搜索资源列表
matlab
- 对烈度的预测,采用自回归方法,包括最小二乘法及AIC的编程-Prediction of the intensity
BVAR_Gibbs
- 贝叶斯分析,比较复杂的自回归分析。VAR模型,注意比AR要先进的多!-Bayesian estimation, prediction and impulse response analysis in VAR models using the Gibbs sampler.
Thomas-for-AR1
- 一阶季节性自回归模型Thomas Fiering model,用于日、月径流等的随机模拟-First-order seasonal autoregressive model Thomas Fiering model, for the day, month, Stochastic Simulation of runoff
zihuigui
- 自回归模型,参数优化,应用预测,c#所写,测试准确-Since the regression model, parameter optimization, the application of prediction, c# written, accurate test
SFElikgarch
- 该程序代码,可以用于计算和描绘广义自回归异方差过程的条件对数似然函数。-SFElikgarch computes and plots values of the conditional log-likelihood function of a simulated GARCH(1,1) process
ARMA
- 时间序列中的自回归移动平均模型(ARMA),可以进行实时预测-A sequence of time regression moving average (ARMA) model, can real-time prediction
Ox-MSVAR
- 基于OX的马尔可夫向量自回归模型,估计、预测马尔可夫向量自回归。-OX based on the Markovian vector auto regression model
Wavelet
- 用Java编写的网络流量预测的源程序,其中用到了Mallat快速小波变换和自回归AR模型。-Jmichelle network traffic prediction of the source program, including the use of the Mallat fast wavelet transform and regression AR model.
grnn
- 一个用于集装箱预测的广义自回归神经网络,效果挺好,也可以用于其他领域的非线性预测-It is a GRNN algorithm used to forecast container throughput with satisfactory performance, which can also be apllied in the other forecast areas.
1xy7z.ZIP
- 基于多元线性自回归模型的流量预测Multiple linear regression model based on traffic prediction-Multiple linear regression model based on traffic prediction
COMBINED-REGRESSION
- 混合回归模型,进行自回归和因子回归,同时考虑。数据从EXCEL中读入-Combined regression model
AR
- 一阶自回归滑动序列,随机过程作业,计算其自相关函数。-The first order autoregression sliding sequence of operations of stochastic processes, to calculate the autocorrelation function.
ARMA-model
- 模型包括三种基本类型:自 回归模型、移动平均模型和 自回归移动平均模型 -The model consists of three basic types: the regression model, moving average and autoregressive moving average model
AR_fburg
- 该程序模拟了雷达照射区域存在多个点目标,利用线性自回归的方法进行目标估计,包括burg,Yule-Walker法AR 谱估计和修正的协方差谱估计。-The program simulates the radar of the irradiated region there are multiple points of the target, using linear target is estimated from the regression method, including burg, Y
Matlab-algorithm-source-code-package
- 1.MatLab从入门到精通的源代码(1.13M) 2.matlab经典算法的程序(2.9M) 3.MATLAB精彩编程100例源码(3.8M) 4.概率分布函数(7个文件) 5.解决积分问题的matlab源程序 (6个文件) 6.时间序列分析的一些模型Matlab源码(自回归例题及M文件)-1.MatLab from entry to the proficient source code (1.13M) 2.matlab classical algorithm proced
estimate_AR
- 采用L-D算法,估算自回归模型(AR模型)系数。L-D法是一种矩阵递推估计法-LD algorithm to estimate the coefficients of the autoregressive model (AR model). The LD method is a matrix recursive estimation method
Kkallmanfileea
- 卡尔曼滤波C程序源码 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)”。对于解决非常大部分的问题,他是最优,效率率最高甚甚至是最有用的。他的广泛应用已经超过30年,包含机器人导航,控制,传感器数据融合甚至在军事方面的雷达系统和导弹追踪等等。近年来更被应用于计算机图像处理,例如头脸识别,图像分割,图像边缘检测等等。 -C program source code of Kalman filter Kalman
adpmov
- 自回归滑动平均模型的matlab仿真实验程序-ARMA mode simulation experiment based on matlab
MS_reg
- 马尔科夫自回归分析编码。实现MS-VAR。主要用于状态转换分析。-From the regression analysis of Markov encoding. Achieve MS-VAR. State transition is mainly used for the analysis.
RGLS
- 该算法用于自回归输入模型,是一种迭代的算法。其基本思想是基于对数据先进行一次滤波处理,后利用普通最小二乘法对滤波后的数据进行辨识,进而获得无偏一致估计。但是当过程的输出信噪比比较大或模型参数较多时,这种数据白色化处理的可靠性就会下降,辨识结果往往会是有偏估计。数据要充分多,否则辨识精度下降。模型阶次不宜过高。初始值对辨识结果有较大影响。-The algorithm used for autoregressive input model, it is a kind of iterative alg