long memory time series model 长记忆时间序列模型
This indicates that the series of prices of Yangtze River electric power stock is a fractal time series and presents obvious long memory.
这表明长江电力股票价格序列是一个分形时间序列，呈现明显的长记忆性特征。
We use rescaled range analysis to demonstrate that there are self-similarity, long memory and sensitive to initial value in the time series of Chinese stock returns.
论文用重标极差分析方法证明了中国股票收益波动的自相似性，长期记忆性和初始条件敏感性。
Economic time series is of obvious memory, represent as the series have remarkable autocorrelation, even apart of many spacing, the historical events would influence future events for a long time.
经济时间序列具有非常明显的记忆性，表现为即使相距较远的时间间隔，序列仍然具有显著的自相关性。
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