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动态系统预测的一种统计方法
A Statistics Method of Dynamic System Forecast
【摘要】 给出了动态系统预测的一种统计方法及其递推估计公式,该方法充分利用了新信息,提高了预测准确度,减少了计算量,预测效果优于普通最小二乘估计.
【Abstract】 This paper delves into a statistics method of oynamic System forecast and its a set of recusive estimate formulas. By these formulas, the recent information can be fully applied, a forecast with satisfactory accuracy being obtained, the calculation simplified, and the forecast effect better than that by ordinary least square estimate method.
【关键词】 系统预测;
统计方法;
递推估计公式;
【Key words】 system forecast; statistics method; recusive estimate formulas;
【Key words】 system forecast; statistics method; recusive estimate formulas;
【基金】 黑龙江省自然科学基金资助(A0012)
- 【文献出处】 哈尔滨理工大学学报 ,Journal of Harbin University of Science and Technology , 编辑部邮箱 ,2003年05期
- 【分类号】O211.67
- 【下载频次】63