ARMAX模型两种自适应k步超前预报形式的比较
Comparison of Two forms of Adaptive k-Step-Ahead Predictors for Armax Model
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Abstract: For k-step-ahead predictors of ARMAX model both single-step and multi-step forms are reviewed. The singlestep formulation depends on several past values of fixed step(k-step) predictors, while the rnultistep form uses multiple recursivity of different step (k-l-step k-2-step, ....) predictors at fixed time. In this paper the equivalence relation of two forms is established, in a addition, the comparison of them from the viewpoint of application and simulation results is given.
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Key words:
- ARMAX model /
- K-step-ahead predictor /
- singlestep form /
- multistep form
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