广西民族大学学报：自然科学版2012，Vol.18Issue(1)：24-28,5.
时间序列分析的历史发展
The Historical Development of Time Series Analysis
摘要
Abstract
The paper tells the development process of time series analysis.The early natural sciences mainly applied simple descriptive analysis;The basic notions,such as difference、index numbers and moving averages etc.pushed the development of statistics time series analysis;The periodogram method,which was based on Fourier series,was the key content in the frequency domain analysis;The time domain analysis method has experienced a long process,which began from AR（2）,AR（4） model to AR（s） model,combining with MA（h） model,formed ARMA（s,h） model,ARIMA model and at last turned up ARCH,the class of ARCH model.关键词
时间序列分析/周期图方法/AR模型/平稳线性自回归Key words
time series analysis/periodogram method/AR model/stationary linear autoregression分类
自科综合引用本文复制引用
聂淑媛..时间序列分析的历史发展[J].广西民族大学学报：自然科学版,2012,18(1):24-28,5.基金项目
国家自然科学基金资助项目 （）
