摘要
本文从线性系统和时间序列的关系出发,分析了由一般线性时变模型,特别是时变系数的ARMA模型所描述的非平稳时间序列的特性。
In this paper, the relation between the linear systems and time series is discussed, and the properties of nonstationary time series described by time-varying linear models, especially by ARM A models with time-varying coefficients, are investigated.
出处
《东南大学学报（自然科学版）》
EI
CAS
CSCD
1989年第2期75-82,共8页
Journal of Southeast University：Natural Science Edition
关键词
时变
ARMA模型
时间序列分析
time series analysis, time varying, ARMA (autoregressive moving average) models
