具有季节谐波的混合季节和子集傅里叶模型

I. Iwok, Murphy Dooga
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引用次数: 1

摘要

本文将Box-Jenkins季节模型拟合到一个温度序列中,发现模型充分性假设不成立。引入了具有季节谐波的子集傅里叶级数,并将其添加到发现不足的纯季节分量中。这种组合产生了具有季节谐波的混合季节和子集傅里叶模型。将混合模型拟合到数据中,并进行诊断检查。试验表明该模型是合适的。对比研究结果表明,混合模型的性能优于纯季节模型和子集傅里叶模型。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Mixed Seasonal and Subset Fourier Model with Seasonal Harmonics
In this work, Box-Jenkins seasonal model was fitted to a temperature series and the assumption of model adequacy was found to be violated. Subset Fourier series with seasonal harmonics was introduced and added to the pure seasonal component that was found to be inadequate. This combination resulted in a mixed seasonal and subset Fourier model with seasonal harmonics. The mixed model was fitted to the data and was subjected to diagnostic checks. The tests revealed that the model was adequate. Comparative study was also carried out and the results showed that the mixed model performed better than the pure seasonal and the subset Fourier model.
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