摘要
根据实际问题，针对有限个数据ｗｋ，ｗｋ－１，…，ｗ１，给出了Ｗｋ＋ｌ的严格的线性最小方差预报和实现这种预报的适时递推公式和计算方法，并与平稳预报进行比较，得到两者有渐近相等的一步预报误差方差。
In this paper, we gave a timely recurrence formula about strict linear minimum variance forecasting and realizing the forecasting of wk+l in the light of acutal condits and finite date wk,wk-1,…,w1. Stationary forecasting and obtained a step of forecasting error variance in which both asymptotically equl.
关键词
新息序列
新息预报
一步预报
误差方差
渐近相等
时间序列
new information series
new information forecasting
a step of forecasting
error variance
asymptotically equal
