Generalized Autoregressive Model with Exogenous Variables and Its Application in Space Climate

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：sam008

【摘要】

：

　　We propose the generalized autoregressive model with exogenous variables on the basis of generalized linear models with location,scale and shape.The propose

【作者】

：

PanQinDalian;

【机构】

：

Univ.of Tech.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　We propose the generalized autoregressive model with exogenous variables on the basis of generalized linear models with location,scale and shape.The proposed model enables us to describe the non-Gaussian,nonstationary,and non-Markovian stochastic systems.

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Generalized Autoregressive Model with Exogenous Variables and Its Application in Space Climate

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