自相关的的英文

• autocorrelative

• "关"英文翻译    close; shut
• "的"英文翻译    4次方是 The fourth power of 2 i ...
• "自相关的二进制实现" 英文翻译 :    binary realization of autocorrelation
• "自相关" 英文翻译 :    auto correlation; autocorrelation; correlation; auto; natural correlation; self correlation; self-correlation; serial correlation
• "相关的" 英文翻译 :    a.pertinent; associated; cognate; coherent; correlatable; correlated; correlation ratio; correlative; dependant; dependent; in point; interfacing; interrelated; relevant - immaterial
• "有关的，相关的" 英文翻译 :    relative
• "部分自相关" 英文翻译 :    partial auto correlation; partial auto-correlation
• "二维自相关" 英文翻译 :    two-dimensional autocorrelation
• "非自相关" 英文翻译 :    nonautocorrelation
• "复自相关" 英文翻译 :    complex autocorrelation
• "负自相关" 英文翻译 :    negative autocorrelation
• "局部自相关" 英文翻译 :    partial autocorrelation
• "空间自相关" 英文翻译 :    spatial autocorrelation
• "零次自相关" 英文翻译 :    zero autocorrelation
• "拟自相关" 英文翻译 :    quasi autocorrelation; quasiautocorrelation
• "偏自相关" 英文翻译 :    partial autocorrelation
• "时间自相关" 英文翻译 :    temporal autocorrelation
• "信号自相关" 英文翻译 :    signal autocorrelation
• "一阶自相关" 英文翻译 :    first operation; first-order autocorrelation
• "疑自相关" 英文翻译 :    quasiautocorrelation
• "异相自相关" 英文翻译 :    out of phase autocorrelation
• "噪声自相关" 英文翻译 :    noise autocorrelation
• "真实自相关" 英文翻译 :    true autocorrelation
• "正自相关" 英文翻译 :    positive autocorrelation
• "周期自相关" 英文翻译 :    periodic autocorrelation

• Empirical likelihood ratio test for autocorrelation in linear model
  线性模型中自相关的经验似然比检验
• The method , which only needs three real dft coefficients , is at low computation and of high precision and fast frequency estimation
  ( 4 )基于dft理论和自相关理论,提出了结合fft和自相关的双信号频率估计算法。
• The requirement on the sequence ' s auto - correlation was loosened after the research on ambiguity function . the candidate sequences were great broadened
  在仔细研究二进制编码雷达的模糊函数的基础上，放松了lpi信号对自相关的要求。
• This paper tests by examining the autocorrelations of the daily returns . neither public information nor private information will generate significant serial correlation ,
  公共消息和私有信息不能促使股票收益产生明显的自相关，然而若交易噪声存在，则股票收益应该是自相关的。
• For fh signals , we proposed two algorithms too , one is a signal detection algorithm based multiple - hop autocorrelation ( mhac ) of fh signals , and the other is a parameter estimation algorithm based on time - frequency analysis
  对跳频( fh )信号，本文提出了基于多跳自相关的信号检测方法和基于时频分析的跳频参数估计方法。
• The core of the proposed new cdma system is the use of orthogonal complete complementary codes , whose autocorrelation function is zero for all even and odd shifts except the zero shift and , whose crosscorrelation function is zero for all possible shifts
  在本系统中，利用完全互补码处处为零的互相关特性和自相关的旁瓣为零的特性，可有效消除系统的多址干扰，提高系统的容量。
• This paper analyzed the modulation and filter technique on joint power spectrum ( jps ) , which reduced the intensity and width of the strong dc component existing in the classical joint transform correlator , improved the recognition ability greatly
  针对联合变换相关器，分析了对联合功率谱的调制和滤波技术，缩小了峰值半宽度、削弱了零级自相关的能量，改善了经典联合变换相关器识别性能。
• ( 3 ) how to design the bayesian test method about the parameter ' s linear hypothesis according to the relationship between the multivariate t distribution and f distribution . ( 4 ) the bayesian diagnosis and unit root test method about the random error series . ( 5 ) the bayesian mean value quality control chart when the variance is known and the mean value - standard error control chart when the variance is unknown
  然后，研究了扩散先验分布下单方程模型参数的贝叶斯估计理论，证明了模型系数的后验分布为多元t分布，模型误差项方差的后验估计为逆gamma分布；根据多元t分布和f分布之间的关系，构造了模型系数线性假设检验的贝叶斯方法；根据hpd置信区间构造了随机误差序列自相关的贝叶斯诊断和单位根检验方法，并利用单方程模型的贝叶斯推断理论研究了方差已知时的贝叶斯均值控制图和方差未知时的贝叶斯均值?标准差控制图。
• This paper analyzed the noniinear , non - - equilibrium , fractai and chaos characteristics of chinese stock market , identified , estimated and tested three fractionaliy integrated time series models the first chapter " introduction to the evoiution of stock market investment theory " summarized the nine important representative theories of different stage , summed up the trend of the development that the stock market investment theory is evotving from static portfplio theory to dynamic time series modei , from univariate modei to muitivariate modei , from linear modei to nonlinear complicated model and from traditional modei to fractai modei , paved the way for following discussion
  实际情况却是股票市场影响因素以及各因素之间相互作用关系复杂，受投资者个人及群体心理因素影响明显，股票的波动以及收益与风险的关系常常是非线性的，非均衡的，收益的方差和均值是自相关的、不稳定的，收益的波动符合分形布朗运动，表现出分形和混沌的特征。本文分析了股票市场的波动的非线性、非均衡、分形和混沌特征，建立并检验了几种股票的分形差分异方差时间序列模型。

• 自相关的的法语：autocorrélateur autocorrélatif