threshold autoregressive model

In the analysis of financial time series, the GARCH Model is suitable for depicting the conditional heteroscedasticity of financial time series and the threshold model ( threshold autoregressive or threshold ARMA model) is able to quite accurately describe the non-linear rules of series.

在金融时间序列分析中，GARCH模型适合描叙金融时间序列的异方差性，而门限模型（门限自回归或门限ARMA模型）能较为精确地刻画序列的非线性规律。

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Adaptive Threshold Algorithm Based on Autoregressive Model for Fault Detection of LRE in Ground Test

基于自回归模型的自适应阈值算法

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The purpose is to show that under certain conditions threshold autoregressive model can describe the random system of periodical regularity of more complicacy.

引进极限环的概念说明门限自回归模型的特性，并说明在一定条件下，门限自回归模型可以用来描述含有较复杂周期规律的随机系统。

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The paper has estimated earthquake intensity around 2000 year in Guangdong area by the threshold autoregressive model.

利用自激励门限自回归建模的原理和方法，对广东地区陆地和珠江口外以及台湾海峡部分地区2000年前后的最大地震强度进行了预测。

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The designing of a stepwise threshold autoregressive model is presented in this paper to improve the ordinary threshold autoregressive model that is imperfect in recognition.

针对门限自回归模型在模型识别方面的不足，提出了逐步门限自回归模型，并同时给出了该模型的一种建模方案。

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Optimal Fuzzy Partitioned Self excited Threshold Autoregressive Model for Low Flow Forecast

枯水径流预报的最优模糊划分自激励门限自回归模型

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Threshold Autoregressive Model and Limit Cycle of a Nonlinear System

门限自回归模型与非线性系统的极限环

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The core of threshold cointegration is the self-exciting threshold autoregressive model ( SETAR).

门限协整模型的核心是一个自激励门限自回归模型（SETAR）。

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In this paper, according to the theory of" Self excitation Threshold Autoregressive Model", a new model-the objective numeric prediction pattern as well as "on line prediction model" is established by analyzing the situation of the earthquake activities for many years.

本文根据自激励门限自回归模型原理，对多年的地震活动形势进行了分析，建立了用于地震大形势分析的客观化数值预测模式-在线预测模型。

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Threshold autoregressive model ( TAR) is a nonlinear sequential model which is segmentedly linear.

门限自回归模型（TAR）是一种分段线性的非线性时间序列模型。

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Application of Self-Excited Threshold Autoregressive Model to Low Flow Forecast

自激励门限自回归模型在枯水径流预报中的应用

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Threshold autoregressive model applied to prediction of karst spring flow

门限自回归模型在预测岩溶泉水流量中的应用&桂林岩溶试验场

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This thesis is composed of two sections in which we discuss generalized spectral density test of conditional autoregressive heteroscedasticity for threshold autoregressive model.

本文分两节对门限自回归模型中自回归条件异方差的广义谱密度检验进行了讨论。在第一节中，我们介绍了广义谱密度检验。

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Strong convergence rates of parametric estimation for threshold autoregressive model

门限自回归模型参数最小二乘估计的强收敛速度

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A time dependent parametric threshold autoregressive model and its application on climate forecast

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

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The threshold autoregressive model analysis of karst-fissure water dynamic system in northern karst area of China

岩溶裂隙水动态系统的门限自回归模型分析

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Designing of the stepwise threshold autoregressive model

逐步门限自回归模型及其建模方案

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