摘要
该文提出一种子集AR模型辨识算法．该方法采用模拟退火随机搜索算法，对模型的回归项子集进行优化辨识，克服“组合爆炸”问题，简化计算．文中还讨论了基于该算法的人口死亡率建模和预报问题．
This paper deals with identification of subset autoregressive time series model. The motivation of this paper is to solve the problem of 'combinational explosion'which results from determination of the optimal subset of regression terms. By using simulated annealing, an approach for optimizing the subset is introduced for this pur-pose.The proposed algorithm is applied for modeling and prediction of monthly death rate in the population. The results show the effectiveness of the method,
出处
《应用科学学报》
CAS
CSCD
1997年第3期259-264,共6页
Journal of Applied Sciences
基金
国家自然科学基金
湖北省自然科学基金
