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时间序列的插值新息适时预测方法
A real-time prediction method by innovation of outerpolation for time series
【摘要】 提出了一种时间序列适时预测的新方法——插值新息适时预测方法,并论述了该方法的数学原理,给出了程序框图及仿真结果。与传统的预测方法相比,该方法具有不需对时间序列样值进行预处理、使用较少时间序列样值即可进行较为精确的预测,预测后的序列波形失真小、信噪比有所改善等优点。
【Abstract】 A new real-time prediction method by innovation of outerpolation for time scries is proposed. The principle of the method is discussed in detail, the block diagram o?computer program is given, and the computer simulation is also carried out. Comparing to the traditional methods, the new method has a lot of advantages, for example, it is unnecessary to prepro-cess the sample data, only a few of the data are needed for an accurate prediction, the wave distortion of the predicted series is very small, the signal to noise ratio of the predicted series is better than the one of original series etc.
【Key words】 time series analysis; prediction; Lagrange’s outerpolation; innovation;
- 【文献出处】 长春邮电学院学报 ,Journal of Changchun Post and Telecommunication Institute , 编辑部邮箱 ,1992年03期
- 【被引频次】1
- 【下载频次】117