Two Modelling Methods of AR with Less Computational Operations

Method of modelling is a major question of the time series analysis. Two modelling methods of autoregressive (AR) model based on the LS approach are proposed in this paper.By means of reserving a few data to enter calculating successively,the matrix XTX can be inversed recursively by the inver-sing formula of block matrix or result from the Crout resolving method. Moreover, a quick scalar product algorithm, advanced by S. Winograd, is employed and the relations between vectors or matrices are applied for reducing computational operations.The operations have been largely reduced so that they are less than the operations of normal LS approach, and they can be compared with the famous Marple algorithm and Burg's maximum entropy spectral analysis method.