arXiv 1303.48672013-03math-phmath.MPmath.PRmath.STq-fin.STstat.TH

自激门限AR模型中时滞和非时滞的小波识别

The Identification of Thresholds and Time Delay in Self-Exciting Threshold AR Model by Wavelet

Song-Yon Kim, Mun-Chol Kim

备注：: 4 pages, presented in International Symposium in Commemoration of the 65th Anniversary of the Foundation of Kim Il Sung University (Mathematics), 20-21. Sep. Juche100(2011) Pyongyang DPR Korea, ver 2 corrected title and some typos
发表信息：: International Symposium in Commemoration of the 65th Anniversary of the Foundation of Kim Il Sung University (Mathematics), 20-21. Sep. Juche100(2011) Pyongyang DPR Korea, 92-95pp

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摘要：

本文研究了更一般情况下的阈值和时滞的小波辨识问题，不要求时滞小于模型的阶数。本文从自激门限自回归模型出发，构造了一个经验小波，并利用它对模型中的门限和时延进行了辨识。

英文摘要：

In this paper we studied about the wavelet identification of the thresholds and time delay for more general case without the constraint that the time delay is smaller than the order of the model. Here we composed an empirical wavelet from the SETAR (Self-Exciting Threshold Autoregressive) model and identified the thresholds and time delay in the model using it.

机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。