ARMA model and wavelet-based ARMA model Application

摘要：

　　This article discusses some of the linear regression model from the modeling theory,focusing on the modeling method of selecting the optimal model,choose the best bandwidth criteria.Then,given some of the partial linear regression model from the estimates and the partial residual nuclear smooth estimates,and estimate the model using the partial residual in the unknown parameters and to estimate the unknown function.Finally,the establishment of the Shanghai Index and Shenzhen Component Index Partially linear regression model.

关键词： ARMA model partially linear autoregression model wavelet analysis

作者: Wei Wei Ma Hao

作者单位: School of Electronic and Information Engineering,Xian Jiaotong University, Xian 710049, China Ningxia electric power company education and training center,Yinchuan, China, 750002

会议类型: 国际会议

会议名称: the Second International Conference on Frontiers of Manufacturing and Design Science(第二届制造与设计科学国际会议(ICFMD 2011))

会议地点: 台湾

会议语种:英文

页码: 1799-1803

在线出版日期: 2011-12-11（万方平台首次上网日期，不代表论文的发表时间）