The sequentialregression analysis was adopted to screen off the secondary factors, and the Kalman filtering technique was used to estimate innovation coefficients of the model dynamically.
通过逐步回归分析方法剔除次要影响因素,并采用卡尔曼滤波方法动态预测回归残差项。
2
The forecast model includes three parts of the sequential auto-regression item, linear regression item and double-linear item.