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CGR shi yi zhong die dai ying she ji shu ji yu CGR zuo biao ti chu le yi zhong jiang DNA xu lie zhuan huan cheng yi ge shi jian xu lie CGR you zou xu lie de fang fa bing yin ru chang ji yi ARFIMA mo xing lai fen xi fen xi le shi tiao DNA xu lie de CGR you zou xu lie fa xian du neng yong chang ji yi ARFIMA mo xing gao du xian zhu di ni he yin wei he shi de ARFIMA mo xing zai mo xing xuan ze shi cheng gong lv jiao di qie zai can shu gu ji zhong zui da si ran ji suan liang jiao da kao lv li yong duan ji yi ARMA 1 1 guo cheng qu jin si chang ji yi ARFIMA p d q guo cheng zheng ming le zhe zhong shi...
CGR shi yi zhong die dai ying she ji shu ji yu CGR zuo biao ti chu le yi zhong jiang DNA xu lie zhuan huan cheng yi ge shi jian xu lie CGR you zou xu lie de fang fa bing yin ru chang ji yi ARFIMA mo xing lai fen xi fen xi le shi tiao DNA xu lie de CGR you zou xu lie fa xian du neng yong chang ji yi ARFIMA mo xing gao du xian zhu di ni he yin wei he shi de ARFIMA mo xing zai mo xing xuan ze shi cheng gong lv jiao di qie zai can shu gu ji zhong zui da si ran ji suan liang jiao da kao lv li yong duan ji yi ARMA 1 1 guo cheng qu jin si chang ji yi ARFIMA p d q guo cheng zheng ming le zhe zhong shi ying xing fang fa de jun fang wu cha zhun ze bing yin ru DNA xu lie de shi tiao CGR you zou xu lie yong yi fen xi yan zheng le zhe zhong jin si fang fa de you xiao xing wei chang ji yi DNA xu lie zhao dao le yi ge suan fa geng wei jian dan de jin si mo xing zai ci ji chu shang huan kao lv li yong ARMA 2 2 mo xing qu bi jin ARFIMA 0 d 0 mo xing ji yu ARMA 2 2 mo xing he ARMA 1 1 mo xing you xiao xing sun shi lv de bi jiao ke zhi ARMA 2 2 jin si mo xing you yu ARMA 1 1 jin si mo xing wei yan zheng ci jie lun yin ru le fu cong ARFIMA 0 d 0 mo xing de CGR you zou xu lie yong yi fen xi bi jiao le ARMA 1 1 he ARMA 2 2 zhe liang ge mo xing jin si ARFIMA 0 d 0 mo xing de you xiao xing gen ju can cha biao zhun cha de jie guo ke de ARMA 2 2 jin si mo xing you yu ARMA 1 1 jin si mo xing wo men xiu gai le Kalman lv bo di tui gong shi jie jue le chang ji yi ARFIMA mo xing de que shi shu ju wen ti bing li yong DNA xu lie de CGR you zou xu lie yan zheng le ci fang fa de you xiao xing ji yu yi jian li de DNA xu lie de CGR you zou mo xing wo men jian li le lian jie dan bai zhi xu lie de CGR you zou mo xing bing yin ru chang ji yi ARFIMA mo xing lai fen xi fa xian lai zi 12 tiao xi jun quan ji yin zu de lian jie dan bai zhi xu lie de CGR you zou xu lie neng yong chang ji yi ARFIMA mo xing xian zhu di ni he
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