基于商拓扑结构的序列构成和预测
首发时间:2007-12-28
摘要:将具有一定相关性的多个时间序列作为整体进行研究,即对多变量时间序列分析,这将有利于更好地了解各时间序列的特性。故对于时间序列的预测问题,本文综合考虑具有相关性的时间序列,这些相关性的时间序列在商空间模型中,依据信息的相关性,综合利用多个相关序列提供的信息对其中一个序列进行预测,使信息不完备的影响通过商空间理论中的分解和合成法尽可能的减小,从而获得尽可能多的准确信息和规则。所以,这种对问题的解决方式是一种合理的方法。相关的实验数据表明了这种方法的有效性。
关键词: 商空间、商拓扑、时间序列、预测模型
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Constitute and Forecasting of Series Based on Quotient Topology
Abstract:Researching these time-series which are interdependency as integration, namely multi-variable time-series analysis, so the properties of these time-series will be realized better. For the forecasting question of time-series, in this paper, the relative time-series are dealt with synthetically. In Quotient Space Model, based on relativity of information, in order to reduce the impact of the incomplete information, the decomposition and synthesis method of Quotient Space Theory is introduced to obtain more accurate information and rules. The result of experiments shows that the method is effective. Therefore, the solution to the problems is undoubtedly a reasonable approach.
Keywords: quotient space, quotient topology, time-series, forecasting model
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