婀栧崡甯寖澶у(xu茅)纰╁＋鐮旂┒鐢熷叆瀛�(xu茅)鑰冭│鑷懡椤岀鐩€冭│澶х侗

鑰冭│绉戠洰浠ｇ⒓锛�             鑰冭│绉戠洰鍚嶇ū(ch膿ng)锛氭檪(sh铆)闁撳簭鍒楀垎鏋�

涓€銆佽€冭│鍏�(n猫i)瀹瑰強瑕侀粸(di菐n)

1. 鏅�(sh铆)闁撳簭鍒楃殑闋�(y霉)铏曠悊

鑰冭│鍏�(n猫i)瀹�

骞崇┅(w臎n)搴忓垪瀹氱京銆佸钩绌�(w臎n)鎬ф椹�(y脿n)銆佺磾闅ㄦ(j墨)鎬ф椹�(y脿n)

鑰冭│瑕侀粸(di菐n)

鐞嗚В骞崇┅(w臎n)鏅�(sh铆)闁撳簭鍒楃殑瀹氱京銆佺当(t菕ng)瑷�(j矛)鎬ц唱(zh矛)锛涗簡瑙ｆ檪(sh铆)闁撳簭鍒楀垎瑙ｇ殑Wold瀹氱悊锛涙帉鎻℃檪(sh铆)闁撳簭鍒楀钩绌�(w臎n)鎬ф椹�(y脿n)鏂规硶锛涙帉鎻＄磾闅ㄦ(j墨)鎬у簭鍒楃殑瀹氱京銆佹€ц唱(zh矛)鍜屾椹�(y脿n)鏂规硶锛涙帉鎻″叐椤�(l猫i)鍩烘湰鐨勯毃姗�(j墨)閬�(gu貌)绋嬶細鐧藉櫔鑱�銆侀毃姗�(j墨)娓歌蛋銆�

     2. ARMA妯″瀷鐨勬€ц唱(zh矛)

鑰冭│鍏�(n猫i)瀹�

AR妯″瀷銆丮A妯″瀷銆丄RMA妯″瀷

鑰冭│瑕侀粸(di菐n)

鎺屾彙AR妯″瀷鐨勫畾缇�銆佹€ц唱(zh矛)鍜屽钩绌�(w臎n)鎬у垽鍒�锛涙帉鎻A妯″瀷鐨勫畾缇�銆佹€ц唱(zh矛)鍜屽彲閫嗘€у垽鍒�锛涙帉鎻RMA妯″瀷鐨勫畾缇�銆佹€ц唱(zh矛)鍜屽钩绌�(w臎n)鍙€嗘€у垽鍒�銆�

3. 骞崇┅(w臎n)搴忓垪鐨勬摤鍚堝拰闋�(y霉)娓�(c猫)

鑰冭│鍏�(n猫i)瀹�

骞崇┅(w臎n)搴忓垪鐨勬摤鍚�銆佷及瑷�(j矛)銆佹椹�(y脿n)銆佹ā鍨嬪劒(y艒u)鍖栧強妯″瀷闋�(y霉)娓�(c猫)

鑰冭│瑕侀粸(di菐n)

鐔熺反鎳�(y墨ng)鐢ㄥ钩绌�(w臎n)搴忓垪锛圓RMA锛夊畬鎴愬缓妯￠亷(gu貌)绋嬶紙妯″瀷鐨勮瓨(sh铆)鍒�銆佷及瑷�(j矛)銆� 妾㈤(y脿n)銆佸劒(y艒u)鍖栧拰闋�(y霉)娓�(c猫)锛夈€� 

4. 闈炲钩绌�(w臎n)搴忓垪鍒嗘瀽

鑰冭│鍏�(n猫i)瀹�

鐒�(w煤)瀛ｇ瘈(ji茅)鏁堟噳(y墨ng)鐨勯潪骞崇┅(w臎n)搴忓垪鍒嗘瀽锛涙湁瀛ｇ瘈(ji茅)鏁堟噳(y墨ng)鐨勯潪骞崇┅(w臎n)搴忓垪鍒嗘瀽锛涙浠剁暟鏂瑰樊妯″瀷

鑰冭│瑕侀粸(di菐n)

浜嗚В鏅�(sh铆)闁撳簭鍒楀垎瑙ｇ殑Cramer鍒嗚В瀹氱悊锛涙帉鎻″父鐢ㄧ殑闈炲钩绌�(w臎n)鏅�(sh铆)闁撳簭鍒楃殑骞崇┅(w臎n)鍖栨柟娉曪紱鎺屾彙鎸囨暩(sh霉)骞虫粦妯″瀷鐨勯(l猫i)鍨嬪強鎳�(y墨ng)鐢ㄥ牬(ch菐ng)鍚�锛涙帉鎻RIMA妯″瀷銆丄RIMA鍔犳硶妯″瀷銆丄RIMA涔樻硶妯″瀷銆佸拰鐤忕郴鏁�(sh霉)妯″瀷锛涙帉鎻″父瑕�(ji脿n)鐨勭暟鏂瑰樊妯″瀷锛涙帉鎻￠潪骞崇┅(w臎n)鏅�(sh铆)闁撳簭鍒楀缓妯℃柟娉曪紝绲﹀嚭瀵�(sh铆)闅涙渚嬭兘閫�(j矛n)琛屽垎鏋�銆�

5. 澶氬厓鏅�(sh铆)闁撳簭鍒楀垎鏋�

鑰冭│鍏�(n猫i)瀹�

ARIMAX妯″瀷锛涘共闋�(y霉)鍒嗘瀽锛涘伣鍥炴锛涘崝(xi茅)鏁�锛涜宸慨姝ｆā鍨�

鑰冭│瑕侀粸(di菐n)

浜嗚ВARIMAX妯″瀷銆佺悊瑙ｅ共闋�(y霉)鍒嗘瀽鐨勬剰缇�锛涚悊瑙ｈ櫅鍋囧洖姝哥殑瀹氱京鍜屽(sh铆)璩�(zh矛)锛涚悊瑙ｅ崝(xi茅)鏁寸殑瀹氱京銆佹剰缇┿€佹椹�(y脿n)鏂规硶锛圗G鍏╂娉曪級锛� 鎺屾彙瑾ゅ樊淇妯″瀷鐨勬剰缇╁強寤虹珛銆�

浜�銆佸弮鑰冩浉(sh奴)鐩�

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