时间序列分析中的模型定阶策略

模型的定阶问题是时间序列分析(包括参数谱估计、系统辨识,回归分析)研究领域中的一个重要问题。本文对现有的数种模型定阶方法,进行了分析、讨论和归纳,指出了它们所适用的场合及优劣。

Rules of Judging Models for Time Series Analysis

Judging model's order is an important problem in time series analysis(such as parameter spectral estimation, system identification, regressive an-alysis). This paper discusses and analyses several ways to judge model's orderwhich have been developed. At the same time it point out their usage, andcompares them with each other.