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短自回归序列中序列相关系数的不同定义AI 解读

Various definitions of the serial correlation coefficient are considered in relation to alternative methods of estimating autoregressive parameters from short time-series. It is concluded that estimates based on three experimental series considered are affected less by changes in definition of the serial correlation coefficient than by changes in the basic method of estimation. However, two definitions are shown to be dependent on the size of the correction for the mean and…

短自回归序列中序列相关系数的不同定义AI 解读

Various definitions of the serial correlation coefficient are considered in relation to alternative methods of estimating autoregressive parameters from short time-series. It is concluded that estimates based on three experimental series considered are affected less by changes in definition of the serial correlation coefficient than by changes in the basic method of estimation. However, two definitions are shown to be dependent on the size of the correction for the mean and…

为估计自回归参数增加短时间序列的有效长度AI 解读

Techniques of overcoming biases in serial correlation coefficients computed from short linear autoregressive time-series are considered. Two alternative estimates of autocorrelation coefficients are suggested as probable improvements over the usual estimates based on averages of observations made over a seasonal period. The alternative estimates are obtained, for example, from 12 yearly series, one for each month, and are: 1. an average of serial coefficients computed from…

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