Modeling and Prediction of Time Series Based on Matlab
Xingjian Du · Jisuanji fangzhen · 2005
In this paper the application of System Identification Toolbox of Matl ab in time series was introduced. Firstly, the method for analyzing and dealing w ith the dynamic data, the process of rank-determining and model-constructing of time series were discussed. Then, the method and steps of data pretreatment, cor r elation analyzing, parameter estimation of ARMA model and forecasting of time se ries with System Identification Toolbox of Matlab were displayed. At last the da ily water providing of a water plant was predicted with this method. The result shows that it is very useful in practice.