%0 Journal Article
%T Reliability Analysis of AR(q) Model<br>AR 建模预测可信度的非线性判据
%A Shen Jianrong
%A Yang Linquan
%A Chen Lin
%A <br>沈建荣
%A 杨林泉
%A 陈　琳
%J 系统工程理论与实践
%D 1998
%I 
%X There exists complex nonlinear structure in economic system.Using Grassberger procaccia mothod, this paper inspected the nonlinear structure of time series and proposed a nonlinear criteria for reliability forecasting of AR (q) model by reconstructing the phase space of time series and calculating the incidence in tegration.
%K AR (q)
%K model
%K nonlinear
%K reconstruction
%K correlation dimension<br>AR(q)建模
%K 非线性
%K 重构
%K 关联维度
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=9CCCDCDDFC36EDD9&yid=8CAA3A429E3EA654&vid=13553B2D12F347E8&iid=708DD6B15D2464E8&sid=46CB27789995047D&eid=E203FB1A272C9DD2&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=41&reference_num=0