时间序列的基本模型的参数估计和预测 以及和谱分析的方法的相关程序-Copyright (c) 2009, Piet M T Broersen All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

时间序列ARMA预测股指，并进行相关性检验-Time Series ARMA forecast the stock index

在matlab中对时间序列进行AR建模后采用卡尔曼滤波对比预测和实际的差别。应用于嵌入式实时信号处理-Using the difference between the predicted and actual comparison of the Kalman filter AR modeling of time series.