中文说明:基于卡尔曼算法的AR模型系数预测,利用卡尔曼滤波算法对AR模型的系数进行实时更新,可以观察到预测准确度有明显提高
English Description:
Based on Kalman algorithm, the coefficients of AR model are updated in real time by Kalman filter algorithm, and the prediction accuracy is improved obviouslyCoefficient prediction of AR model based on Kalman algorithm
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中文说明:基于卡尔曼算法的AR模型系数预测,利用卡尔曼滤波算法对AR模型的系数进行实时更新,可以观察到预测准确度有明显提高
English Description:
Based on Kalman algorithm, the coefficients of AR model are updated in real time by Kalman filter algorithm, and the prediction accuracy is improved obviously