必应词典为您提供multivariate-time-series-model的释义,un. 多元时间序列模型;
They are 'reduced-form' models because the single equation explains the dependent (endogenous) variable in terms of other (exogenous) explanatory variables.A single equation structural time series model is similar to Harvey's (1989) structural time series model, which was described in the previous...
One approach is to fit a suitable ARIMA or other linear time series model and then apply the usual Ljung-Box portmanteau test to the squares of the residuals. McLeod and Li (1983) suggested this as a general test for nonlinearity. The built-in function Box.test() provides a convenient fun...
multivariate time seriesSPLUStime seriesVARMA modelvector AR (VAR) modelsClimate change is the greatest environmental challenge facing the world today. Rising global temperatures will bring changes in weather patterns, rising sea levels and increased frequency and intensity of extreme weather. The Yearly...
3. We establish the combined regression-time-series model for Chinese inflation and compare its forecast results to that of regression model. 回归模型的残差项反映了对被解释变量有影响但未列入解释变量的因素所产生的噪音 ,这部分噪音可由时间序列模型进行拟合 。 更多例句>> 补充...
The staple of econometrics textbooks, the simultaneous equations model, is a multivariate model; and when the data are time series it becomes a multivariate time series model. John Geweke (1978) laid out the connection of the notation and standard assumptions of simultaneous equations modelling to ...
另外,时序深度学习库tsai(https://timeseriesai.github.io/tsai/,github https://github.com/timeseriesAI/tsai)TST,ROCKET Pytorch,ROCKET,RNNAttention,RNNAttentionPlus,XCM,MINIROCKET,ConvTransPlus等模型支持multivariate time series, 详情可查看https://timeseriesai.github.io/tsai/models.[modelname].html。例...
The simulation results based on the real data collected from the Rufiji Delta, Tanzania, show that this kind of model is well suited to predicting suspended sediment concentration and transportation of sediment. 展开 关键词: multivariate time-series model suspended sediment concentration current velocity...
The basis of the time series model currently supported by BQML is theAutoRegressive Integrated Moving Average (ARIMA)model. The ARIMA model predicts using only existing time series data and is known to have good short-term prediction performance, and since it combines AR and MA, it is a popul...
VAR in particular is often seen as a tractable reduced form (RF) of a rational expectation model (Sims 1980). In association with VAR, macroeconomic theory is linked to the behaviour of the impulse response function. Here the uniqueness of the impulse response function and the various ...