The result shows that a second order ARMA model gives the best fit to the data in terms of sum of squares of prediction errors and in terms of the whiteness of the residual.

 
  • 兩種算法都進(jìn)行了仿真,結果表明:從預測偏差的平方和及殘數的空白度來(lái)看,二階的ARMA模型會(huì )產(chǎn)生最佳的數據適應度。
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