| 摘要 |
A computation method based on successive difference is disclosed herein. The computation method performs computation by weighted coefficient provided by the present embodiment, and calculates ACF and CCF directly without computation on means beforehand. Further decomposing the weighted coefficient, a method being recursive and capable of updating immediately is obtained. The computation accuracy of the present embodiment is compared to StRD dataset and PROC ARIMA of SAS ver. 9.0; the result shows that the present embodiment is of a high computation accuracy and further solves problems of prior art that ACF and CCF computation requires confirmation on data number beforehand, and unable to perform updating.
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