Prediction Method for Correlation Coefficient AR(p) Series with Unequally Spaced Data

MA Xiao-bing; FU Hui-min

Volume 18 Issue 6

Dec. 2003

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MA Xiao-bing, FU Hui-min. Prediction Method for Correlation Coefficient AR(p) Series with Unequally Spaced Data[J]. Journal of Aerospace Power, 2003, 18(6): 713-716.

Citation:

MA Xiao-bing, FU Hui-min. Prediction Method for Correlation Coefficient AR(p) Series with Unequally Spaced Data[J]. Journal of Aerospace Power, 2003, 18(6): 713-716.

MA Xiao-bing, FU Hui-min. Prediction Method for Correlation Coefficient AR(p) Series with Unequally Spaced Data[J]. Journal of Aerospace Power, 2003, 18(6): 713-716.

Citation:

MA Xiao-bing, FU Hui-min. Prediction Method for Correlation Coefficient AR(p) Series with Unequally Spaced Data[J]. Journal of Aerospace Power, 2003, 18(6): 713-716.

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Prediction Method for Correlation Coefficient AR(p) Series with Unequally Spaced Data

Beijing University of Aeronautics and Astronautics,Beijing100083,China

Received Date: 2003-09-22
Rev Recd Date: 2003-10-25
Publish Date: 2003-12-28

Abstract

Abstract

A new prediction method for correlation coefficient stationary series with unequally spaced data is established. The prediction formulas and error estimations for the correlation coefficient AR(1) and AR(2) series are discussed in detail. The traditional interpolation method, which transfers the unequally spaced data to equally spaced data, may cause a great error in prediction. The results of calculations show that the precision of present method is higher than the traditional interpolation method.
- aerospace propulsion system,
- time series,
- unequally spaced series,
- correlation coefficient stationary series,
- prediction,
- non-stationary random processes