| 多维时间序列门限回归模型及其应用 |
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| 引用本文： | 曹杰,陶云,等.多维时间序列门限回归模型及其应用[J].气象科学,2002,22(2):205-209. |
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| 作者姓名： | 曹杰 陶云 |
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| 作者单位： | 1. 云南大学地球科学系,昆明,650091
2. 云南省气象台,昆明,650034 |
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| 基金项目： | 国家自然科学研究基金 ( D4 996 5 0 0 1 )的资助 |
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| 摘 要： | 在总结前人工作基础上，提出了一种关于多维时间序列门限回归模型的通用建模新方案，并从理论上证明了此新表达式与经典门限回归模型的一致性。将此模型应用于云南五月雨量的预报中，其平均历史拟合和外推预报准确率分别为71％和68％。表现此通用建模方案可行的；同时说明此类模型具有一定的使用价值。
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| 关 键 词： | 非线性 多维时间序列 半截多项式 气候变化 |
| 修稿时间： | 2000年2月26日 |
THE THRESHOLD REGRESSION MODEL OF MULTIDIMENSIONAL TIME SERIES AND ITS APPLICATION |
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| Cao Jie,Tao Yun,Tian Yongli.THE THRESHOLD REGRESSION MODEL OF MULTIDIMENSIONAL TIME SERIES AND ITS APPLICATION[J].Scientia Meteorologica Sinica,2002,22(2):205-209. |
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| Authors: | Cao Jie Tao Yun Tian Yongli |
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| Institution: | Cao Jie 1 Tao Yun 2 Tian Yongli 1 |
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| Abstract: | After summarizing the correspondence studies,the new method of building the threshold regression model of multidimensional time series has been advanced.The coherence between the new model and classical model has been proved theoretically.The new model was applied to forecast the May rainfall of Yunnan.The fitting and the forecasting accuracy of the new model are 71% and 68% respectively.The results indicated that the new method of building the threshold regression model of multidimensional time series is feasible and the new model has its applied value. |
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| Keywords: | Nonlinear Multidimensional time series Step polynomial Climatic change |
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