多维时间序列的周期分析

张吉峰

系统工程理论与实践 ›› 1999, Vol. 19 ›› Issue (6) : 49-55.

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PDF(179 KB)
系统工程理论与实践 ›› 1999, Vol. 19 ›› Issue (6) : 49-55. DOI: 10.12011/1000-6788(1999)6-49
论文

多维时间序列的周期分析

    张吉峰
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Periodic Analysis of Multi dimensional Time Series

    Ji Feng ZHANG
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摘要

根据作者提出的能量关联度理论,探讨了多维时间序列的周期分析问题,互能量关联度的计算及频率域上主要影响因素的提取,结合实例验证了理论和方法的可行性

Abstract

This paper, based on the writer's theory on energetic relevant degree, inquires into the subject of multi dimensional time series periodic analysis, the calculation of interrelating energetic relevant degree and the draw of main influence factor in the frequency range. Through combining practical examples, it demonstrates the feasibility of the theory and method.

关键词

能量关联度 / 协能量关联度 / 余能量关联度 / 周期分析 / 多维时间序列 /

Key words

energetic relevant degree / joint energetic relevant degree / orthogonal energetic relevant degree / periodic analysis multi dimensional time series

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张吉峰. 多维时间序列的周期分析. 系统工程理论与实践, 1999, 19(6): 49-55 https://doi.org/10.12011/1000-6788(1999)6-49
Ji Feng ZHANG. Periodic Analysis of Multi dimensional Time Series. Systems Engineering - Theory & Practice, 1999, 19(6): 49-55 https://doi.org/10.12011/1000-6788(1999)6-49
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