期刊文献+

一种时序混合模型的模型选择方法探讨

Discussions of A Model Selection Method in Time-Series Mixture Model
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摘要 根据时间序列数据所表现的性质,提出一种新的时序混合模型,并采用一种基于优化的距离来确定成分的个数,并给出了相关的推导. This paper introduces a new kind of time-series mixture model to study the features of time series. And adopt a distance which is based on optimization to determine the components and give some derivation.
作者 来鹏
出处 《数学研究》 CSCD 2007年第3期309-313,共5页 Journal of Mathematical Study
基金 全国统计科研计划项目lx2005-y18
关键词 混合模型 时间序列 优化距离 模型选择 mixture model time series optimization distance model selection
  • 相关文献

参考文献3

  • 1Le N D, Martin R D, Raftery A E. Modeling flat streches, bursts, and outliers in time series using mixture transition distribution models. Journal of the American Statistical Association, 1996, 91: 1504- 1514.
  • 2来鹏,陈平.基于遗传算法的时序混合模型的参数估计[J].山西师范大学学报(自然科学版),2004,18(3):12-19. 被引量:1
  • 3Zhu Liu, Qian Huang. A new distance measure for probability distribution function of mixture type. 2000, IEEE, 616--620.

二级参考文献6

  • 1[1]Nhu D Le,Douglas Martin R, Adrian E Raftery.Modeling flat stretches,bursts,and outliers in time series using mixture transition distribution models[J].Journal of the American Statistical Association,1996,91:1504~1514.
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  • 6[6]Zhu Liu, Qian Huang.A new distance measure for probability distribution function of mixture type[J].IEEE,2000:616~619.

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