摘要
该文介绍了MATLAB系统辨识工具箱在时间序列方面的应用。首先叙述了动态数据的分析与处理方法,时间序列模型阶次的判定及建模过程,然后给出了利用Matlab系统辨识工具箱对时间序列进行数据预处理,相关分析,ARMA模型参数估计,以及预报的方法和步骤,最后使用该方法对某水厂日供水量进行预测,结果说明该方法具有极强的实践意义。
In this paper the application of System Identification Toolbox of Matl ab in time series was introduced. Firstly, the method for analyzing and dealing w ith the dynamic data, the process of rank-determining and model-constructing of time series were discussed. Then, the method and steps of data pretreatment, cor r elation analyzing, parameter estimation of ARMA model and forecasting of time se ries with System Identification Toolbox of Matlab were displayed. At last the da ily water providing of a water plant was predicted with this method. The result shows that it is very useful in practice.
出处
《计算机仿真》
CSCD
2005年第4期105-107,182,共4页
Computer Simulation
关键词
时间序列
模型
系统辨识
Time series
Model
System identification
