搜索资源列表
TREGM
- 水利预测中的门限自回归模型，根据川大王文圣的论文编写-THRESHOLD AUTOREGRESSIVE MODEL
Weighted-HMM-AR-model
- 一种基于加权隐马尔可夫的自回归状态预测模型-Based on weighted HMM state autoregression prediction model
kalman-master
- 卡尔曼滤波器是一个“optimal recursive data processing algorithm（最优化自回归数据处理算法）-Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing noise (random variations) and oth
VAR
- 时域模态分析方法中的多元自回归模型，用于识别结构的模态参数。-Multivariate autoregressive model of time domain modal analysis method, is used to identify structural modal parameters.
myAR
- 使用四种方法实现对轴承振动数据的自回归谱（AR）分析，并带有数据-Using four methods to realize auto regressive (AR) analysis of the bearing vibration data, and have the data
MS_Regress_FEX
- MS-VAR模型，即马尔科夫状态转换的自回归模型是Hamilton (1989) 提出的，它是允许内在要素变化的特有的计量经济学模型。-MS-VAR model, the regression model Markov state transition is Hamilton (1989) proposed that the change is to allow the intrinsic elements of specific econometric model
AR
- AR.m是自回归模型的简单程序实现，可用于对平稳数据的处理分析与预报。-AR. M is the simple program of autoregressive model, can be used to smooth data processing analysis and forecast.
jumpgarchfun
- 跳跃扩散模型结合条件异方差自回归模型的参数估计-Jump diffusion model combined with conditional heteroskedasticity self-parametric regression models estimate
m_Files_tvtp_20121113
- 时变转化概率马尔科夫区制转向量自回归模型- time varing markov switching vector auto regression
arma_analyse-and-forecast
- 1、时间序列的ARMA（自回归移动平均）算法代码实现；2、能用于平稳时序的分析和预测；3、使用C/C++开发。-1、The codes relization of timeseries arma forecast method 2、Be used in analyzing and forecast in timeseries 3、Be developed by C/C++ tool.
ap
- 谱估计中的自回归模型（AP）算法，适合阵列信号处理初学者学习-Spectral Estimation autoregressive model (EM) algorithm
appMFVAR
- 混频向量自回归模型，用于处理混频数据，可以避免同频数据导致的信息缺失-mixfrequency VAR
Autoregressive-moving-average-model
- 自回归滑动平均模型，能很好地建立随机风速模型，产生随机序列。用于电力系统可靠性分析。-Autoregressive moving average model, stochastic wind energy is well established model, generate a random sequence. Power system reliability analysis.
arima
- ARMA,AR,MA,ARIMA等实现自回归预测、齐次稳定回归预测算法-ARMA, AR, MA, ARIMA, etc. to achieve autoregressive prediction, homogeneous and stable regression prediction algorithm
bootstrap
- 自回归系数的Bootstrap检验，利用重复抽样来检验-bootstrap test
nef-1.4.0
- 非线性滤波框架（nef）,包括了 EKF,UKF,DDF1 DDF2,CDF,迭代滤波器,随机积分滤波器, 组合滤波器, 集合卡尔曼滤波, 高斯和滤波，粒子滤波，自回归最小二乘方法-nonlinear estimation framework (NEF) toolbox A. Implemeted local estimation techniques： a1. (extended) Kalman filter a2. Unscented Kalman filter a3.
FFRLS
- 开环系统参数辨识，带遗忘因子的递推最小二乘估计法（FFRLS)，系统为单入单出的CAR(带控制量的自回归模型）模型,三阶系统-Open-loop system parameter identification, recursive least squares estimation method with forgetting factor (FFRLS), SISO system of CAR (with a controlled amount of autoregressive model)
PWM-Smart_CAR_Project
- FPGA循迹小车，可自回归，可进行PWM互补调速-FPGA car tracking, self-regression, can be complementary PWM Speed
Granger-causality
- 格兰杰因果分析算法，用于编程实现脑电信号之间的因果性检测，其中有两种算法。一种基于线性自回归，一种是对前一种的改进-Granger causality analysis algorithm for programming the detection of causality between the EEG, which has two algorithms. Based on linear autoregression, one is to improve the former' s
panel_effects_sar
- New Elhorst Panel Code文件包中的空间自回归模型包，官网下载，只做转载-New Elhorst Panel Code package spatial autoregressive model package, the official website to download, only reprint