信噪比在AR模型定阶方法选择中的研究
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王志刚,丁义明
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Research on Signal-to-Noise Ratio in Order Selection of AR Model
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Zhigang Wang,Yiming Ding
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表 1 AIC:不同λmax和T下对应的定阶准确率与信噪比
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| 序列长度 | \lambda_{\max }=0.4 | \lambda_{\max }=0.5 | \lambda_{\max }=0.6 | | 准确率(%) | 信噪比 | 准确率(%) | 信噪比 | 准确率(%) | 信噪比 | | 300 | 62.0 | 36.831 | 88.4 | 38.611 | 90.5 | 41.012 | | 400 | 73.8 | 36.838 | 90.6 | 38.627 | 91.2 | 41.038 | | 500 | 81.5 | 36.842 | 90.8 | 38.642 | 91.1 | 41.064 | | 600 | 85.2 | 36.862 | 91.3 | 38.648 | 90.8 | 41.072 | | 700 | 87.6 | 36.864 | 91.3 | 38.656 | 91.0 | 41.078 |
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