
- Standing by him was a model worker. 站在他旁的是一位劳动模范。
- I think I can get that special model for you. 我想我可以为你找到那种特别的型号。
- She has been held up as a model worker. 她被推举为模范工作者。
- He showed us a model of the new office building. 他给我们看了新办公楼的模型。
- He taught Tom how to make a model airplane. 他教汤姆作模型飞机的方法。
- John is repairing his model plane at his leisure. 约翰不慌不忙地修理着他的航模。
- The old sailor chipped out a tiny model boat. 那名老水手一点儿一点儿地削出一个小船模型。
- The luxury model gives a smoother ride. 坐这种豪华型汽车感觉很平稳。
- That beautiful girl is a fashion model. 那位漂亮的女孩是一位时装模特儿。
- The new model delivers speed and fuel economy. 这种新型设计能提高速度、 节约燃料。
- He assembled the model aircraft bit by bit. 他一块一块地装配飞机模型。
- He traded in his car for a new model. 他把旧汽车折价添钱买了辆新型号的。
- This model scrolls far too slowly. 这种型号的计算机文本上下移动得实在太慢。
- Use menus to provide a pedagogic vector. 用菜单来提供一条学习的途径。