(一) 在工业、农业、商业、国防和科学技术的众多领域内,实际工作者和研究人员常常需要对一系列观测数据进行分析和研究。这些观测数据一般按时间座标依次排列,由于受到各种不可控制因素的影响,呈现出随机特性。但是,它们之间却受某种统计规律支配,又呈现出可确定的趋势。这类观测序列,一般称为随机序列,它们中的大部分经过技术处理以后,就是平稳时间序列。在平稳时间序列中含有许多关于未来 (I) In many fields of industry, agriculture, commerce, national defense and science and technology, practical workers and researchers often need to analyze and study a series of observations. These observations are generally arranged in time coordinates, due to a variety of uncontrollable factors, showing random characteristics. However, they are subject to certain statistical laws and show a definite trend. Such observation sequence, generally called random sequence, most of them after technical processing, is a smooth time series. There are many about the future in the stationary time series