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1、目錄目錄1緒論........................................................……11.1論文的背景和意義........................................……11.2研究現(xiàn)狀.......................................·········……21.2.1時間序列分析的發(fā)展概況..............................……21.2.2非線性時間序列分析的發(fā)展概況........
2、................……21.2.3小波分析..........................··················……31.3基于小波的時間序列預測..................................……41.3.1時間序列預測........................................……41.3.2小波預測方法........................................……51.4本文的研究目的及結構安排.....
3、...........................……61.5小結....................................................……72小波分析.....................................···············……82.1小波....................................................……82.2小波變換.....................................
4、.......····……82.2.1連續(xù)小波變換........................................……82.2.2離散小波變換與小波框架..............................……92.3多分辨分析.............................................……102.3.1多分辨分析.........................................……102.3.2二尺度方程及多分辨濾波器組.......
5、..................……102.4MALLAT算法............................................……n2.5常用的小波基及其特性...................................……122.5.1常用的幾種小波基...................................……122.5.2小波基和分解層數(shù)的選擇.............................……132.6小結................
6、...................................……143滬鋁期貨的小波AR毗模型...................................……153.1背景介紹...............................................……153.1.1期貨起源...........................................……153.1.2中國期貨發(fā)展和研究現(xiàn)狀.............................……15
7、3.2自回歸滑動平均模型.....................................……163.2.1ARMA模型介紹與識別................................……163.2.2序列的平穩(wěn)性檢驗與平穩(wěn)化處理.......................……173.2.3模型定階...........................................……193.2.4模型參數(shù)估計....................................
8、...……193.2.5模型的預測.........................................……203.3滬鋁期貨的ARMA模型....................................……213.3.1數(shù)據(jù)來源...........................................……213.3.2建立模型.........................................
