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THE ADVANTAGE OF MAXIMUM ENTROPY METHOD AND DETERMINATION OF THE ORDER OF ITS PREDICTION ERROR COEFFICIENT

Miao Jin-hai (Department of Geophysics,Beijing University)  
The advantage of maximum entropy method(MEM)of spectral analysis isthat it gives finer resolutions and less peak discrepomcy than the conventional spec-tral analysis.MEM is particularly useful for short data lengths and long periodspectral analysis.It bears special signi ficance for periodic analysis of climate andmedium-range and long-range process.The order of the coefficient of MEM prediction error may be determined bythe order of the former minimum under the condition that the power of the for-mer minimal final prediction error of spectral estimate is consistent with the latter.
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