搜搜考试网pre-whiten的意思
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pre-whiten的意思
A common approach for removing the serial correlation from a data set prior to applying a trend test has been to pre-whiten the series.这句中的
A common approach for removing the serial correlation from a data set prior to applying a trend test has been to pre-whiten the series.这句中的
在时间序列分析中,应用转换函数模型（transfer function models ）前的资料预备步.对输入变量x建立一个时间序列模型,然后用这一模型对输出变量y作校正.这一过程称“预白噪声化（prewhitening）”,目的在于消除（x,y）间的为相关（spurious correlation）.
参考文献：
1.Jonathan D.Cryer and Kung-Sik Chan(2008).Time Series Analysis with Application in R.
2.Bruce L.Bowerman,at ell (1993).Forecasting and Time Series.
参考文献：
1.Jonathan D.Cryer and Kung-Sik Chan(2008).Time Series Analysis with Application in R.
2.Bruce L.Bowerman,at ell (1993).Forecasting and Time Series.