时间序列中非平稳性和波动性的建模及预测

时间序列中非平稳性和波动性的建模及预测

冯强, 赵建光, 杨茸, 牛保宁

Modeling and Predicting Time Series with Non-stationarity and Volatility

FENG Qiang, ZHAO Jianguang, YANG Rong, NIU Baoning

计算机科学与探索 . 2025, (5): 1313 -1321 . DOI: 10.3778/j.issn.1673-9418.2407096