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 2 BIC: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 | 18.0 | 36.831 | 73.5 | 38.611 | 99.4 | 41.012 | | 400 | 27.6 | 36.838 | 88.9 | 38.627 | 99.9 | 41.038 | | 500 | 38.6 | 36.842 | 95.7 | 38.642 | 100.0 | 41.064 | | 600 | 50.2 | 36.862 | 98.4 | 38.648 | 100.0 | 41.072 | | 700 | 60.9 | 36.864 | 99.5 | 38.656 | 100.0 | 41.078 |
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