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Mathematica 10 的新功能 › 扩展的时间序列过程 ›

对预测时间序列使用拟合模型 

由 TimeSeriesModelFit 找到的时间序列模型可以直接用于 TimeSeriesForecast，从而对检验中的时间序列进行预测.

对 ARMA（3,2）过程采样.

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用 TimeSeriesModelFit 自动判定时间序列过程系列、过程的阶数和参数.

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用 TimeSeriesForecast 中的拟合模型预测时间序列的未来值.

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计算预测的均方差.

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用 TimeSeriesThread 创建误差带.

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