2) long memory process
长记忆过程
1.
Utilizing the decorrelation property of Discrete Wavelet Packet Transform(DWPT) to improve the traditional maximum likelihood estimation,this paper presents the Discrete Wavelet Packet Maximum Likelihood Estimation(DWPMLE),and applies it into a kind of long memory processes withwidely research background.
基于小波包变换的解相关属性,对传统方法进行了改进,提出并推证了一种小波包极大似然估计(WPMLE)方法,并将它应用到一类有非常广泛应用背景的长记忆过程中去。
3) adaptive memory procedure
适应性记忆过程
1.
And then, combined with the adaptive memory procedure, the pseudo-code description of rs algorithm and an example are presented.
最后结合适应性记忆过程给出了TS算法的伪代码描述和一个算法。
5) the deterministic seasonality
确定性季节过程
6) long memory
长记忆性
1.
Weighted realized volatility and its long memory and optimal frequency;
赋权已实现波动及其长记忆性,最优频率选择
2.
Long Memory in Returns and Volatility in China Futures Market;
我国期货市场期货价格收益及波动方差的长记忆性研究
3.
This indicates that the series of prices of Yangtze River electric power stock is a fractal time series and presents obvious long memory.
5,这表明长江电力股票价格序列是一个分形时间序列,呈现明显的长记忆性特征。
补充资料:季节性
季节性
seasonal
一年内某个有特征性的时期。不少传染病的发病率,每年多在一定的季节有所增加趋势。某一季节,形成某些传染病发病率增高的趋势,是与气温的高低和昆虫媒介有关,如痢疾多发生在夏季,流行性乙型脑炎多在7、8、9三个月发病。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条