搜索资源列表
arModel_shm
- 自回归模型的阶数确定：包括基于残差、基于AIC和基于BIC这三种确定方法；以及自回归模型参数估计算法。-Since the order of the regression model to determine: including those based on residuals, AIC and BIC determine which method is based on three and self-regression model parameter estimation algorit
Threshold-Autoregressive-Model
- MATLAB-门限协整自回归模型，操作简单，使用方便-Threshold Autoregressive Model
AR_model
- 自回归模型得到的谱与yulear法、burg法、协方差法、改进协方差法等方法得到的谱进行对比 -Autoregression model spectra obtained with yulear method, burg method, covariance method, modified covariance method and other methods to compare the obtained spectrum
ar_model
- AR自回归模型，观察分析因子的滞后情况，拟合情况-AR MODEL
tvpvar_m
- Time-varying parameter VAR 时变参数向量自回归的MATLAB实现-Time-varying parameter VAR
TP_LPC
- 线性预测(LPC)语音信号编码与解码（包括轻音与浊音的产生，自回归过程等）-Linear prediction (LPC) speech signal coding and decoding (including the generation of light tone and dullness, autoregressive process, etc.)
KLMAN
- 简单来说，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）”。对于解决很大部分的问题，他是最优，效率最高甚至是最有用的。他的广泛应用已经超过30年，包括机器人导航，控制，传感器数据融合甚至在军事方面的雷达系统以及导弹追踪等等。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。-In simple terms, the Kalman filter is an optimal recurs
kalman
- 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）”。-optimal recursive data processing algorithm
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
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
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
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.