搜索资源列表
ARIMA_model
- 基于MATLAB的ARIMA模型的源代码。ARIMA模型是自回归滑动平均求和模型,是时间序列分析模型,可以用于时间序列的预测。该代码实现了ARIMA模型的建模和谱分析过程-The ARIMA model based on MATLAB source code. ARIMA model is the sum of autoregressive moving average model is time series analysis models, can be used for time seri
kalman
- kalman滤波器的C源代码,kalman滤波器的用途很广,比如卡尔曼滤波是一种高效率的递归滤波器(自回归滤波器), 它能够从一系列的不完全包含噪声的测量,估计动态系统的状态。-kalman filter C source code, kalman filter uses a very wide, such as the Kalman filter is an efficient recursive filter (autoregressive filter), it can not compl
Kalman_filter
- 卡尔曼滤波算法实现代码.卡尔曼滤波是一种高效率的递归滤波器[自回归滤波器], 它能够从一系列的不完全及包含噪声的测量[英文:measurement]中,估计动态系统的状态。-Kalman filter algorithm implementation code. Kalman filter is an efficient recursive filter [autoregressive filter], it can from a series of incomplete and contain
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
kalman_intro_chinese
- 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。-Kalman filter is an " optimal recursive data processing algorithm (autoregressive to optimize data-processing algorithm)." To address the very
OrthogonalTGARCH
- 本文对@:AB及其衍变模型进行了分析和总结,提出了直交门槛一般化自回归条件异方差#< 90 8 17C -D@:AB*模型。通过模型平稳性测试、@:效果检定、@:AB效果检定、模型阶数鉴定、模型参数估计与模型诊断对模型进行 评估,作者认为这种模型在估计投资组合资产收益的波动性上优越@:AB及其衍变模型。 -In this paper, @: AB model and its evolution are analyzed and summed up the proposed DC
AR_spectrla_analysisissatisfactory
- 本文主要介绍在PCI图像采集系统的基上,由B超序列图像重建出全方61 t4型心动图。通过梯度算法、曲线拟合算法等图像处理技术获得心动图波形函数,采用自回归谱估计分析获得较为满意的结果。谱分析方法为心脏病的临床诊断提供了一种新的方法。 -This paper mainly introduces the PCI-based image acquisition system, the B-sequence of images from the reconstruction of a full si
LogOn
- c#实现线性回归预测,线性回归时一个有用的技术,本文展示了一种带权重的自回归模型-Linear regression is a useful technique for representing observed data by a mathematical equation This article presents a C# implementation of a weighted linear regression c sharp AR auto regression predictio
KalmFilter
- 卡尔曼滤波器是一个最优化自回归数据处理算法. -KalmFilter is an optimal recursive data processing algorithm
menxian
- 门限自回归模型,利用MATLAB求解门限自回归模型,利用MATLAB求解-menxian zi huigui moxing
autospectrum
- 自动进行自回归频谱分析,该程序是MATLAB编写的-Automatically autoregressive spectrum analysis, the program is written in 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
SpectrumEstimationSimulation
- 关于谱估计的一些基本的程序.有自回归.esprit,music-Spectral estimation on some basic procedures, since the reunification, esprit, music
Kalman
- 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。-In short, the Kalman filter is an " optimal recursive data processing algorithm (optimal autoregressive data processing algorithm)." For
xiaobofenjie
- 和自回归模型一起写的小波模型,里面用到了自回归,自回归模型已上传-Since the regression model and the wavelet model with writing, which used the autoregressive, autoregressive models have been uploaded
TestAr
- AR算法,回归算法,可根据此代码完成一阶自回归、N阶自回归、自回归与移动平均等算法。-AR
GMM-GMR-v2.0
- 基于泛化自回归的源模型,以及在这个模型基础上的EM算法实现-Generalization based on the source from the regression model, as well as in the model based on EM algorithm
gmdh2
- 数据分组处理算法GMDH源代码是自组织数据挖掘的核心算法,具有很强的泛化能力,相比回归分析法可以处理小样本数据-GMDH packet processing algorithms source code is the core of self-organizing data mining algorithm, which has strong generalization ability, compared with regression analysis can deal with small
kalman
- 卡尔曼滤波是一种高效率的递归滤波器(自回归滤波器), 它能够从一系列的不完全包含噪声的测量(英文:measurement)中,估计动态系统的状态。本程序实现了基于kalman的目标跟踪。-Kalman filter is an efficient recursive filter (autoregressive filter), it can not completely contain from a series of noise measurements (in English: measu