Estimation of the Interpolation Error Variance and an Index of Linear Determinism
插值误差方差与线性确定性指标的估计
The autoregressive and window estimators of the inverse variance, Ri (0), say, are adopted for estimating the interpolation error variance, {Ri (0)}−1, and an index of linear determinism, A, of a stationary process {Xt}. The index A is defined as 1 −{R(0) Ri (0)}−1, where R(0) denotes the variance of Xt; A measures the proportion of total variance explained by the interpolator when interpolating Xt, say, from {Xs, S ≠ t}. Some uses of A and {Ri (0)}−1 are discussed. The…