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1. \u65f6\u95f4\u5e8f\u5217\u7684\u57fa\u672c\u601d\u60f3\uff1a
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\n2. \u65f6\u95f4\u5e8f\u5217\u7684\u57fa\u672c\u7279\u5f81\uff1a
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\n2.2 \u65f6\u95f4\u5e8f\u5217\u53d8\u52a8\u5b58\u5728\u7740\u89c4\u5f8b\u6027\u548c\u4e0d\u89c4\u5f8b\u6027
\n2.3 \u65f6\u95f4\u5e8f\u5217\u6a21\u578b\uff1a
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\n\uff083\uff09 \u81ea\u56de\u5f52\u79fb\u52a8\u5e73\u5747ARMA\uff08p,q\uff09\u6a21\u578b\uff1a\u4e00\u4e2aARMA\u8fc7\u7a0b\u53ef\u80fd\u662fAR\u4e0eMA\u8fc7\u7a0b\u3001\u51e0\u4e2aAR\u7684\u8fc7\u7a0b\u3001AR\u4e0eAR-MA\u8fc7\u7a0b\u7684\u53e0\u52a0\uff0c\u4e5f\u53ef\u80fd\u662f\u6d4b\u5ea6\u8bef\u5dee\u8f83\u5927\u7684AR\u8fc7\u7a0b\u3002
\n\uff084\uff09 \u81ea\u56de\u5f52\u7efc\u5408\u79fb\u52a8\u5e73\u5747ARIMA(p,d,q)\u6a21\u578b\uff08\u53c8\u79f0\u4e3aBox-Jenkins\u6a21\u578b\uff09\uff1a\u7c7b\u4f3cARMA\uff0c\u4f46\u6570\u636e\u5fc5\u987b\u7ecf\u8fc7\u7279\u6b8a\u5904\u7406\u3002\u7279\u522b\u662f\u5f53\u7ebf\u6027\u65f6\u95f4\u5e8f\u5217\u975e\u5e73\u7a33\u65f6\uff0c\u4e0d\u80fd\u76f4\u63a5\u5229\u7528ARMA(p,q)\u6a21\u578b\u3002\u53ef\u4ee5\u5229\u7528\u6709\u9650\u9636\u5dee\u5206\u4f7f\u975e\u5e73\u7a33\u65f6\u95f4\u5e8f\u5217\u5e73\u7a33\u5316\u3002\u82e5\u65f6\u95f4\u5e8f\u5217\u5b58\u5728\u5468\u671f\u6027\u6ce2\u52a8\uff0c\u53ef\u4ee5\u6309\u65f6\u95f4\u5468\u671f\u8fdb\u884c\u67e5\u5206\u3002
\n3. \u65f6\u95f4\u5e8f\u5217\u5efa\u6a21\u57fa\u672c\u6b65\u9aa4\uff1a
\n\uff081\uff09 \u7528\u89c2\u6d4b\u3001\u8c03\u67e5\u3001\u7edf\u8ba1\u3001\u62bd\u6837\u7b49\u65b9\u6cd5\u53d6\u5f97\u88ab\u89c2\u6d4b\u7cfb\u7edf\u65f6\u95f4\u5e8f\u5217\u52a8\u6001\u6570\u636e\u3002
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\n\uff083\uff09 \u8fa8\u8bc6\u5408\u9002\u7684\u968f\u673a\u6a21\u578b\uff0c\u8fdb\u884c\u66f2\u7ebf\u62df\u5408\uff0c\u5373\u7528\u901a\u7528\u968f\u673a\u6a21\u578b\u53bb\u62df\u5408\u65f6\u95f4\u5e8f\u5217\u7684\u89c2\u6d4b\u6570\u636e\u3002\u5bf9\u4e8e\u77ed\u6216\u7b80\u5355\u7684\u65f6\u95f4\u5e8f\u5217\uff0c\u53ef\u7528\u8d8b\u52bf\u6a21\u578b\u548c\u5b63\u8282\u6a21\u578b\u52a0\u4e0a\u8bef\u5dee\u6765\u8fdb\u884c\u62df\u5408\u3002\u5bf9\u4e8e\u5e73\u7a33\u65f6\u95f4\u5e8f\u5217 , \u53ef\u7528\u901a\u7528 AR – MA \u6a21\u578b(\u81ea\u56de\u5f52\u6ed1\u52a8\u5e73\u5747\u6a21\u578b)\u53ca\u5176\u7279\u6b8a\u60c5\u51b5\u7684\u81ea\u56de\u5f52\u6a21\u578b \u3001\u6ed1\u52a8\u5e73\u5747\u6a21\u578b\u6216\u7ec4\u5408 ARMA \u6a21\u578b\u7b49\u6765\u8fdb\u884c\u62df\u5408 \u3002\u5f53\u89c2\u6d4b\u503c\u591a\u4e8e 50 \u4e2a\u65f6\u4e00\u822c\u90fd\u91c7\u7528 ARMA\u6a21\u578b\u3002<\/p>\n
4. \u8865\u5145
\n\u6709\u4eba\u7528\u4e0d\u540c\u7684\u6570\u636e\u5c06\u795e\u7ecf\u7f51\u7edc\u6a21\u578b\u4e0eBox-Jenkins\u6a21\u578b\u8fdb\u884c\u6bd4\u8f83\u3002
\n\u5bf9\u4e8e\u77ed\u671f\u9884\u6d4b\uff0cBox-Jenkins\u8981\u4f18\u4e8e\u795e\u7ecf\u7f51\u7edc\u6a21\u578b\u3002
\n\u5bf9\u4e8e\u957f\u671f\u9884\u6d4b\uff0c\u795e\u7ecf\u7f51\u7edc\u4f18\u4e8eBox-Jenkins\u6a21\u578b\u3002<\/p>\n
\u53c2\u8003\u6587\u732e\uff1a
\n\u7f57\u82b3\u743c, \u5434\u6625\u6885. \u65f6\u95f4\u5e8f\u5217\u5206\u6790\u7684\u7406\u8bba\u4e0e\u5e94\u7528\u7efc\u8ff0[J]. \u67f3\u5dde\u5e08\u4e13\u5b66\u62a5, 2009, 24(3):113-117.<\/p>\n","protected":false},"excerpt":{"rendered":"
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