搜索资源列表
DTW(matlab)
- matlab编写的时间序列动态弯曲算法,包含有使用说明-If you pass in 2 vectors it returns the unnormalized distance between the vectors, the accumulated distance between them, the length of the warping path (the normalizing factor), and the warping path points.
ss
- 毕业用的时间序列混沌分析,里面吧包含相空间重构,李雅普诺夫指数求取,小波去噪-Graduated with a chaotic time series analysis, which it contains the phase space reconstruction, Lyapunov exponent for wavelet denoising, etc.
lorenz
- 可观察lorenz吸引子图,X、Y、Z相时间序列以及lorenz X相三维重构吸引子图-A Lorenz chaotic system code available for study and research of chaotic systems
regress
- 清华大学数学实验之一元与多元回归分析之幻灯片与MAT源码-Tsinghua University, one math test and multiple regression analysis element of the slide with the MAT-source
makefuyuce
- Autoregressive Markov Switching Model函数用于评估、仿真及预测自回归的马尔可夫转换模型。可以选择用于模型估计的分布函数。用于研究时间序列结构性变化,分析金融、股市乃至通货膨胀的研究-Autoregressive Markov Switching Model function for the assessment, simulation and forecasting autoregressive Markov switching model. Estimate
45665994ARMA
- matlab时间序列信号处理,自回归滑动平均模型-ARMA model
matlab_chaos_toolbox
- 混沌工具箱,用matlab编写的,该工具箱包括了混沌时间序列分析与预测的常用方法-Chaos toolbox matlab prepared to use the toolbox, including a chaotic time series analysis and forecast of the common methods
power_spectrum
- matlab功率谱,带显著性检验,程序给予时间序列的自相关过程做简介估算-matlab power spectrum, with a significant test, the program to give time series of self-related processes do estimates About
fractal
- 常用分形matlab程序(经测试)具体为几种常见混沌时间序列matlab实现-Commonly used fractal matlab program (tested) specific for several common realization of chaotic time series matlab
TimeSeriesPredictionUsingSupportVectorRegressionNe
- 为了选择神经网络的最好结构以及增强模型的推广能力,提出一种自适应支持向量回归神经网络(SVR—NN)。SVR—NN 用支持向量回归(SVR)方法获得网络的初始结构和权值, 白适应地生 成网络隐层结点,然后用基于退火过程的鲁棒学习算法更新网络结点疹教和权 主。 SVR—NN有很 好的收敛性和鲁棒性,能抑制由于数据异常和参数选择不当所导致的“过拟合,’现象。将SVR—NN 应用到时间序列预测上。结果表明,SVR.NN预测模型能精确地预测混沌时间序列,具有很好的 理论和应用价值。-Ab
1
- 用分段IFS拟合离散序列的matlab程序 看过Hayes的一篇文章 “Using Iterated Function System to Model Discrete sequences”,我用文章中所用的分段IFS模型写了一段matlab程序以拟合一段网络流量(所用的网络流量是用txt文档保存的一维时间序列)。 程序有用分段IFS编码然后再解码合成数据的过程,还包括计算压缩比。 -IFS fitting with discrete sub-sequences of matlab
wind
- 产生风荷载时间序列,可以用于风振动分析的来源数据-Generate wind load time series, can be used for the source of vibration analysis of wind data
BGA
- 题目:非平稳时间序列突变检测的启发式分割算法(BG算法) 本源码实现了下面参考文献中的算法,并对该文献中的实例进行了仿真-Title: Non-stationary time series mutation detection heuristic segmentation algorithm (BG algorithm) of the source references to achieve the following algorithm, and examples of the liter
CC
- 时间序列分解,时间序列重构,时间延迟的计算。-the disjiont of time series,reshape the time series,calculate the time delay.
mp3readandmp3write
- mp3read和mp3write是直接写在wavread更换和wavwrite访问MPEG音频MP3文件。其特点包括: -旨在重复wavread完整语法和wavwrite -还支持上的动态下采样和渠道mpg123的合并-文件优化的很长的MP3 -只需要解码的部分-使用popen函数进行编码,以避免大量临时文件(可用时-看到我popenw墨西哥) -试图消除写保护回路的时间序列文件/通过阅读“热身”样本-包括辅助二进制软件包在Linux,Windows,Mac的PPC的,苹果,英特尔,和Mac英特
hurst_exponent(matlab)
- 计算hurst_exponent的matalb程序 用于检测时间序列的非线性特性-Procedures for calculating hurst_exponent of matalb time series for nonlinearity detection
myfft
- 自己编写的基为2的fft程序,输入为时间序列,输出为DFT序列-matlab code that can perform FFT based on radix-2 algorithm
autorelation_function_to_obtain_the_delays_of_time
- 自相关法求取时间序列延时的函数,包括Simulink产生时间序列的文件,两个主函数,以及运行程序-Since the correlation function to obtain time series of delay, including time series generated Simulink file, the two main functions, and operational procedures
svm_predic.m
- 应用支持向量机回归和相空间重构对时间序列进行预测-Support vector machine regression and time series phase space reconstruction on forecast