摘要
通过引入Fourier级数和ARMA(n,n-1)模型,建立一种用于中短期时间序列经济预测的新模型。在该模型中,利用曲线拟合来剔除时间序列的趋势,利用Fourier级数来分析季节变动,利用ARMA(n,n-1)模型来处理不规则波动。最后,用一个算例说明模型的可行性。
Through importing Fourier progression and ARMA （ n, n - 1 ） model, a model of economic prediction of time series of short or middle periods is set up. In this model, the method of curve fitting is used to eliminate trends of time series; the method of Fourier progression is used to analyze the fluctuation of time series with seasons; the model of ARMA （ n, n - 1 ） is used to deal with the perturbation of time series. Finally, an example is given to demonstrate the availability of the model.
出处
《北京航空航天大学学报（社会科学版）》
2007年第4期9-11,共3页
Journal of Beijing University of Aeronautics and Astronautics：Social Sciences edition Edition
