| 赵越,宋立新,回德俊.Copula方法在时间序列趋势项提取中应用[J].,2010,(5):831-837 |
| Copula方法在时间序列趋势项提取中应用 |
| Application of Copula method to extracting trends of time series |
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| DOI：10.7511/dllgxb201005037 |
| 中文关键词: 通过动力系统方法对证券市场指数的预测进行了实证 |
| 英文关键词: time series trends Copula functions integral absolute error(IAE) dynamical system phase space reconstruction |
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| 摘要点击次数: 945 |
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| 中文摘要: |
| 对用动力系统方法进行非线性时间序列趋势项预测的问题进行了探讨．引入Copula函数构造的误差衡量模型，对几种时间序列趋势项的提取方法进行了比较，在比较准则的构造上有所创新．进而从时间序列中提取的趋势项为数据， |
| 英文摘要: |
| Prediction of trends for time series is investigated by the dynamical systems methods. Several methods of extracting the trends of time series are compared by the aid of the error measurement model derived from Copula functions. The constructing method of the comparison criterion is innovated. Using the trends of time series data, the prediction of the stock market index through the dynamical system demonstrates the validity of this method. |
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