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Applied Mathematics and Mechanics (English Edition) ›› 1999, Vol. 20 ›› Issue (8): 917-923.

• 论文 • 上一篇    下一篇

WAVELET MODELING AND FORECASTING AND ITS APPLICATION IN THE CHINESE MONETARY MULTIPLIER

刘斌1, 董勤喜2   

  1. 1. Institute of Systems Science, Academia Sinica, Beijing 100080, P R China;
    2. Department of Applied Mechanics, Beijing Institute of Technology, Beijing 100081, P R China
  • 收稿日期:1998-04-23 修回日期:1999-01-30 出版日期:1999-08-18 发布日期:1999-08-18

WAVELET MODELING AND FORECASTING AND ITS APPLICATION IN THE CHINESE MONETARY MULTIPLIER

Liu Bin1, Dong Qinxi2   

  1. 1. Institute of Systems Science, Academia Sinica, Beijing 100080, P R China;
    2. Department of Applied Mechanics, Beijing Institute of Technology, Beijing 100081, P R China
  • Received:1998-04-23 Revised:1999-01-30 Online:1999-08-18 Published:1999-08-18

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摘要： In this paper, a time_varying AR model is constructed by using the vector_space algorithm of compactly_supported biorthonormal wavelet transform. It is developed for forecasting narrow monetary multipliers in China.

关键词: wavelets transform, time_varying AR model, monetary multiplier

Abstract: In this paper, a time_varying AR model is constructed by using the vector_space algorithm of compactly_supported biorthonormal wavelet transform. It is developed for forecasting narrow monetary multipliers in China.

Key words: wavelets transform, time_varying AR model, monetary multiplier

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