时间序列分析

词组短语

analysis of time series · time series analysis

与时间序列分析相关的网络例句 [注：此内容来源于网络，仅供参考]

Time series analysis of the book, including time series analysis methods.

详细说明：有关时间序列分析的好书，包括时间序列分析的各种方法。

Research of the framework of time series analysis system and its Implement An opened integrated framework of time series analysis system is proposed.

5时间序列分析系统框架研究和原型系统开发提出了一个集成、开放的时间序列分析系统框架。

Stationary and nonstationary processes, including ARIMA processes. Estimation of process mean and autocovariance function. Fitting ARIMA models to data. Statistical tests for white noise. Forecasting. State space models and the Kalman filter. Robust time series analysis. Regression analysis with correlated errors. Statistical properties of long memory processes.

静态和非静态过程(包括 ARIMA 过程)，均值和时间序列分析：自协方差估计，用 ARIMA 模型拟和数据，白噪声序列的统计检验，预报，状态空间模型和 Kalman 过滤，时间序列分析的稳健性，残差具有相关性的回归分析。

According to the characteristic of statistics, time series is divided into two classes.

时间序列分析按时间序列的统计特性可以分为平稳时间序列和非平稳时间序列两类。

In chapter two, this paper has made and explained operation course, the definition of the security investment fund and net value computing technology of the security investment fund at first; this paper uses time the analytical method of the array to analyse the array of net value of the fund, divide which into secular trend array , season index array , circulation fluctuate index array and random fluctuate index array and analyse them respectively.

在第二章，本文首先对证券投资基金的运作过程、证券投资基金的定义及净值的计算方法作了阐述，随后本文运用时间序列分析方法对基金净值序列进行分析，将其分解为长期趋势序列、季节指数序列、循环波动指数序列和随机波动指数序列并分别对其进行分析。

The effect of tribology factors on bearing vibration is studied experimentally. AR model and WPT are used to processing the normal arid abnormal signals. The results are as follows:1. The vibration of ball bearings is caused by the tribology action of contact pairs of ball and ring races and has the essential of tribo-dynamics. Any factors affecting the tribology characteristics of contact pairs will affect vibration and noise of bearings consequently.2. Vibration characteristics of bearing keep almostly unchanged with the increasing of axial load expecting the increasing of nature frequencies. When radial load increasing with axial load unchanged, nature frequencies keep unchanged but some new vibration peaks appears in the spectrum.3. Vibration amplitudes are damped and nature frequency are enhanced with sufficient lubrication. Vibration and noise of bearings increase obviously and roar can happen and the contact surfaces scratch slightly under insufficient and unclean lubrication state. Bearing will be disabled in a few minutes without any lubrication.4. Bearing vibration is unstable under low speed. With the speed increasing, the vibration become stable and natural frequencies increase slightly but the amplitudes increase apparently.5. Bearing vibration can be excited only by some harmonics ofwaviness without lubrication and by all harmonics with lubrication based on the theoretical analysis.6. The nature frequencies of ball bearings decrease with the increasing sizes. When international clearance increasing, nature frequencies decrease in radial and increase in axial and angular and the amplitudes increase in radial and decrease in axial and angular. When the number of balls increasing, nature frequencies increase and amplitudes decrease. When the pitch diameter increasing, axial nature frequency increase and others nearly keep no change. When outer race groove curvature radius increasing, nature frequencies increase in radial and decrease in axial and angular and amplitudes keep no change in radial and increase in axial and angular. When inner race groove curvature radius increasing, nature frequencies decrease and amplitudes increase.7. The distortion in amplitude and frequency components of bearing vibration signals picked up by the present probe measurement method is founded and right conclusions cannot be achieved by the signals. When accelerometer is rigidly screwed with steel stud onto a flat outer surface of a ball bearing, vibration signal can be got without distortion and the reliability of research on bearing vibration is assured.8. AR model is suitable for large samples of bearing vibration signals, square root of length of samples can be used as the upper limitation of order determination and the FPE order selection criterion is effective. Many advantages of AR spectrum are founded over the classical based on FFT.9. Time-Frequency analysis is necessary for abnormal noise of ball bearings. WPT overcomes the principle shortcomings of STFT and proved to be a best tool to process the abnormal signals.

理论分析和试验研究表明： 1球轴承振动是钢球—滚道接触副中的各种摩擦学作用引起的，具有摩擦动力学的本质，任何对接触副的摩擦学特性有影响的因素都将对球轴承的振动和噪声特性产生影响； 2中心轴向载荷作用下，载荷增大使球轴承的固有振动频率升高，载荷越大同样的载荷增幅引起的频率升幅减小，足够大的中心轴向载荷作用下载荷的变化对球轴承振动的频率特性不会产生明显的影响； 3轴向和径向联合载荷作用下，径向载荷不大时球轴承振动的固有频率基本不变，但是可能引起变刚度激励的非线性振动，出现新的频峰，过大的径向载荷将使部分钢球脱离接触，使球轴承的振动和噪声呈现不稳定状态； 4润滑对球轴承的振动和噪声特性有重要的影响，良好的润滑对振动有明显的抑制作用，润滑不充分时，振动和噪声的水平会有明显增高，一定条件下还会激发接触副中的谐振，发出啸声，造成接触表面的伤害，无润滑干接触时，短时的运转就会损伤接触副表面，使振动和噪声迅速增大，并随时可能引发严重的磨损和卡滞失效；接触副润滑良好时，油膜的"刚化效应"使球轴承振动的固有频率有所提高，润滑剂中含有弥散性污浊时，振动的幅度总体升高，但弥散性污浊不会改变球轴承振动的频率特性；浙江大学博士学位论文：球轴承振动的研究 5低速时，球轴承振动的基本特征呈现不稳定状态，随着转速的提高，球轴承振动的频率特性趋于稳定，固有频率频峰升高； 6理论分析表明，干接触时钢球和滚道表面波纹度的某些谐波分量能激励球轴承的振动，振动的幅值与谐波幅值成正比，实际球轴承中钢球的分布不可能完全均匀，波纹度的激励作用会随时发生；润滑接触的分析表明，波纹度的任意谐波分量均能激励球轴承的振动； 7球轴承的几何和结构参数分析表明，球轴承尺寸越大，径向、轴向和角振动的固有频率越低；钢球中心圆直径增大，球轴承的径向和轴向振动的固有频率基本不变，角振动的固有频率有所上升，振动的幅频特性基本不变；径向游隙加大使球轴承的径向振动固有频率降低，轴向和角振动的固有频率有所升高，径向振动幅频特性的幅值升高，而轴向和角向降低；钢球的数量增多使球轴承振动的固有频率上升，幅频特性的幅值下降，径向振动的幅值下降最为明显；外圈沟曲率半径系数增大使球轴承径向振动的固有频率升高，轴向和角振动的固有频率降低，径向幅频特性基本不变，轴向和角向幅频特性幅值升高；内圈沟曲率半径系数增大使径向、轴向和角振动固有频率均下降，振动幅频特性的幅值均有升高； 8试验对比表明，传感器采用探针式安装时，由于探针接触副接触特性的影响，钡(量得到的球轴承振动信号有失真，采用专门设计和制作的试验球轴承，以固定式安装加速度计，首次测量得到了球轴承振动的真实信号，通过对振动信号的分析，验证了球轴承振动的理论模型； 9)基于时间序列分析的AR模型适用于大样本球轴承振动信号的分析，以样本长度的均方根值作定阶上界，FPE做判阶准则，给出的AR谱光滑，频率分辨率高，是球轴承振动分析的简便而可靠的手段； 10以时频域分析的小波包变换分析球轴承异音信号能够比较好地定位和聚焦异音发生的时间，时间间隔，频率范围，同样是球轴承振动分析的可靠的手段，可用作球轴承故障诊断技术。

Based on the research work of basic theories including phase space reconstruction,embedding theorem,correlation dimension,local dynamics,Lyapunov exponents,surrogate data etc,based on the research work of general methods such as principal component analysis,correlation dimension GP algorithm,false neighbors method,nonlinear time series prediction,local prediction, adaptive prediction,neural network model,support vector machines regression model, prediction power,nonlinear detection,coarse-graining methodology,conditional entropy and so on,the framework of nonlinear time series analysis are constructed.

在对包括相空间重构、嵌入定理、关联维数、局部动力学、Lyapunov指数、替代数据(来源：A97BC论文网www.abclunwen.com)、等基本理论与其物理意义的研究和讨论基础上；在对包括主分量分析、关联维数GP算法、伪邻近点法、非线性时间序列预测、局域预测、自适应预测、神经网络模型、支持向量回归模型、预测效果、非线性检测、粗粒化方法、条件熵等非线性时间序列一般分析方法的原理和算法研究基础上；构建了新的非线性时间序列分析的理论体系，归纳总结了非线性时间序列分析的基本问题和主要研究方面。2。

The traditional analytical method of time series analysis applied in economy is mainly the analytical method of time series in a fixed time, such as Exponential Smoothing method、Moving Average method、Decomposition of the time series and so on.

传统的时间序列分析方法在经济中的应用，主要是确定性的时间序列分析方法，包括指数平滑法、移动平均法、时间序列的分解等等。

Traditional time series analysis method applied in the economy, mainly deterministic time series analysis methods, including exponential smoothing, moving average method, the decomposition of time series and so on.

传统的时间序列分析方法在经济中的应用，主要是确定性的时间序列分析方法，包括指数平滑法、移动平均法、时间序列的分解等等。

This thesis keens on the DM utilizing research in coal mine gas forecasting. It is explained about domestic and outboard researching present conditions of time series data mining, time series analysis, formalized expression and model establishment of time series. Through analysising the features of coal mine gas observing data and several species of model. This thesis declares a suitable data and model ARMA.

本文的主要研究方向是时间序列数据建模及其在煤矿瓦斯预测中的应用研究，文中就时间序列数据建模的国内外研究现状、时间序列分析、形式化表示和时间序列的建模等进行了详细的论述，在分析了煤矿瓦斯监测数据的特点和多种模型的特征基础上，提出了本文所适用的数据模型为ARMA，同时，对特定的数据进行了数据建模，并对结果进行了分析和验证。

与时间序列分析相关的网络解释 [注：此内容来源于网络，仅供参考]

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