节点文献
多维AR(p)模型的估计理论及应用
Estimation Theory of Multivariate AR(p) Models and Its Application
【摘要】 叙述了多维AR(p)模型的分析与处理方法、多维AR(p)预测模型的建模过程及参数估计的计算方法,并将该模型在测井曲线的预测中加以实际应用.应用结果表明:本预测模型对多维动态数据进行预测是可行的.
【Abstract】 In this paper methodology of analyzing and processing data with multivariate AR(p) models,procedure to establish time series forecasting model,and parameter estimation concerned are systematically dicussed.A real world situation is then depicted.The results illustrate the practicability and effectiveness of this predictive model in forecasting on the basis of multivariate dynamic data for logging interpretation.
【关键词】 多维AR(p)模型;
参数估计;
预测;
建立模型;
测井解释;
【Key words】 multivariate AR(p) models; parameter estimations; predictions; model building; logging;
【Key words】 multivariate AR(p) models; parameter estimations; predictions; model building; logging;
【基金】 西南石油学院研究生创新基金资助项目(20010126)
- 【文献出处】 西华师范大学学报(自然科学版) ,Journal of Xihua Teachers College(Natural Science) , 编辑部邮箱 ,2003年04期
- 【分类号】P631.8
- 【被引频次】10
- 【下载频次】253