摘要
简单介绍了小波与AR模型原理,采用小波分解与AR模型相结合的方法对月平滑太阳黑子数进行预测。对594个月的数据序列进行小波分解重构,对分解后的信号用EViews软件进行自相关函数和偏相关函数分析,再分别对各重构信号建立相应的AR模型,进而对未来6个月的月平滑太阳黑子数进行预测,取得了较好的预测结果。
The principle of wavelet transform and AR model were briefly been introduced in this paper. And the method of combining wavelet decomposition and the AR model were used to predict the month smoothed sunspot number. With the wavelet decomposition and reconstruction of 594 months of data sequence, the decomposition of the signal autocorrelation function and partial autocorrelation function analysis by EViews software, and the reconstructed signal corresponding AR model, the results of smoothed sunspot number forecast for the next six months were desired.
出处
《信息技术》
2012年第11期98-100,共3页
Information Technology
