Regularized time series AR model and its application
Shi Shui-yu · Journal of Transport Science and Engineering · 2009
Based on regularization theory,a regularization factor is added to time series model which constructs a regularization time series model.Example analysis shows that the ill-conditioned matrix is improved in regularization time series' analysis model,which avoids the ill-posed time series' analysis model.Analysis of engineering example shows that this new regularized time series' analysis model has an effect which makes the parameters stable to some extent.