Навигация по странице:(Y(t-1)-Y(t-1)ср)^2 1,000 375,0002,000 594,0003,000 854,0004,000 1110,0005,000 342,0006,000 296,0007,000 977,0008,000 1111,0009,000 375,00010,000 406,00011,000 977,00012,000 890,00013,000 451,00014,000 472,00015,000 822,00016,000 912,000(Y(t-2)-Y(t-2)ср)^2 375,000
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Математическое и компьютерное управление систем и процессов на основе аддитивной модели. кр. Задание по курсовой работе Тема работы Математическое и компьютерное управление систем и процессов на основе аддитивной модели
1.2 Анализ коэффициентов автокорреляции, для выравнивания исходных уровней ряда
Таблица 1
Расчет коэффициента автокорреляции первого порядка
T
| Yt
| Y(t-1)
| Yt-Yср
| Y(t-1)-Y(t-1)ср
| (Yt-Yср)*(Y(t-1)-Y(t-1)ср)
| (Yt-Yср)^2
| (Y(t-1)-Y(t-1)ср)^2
| 1,000
| 375,000
|
|
|
|
|
|
| 4,000'>2,000
| 594,000
| 375,000
| -111,933
| -295,133
| 33035,258
| 12529,071
| 87103,684
| 3,000
| 854,000
| 594,000
| 148,067
| -76,133
| -11272,809
| 21923,738
| 5796,284
| 4,000
| 1110,000
| 854,000
| 404,067
| 183,867
| 74294,391
| 163269,871
| 33806,951
| 5,000
| 342,000
| 1110,000
| -363,933
| 439,867
| -160082,142
| 132447,471
| 193482,684
| 6,000
| 296,000
| 342,000
| -409,933
| -328,133
| 134512,791
| 168045,338
| 107671,484
| 7,000
| 977,000
| 296,000
| 271,067
| -374,133
| -101415,076
| 73477,138
| 139975,751
| 11,000'>8,000
| 1111,000
| 977,000
| 405,067
| 306,867
| 124301,458
| 164079,004
| 94167,151
| 9,000
| 375,000
| 1111,000
| -330,933
| 440,867
| -145897,476
| 109516,871
| 194363,418
| 10,000
| 406,000
| 375,000
| -299,933
| -295,133
| 88520,324
| 89960,004
| 87103,684
| 11,000
| 977,000
| 406,000
| 271,067
| -264,133
| -71597,742
| 73477,138
| 69766,418
| 12,000
| 890,000
| 977,000
| 184,067
| 306,867
| 56483,924
| 33880,538
| 94167,151
| 13,000
| 451,000
| 890,000
| -254,933
| 219,867
| -56051,342
| 64991,004
| 48341,351
| 14,000
| 472,000
| 451,000
| -233,933
| -219,133
| 51262,591
| 54724,804
| 48019,418
| 15,000
| 822,000
| 472,000
| 116,067
| -198,133
| -22996,676
| 13471,471
| 39256,818
| 16,000
| 912,000
| 822,000
| 206,067
| 151,867
| 31294,658
| 42463,471
| 23063,484
| Сумма Yt
| 10589,000
| 10052,000
| 0,000
| 0,000
| 24392,133
| 1218256,933
| 1266085,733
| Ср. знач. Yt
| 705,933
|
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|
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|
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| Таблица 2
Расчет коэффициента автокорреляции второго порядка Yt
| Y_(t-2)
| Yt-Yср
| Y(t-2)-Y(t-2)ср
| (Yt-Yср)*(Y(t-2)-Y(t-2)ср)
| (Yt-Yср)^2
| (Y(t-2)-Y(t-2)ср)^2
| 375,000
|
|
|
|
|
|
| 594,000
|
|
|
|
|
|
| 854,000
| 375,000
| 140,071
| -284,286
| -39820,306
| 19620,005
| 80818,367
| 1110,000
| 594,000
| 396,071
| -65,286
| -25857,806
| 156872,577
| 4262,224
| 342,000
| 854,000
| -371,929
| 194,714
| -72419,806
| 138330,862
| 37913,653
| 296,000
| 1110,000
| -417,929
| 450,714
| -188366,378
| 174664,291
| 203143,367
| 977,000
| 342,000
| 263,071
| -317,286
| -83468,806
| 69206,577
| 100670,224
| 1111,000
| 296,000
| 397,071
| -363,286
| -144250,378
| 157665,719
| 131976,510
| 375,000
| 977,000
| -338,929
| 317,714
| -107682,449
| 114872,577
| 100942,367
| 406,000
| 1111,000
| -307,929
| 451,714
| -139095,735
| 94820,005
| 204045,796
| 977,000
| 375,000
| 263,071
| -284,286
| -74787,449
| 69206,577
| 80818,367
| 890,000
| 406,000
| 176,071
| -253,286
| -44596,378
| 31001,148
| 64153,653
| 451,000
| 977,000
| -262,929
| 317,714
| -83536,163
| 69131,434
| 100942,367
| 472,000
| 890,000
| -241,929
| 230,714
| -55816,378
| 58529,434
| 53229,082
| 822,000
| 451,000
| 108,071
| -208,286
| -22509,735
| 11679,434
| 43382,939
| 912,000
| 472,000
| 198,071
| -187,286
| -37095,949
| 39232,291
| 35075,939
| 9995,000
| 9230,000
| 0,000
| 0,000
| -1119303,714
| 1204832,929
| 1241374,857
| 713,929
| 659,286
|
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|
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