搜索资源列表
Arch Model
- 金融时间序列分析 1. 采用Pandas从Yahoo网上下载上市公司的5到10年的日收盘数据，上证指数的日收盘数据。 2. 计算上市公司和上证指数的收益率， 3. 针对上市公司收益率进行ARMA建模，确定P和q，并对残差进行分析，最后向前预测多期，显示预测图。 4. 针对上市公司收益率进行ARCH建模，确定阶数，并对残差进行分析，最后进行预测。 5. 针对上市公司收益率进行GARCH建模，确定阶数，并对残差进行分析，最后进行预测。(use Arch Model to ananlyse
基于可视图的时间序列网络模型
- 基于可视图的时间序列网络模型加R语言代码(View based time series network model plus R language code)
使用matlab的一个实例（时间序列）
- 使用matlab的一个实例（时间序列）an example of matlab (time series)(an example of matlab (time series))
分段线性表示
- 时间序列的分段线性表示（自底向上和自顶向下）的程序(A piecewise linear representation of the time series code)
spark-timeSeries
- 采用ARIMA模型（自回归积分滑动平均模型）+三次指数平滑法(Holt-Winters)，用scala语言实现的在spark平台运行的分布式时间序列预测算法(Using the ARIMA model (autoregressive integral moving average model) + Holt-Winters (Holt-Winters), using scala language to achieve the spark platform to run the distribut
xiaoboxiaozao
- 若Y与X是两列相关的时间序列，该程序出时间序列Y中与X同步的信息(If Y and X are two column related time series, the program outputs the information synchronized with X in the time series Y)
小波分解与重构
- 利用小波分析对时间序列进行分解，提出主要变化模式，进行重构(The wavelet analysis is used to decompose the time series, and the main change modes are put forward to reconstruct the time series)
Time Series
- 此程序系统的细致的用于解决时间序列的预测(time series uesd in this rar is useful to solving this kind of problem)
Matlab时间序列模型ARMA编程
- arma模型的matlab实现以及相关说明(The matlab implementation of the ARMA model and the related instructions)
Analysis_of_Financial_Time_Series
- 状态空间模型处理时间序列的资料汇总，包含案例和案例代码(time series using state space form)
171011 (1)
- 金融时间序列R语言代码：描述性统计分析、GARCH模型代码等(R language code of financial time series: descr iptive statistical analysis, GARCH model code, etc.)
SAX_2006_ver
- matlab编程的SAX程序，实现时间序列的离散化。(Matlab programming SAX program to realize the discretization of time series.)
NonlinearGranger
- 用于检验两个时间序列之间的非线性Granger因果关系(test for nonlinear Granger causality)
2016_Analysis_of_Financial_Time_Series
- 蔡瑞胸时间序列讲义，内包含计量常用方法和相应的r语言程序(time series lecture by Ruet S.Tsay , which contains the commonly used methods in econometrics and the corresponding R language program.)
DrawMaps
- 输入为HDF文件，针对时间序列，画曲线跟踪图(Enter the HDF file and draw a curve tracking chart for the time series.)
Matlab_时间预测
- 数据序列，非线性回归，很实用的例子，值得一试(Data sequence, nonlinear regression)
chapter32
- 短时交通流量预测,基于小波神经网络的时间序列预测(Short-term traffic flow prediction based on time series prediction of wavelet neural networkc flow forecasting)
Stata实验及其代码
- 有3篇时间序列的论文，以及3篇论文对应的时间序列数据，以及相应的STATA代码(There are 3 time series papers, and the corresponding time series data of the 3 papers, and the corresponding STATA code)
TimeSeriesClassification
- 时间序列挖掘算法集合，包括多种经典算法，该工程是基于weka进行改造，添加时间序列相关特性，去掉图形化界面相关信息(The collection of time series mining algorithms, including a variety of classical algorithms, is based on Weka transformation, adding time series correlation characteristics, and removing grap
指数型加权零阶局与预测法
- 加权零阶局域预测法对时间序列数据进行短期预测(Calculating the Poincare cross section of time series)