【摘要】 本文从理论上研究了对平稳序列采用AR 建模时建模精度与滑动平均部分算子多项式θ(B)零点位置的关系,并以仿真实验给予了验证;解决了θ(B)零点域的判定问题(在建模时判定)。这样,建模时就可视具体情况选用AR 或ARMA 建模,以尽可能少的计算量得到满意的精度,因而具有很大的实际意义。更多还原

【Abstract】 This paper studies the relation between the modelling precision and zeros ofθ(B)which is the Moving-average operator polynomial.Some simulation resultsare given to verify the relation.A easy method for estimatingθ(B)zeros is given.Based on these,we could decide AR or ARMA fitted to the observation sequenceaccording to the practical case,getting a precision satisfied in a computationaleffort as less as possible.更多还原