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AR-order
- 一种ARMA过程的AR阶数确定新方法,涉及AR阶数定阶,MDL信息法则-A new method for AR order determination of an ARMA process
THE-TIME-SERIES
- 该文介绍了时间序列经典方法,ARMA,ARIMA,AR模型用于解决各种平稳预测问题,并且附上了相应的程序,方便读者运用-This paper introduces the classical time series methods, ARMA, ARIMA, AR model is used to solve a variety of stationary prediction problem, and attach the appropriate procedures to facilitat
AICBIC
- 对于ARMA模型定阶方法AIC BIC的matlab程序,非常实用-For the ARMA model order methods AIC BIC matlab procedures, very practical
arma_mle
- MATLAB PROGRAMING FOR ARMA MODEL
hwm4-3-4-5
- Disturbance & ARMA Model .... System Identification -Disturbance & ARMA Model .... System Identification
ARMA
- 预计估计,主要对历史数据进行建模,并估计未来参数-The estimation of the main historical data to model and estimate the future parameters
ARFIMA_SIM
- The code performs the simulation of time series with autoregressive fractionally integrated moving average (ARFIMA) models that generalize ARIMA (autoregressive integrated moving average) and ARMA autoregressive moving average models. ARFIMA models a