Abstract
In order to analyze and simulate non-stationary (average) time series with finite length, ladder auto-regressive model was analyzed, and its availability was proved. Statistical characteristics of size curves of cocoon filaments were obtained as criterions of transformation and simulation. Size curves of cocoon filament were unified with their lengths; their trend part and stochastic part were extracted by use of relativity analysis theory. The stochastic part was normalized thereby was regarded as stationary (average) time series with finite length in this paper. Using ladder autoregressive model, the simulation was done, generated time series was reverse normalized for obtaining the stochastic part. Simulated size curve of cocoon filament can be obtained by adding generated stochastic and trend part and inverse unifying the length. According to the result of experiment simulated on personal computer, it is believable that the method proposed in this paper is available.
