具有时变参数的门限自回归模型及其在气候预报中的应用
A TIME-DEPENDENT PARAMETRIC THRESHOLD AUTOREGRESSIVE MODEL AND ITS APPLICATION ON CLIMATE FORECAST
-
摘要: 将时变参数模型引入门限自回归模型中,提出具有时变参数的门限自回归模型,并对昆明、蒙自、河口等地区3月温度序列进行预报,结果表明:这种模型比门限自回归模型的预报准确率有明显提高,这是因为用这种模型进行预报时,可以随时更新预报模式。Abstract: In this paper, A time-dependent parametric threshold autoregressive model is given and is appllied to forecasting the average temperature of March in Kunming, Mengzi, Hekou et al. Computational results show that the prediction accuracy of time-dependent parametric threshold autoregressive model has been obviously improved. This is because the time-dependent parametric threshold autoregressive model can update predicting equation at any time of need.
-
Key words:
- Time-dependent /
- Threshold autoregressive /
- Model build-up
点击查看大图
计量
- 文章访问数: 624
- HTML全文浏览量: 0
- PDF下载量: 1332
- 被引次数: 0