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autoregressive moving average model
释义
autoregressive moving average model
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理学
时间序列
释
autoregressive moving average model
ARMA模型
时间序列观测值和它以前若干时刻的观测值可能存在线性关系时的一种建模方法。包括了白噪声当前和以前时刻的若干项。又称自回归滑动平均模型。
Mathematics
>数理统计>时间序列分析>释义
autoregressive moving average model
自回归滑动平均模型
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