搜索资源列表
order_prediction
- FPE，AIC，CAT三种AR模型预测准则，可对同一个序列同时进行阶数分析并作图，相互比较。-FPE，AIC，CAT order prediction ,can be used on the same time series and contrast with each other
LEVINSON[1]
- LEVINSON-DURBIN算法的应用：基于Y-L公式的一个实验，AR模型，内含有levinson-durbin实现的matlab源码-LEVINSON-DURBIN algorithm applications: an experimental YL-based formula, AR model, containing levinson-durbin realize matlab source
L-D
- 现代谱估计参数谱估计（AR模型）做频谱分析，基于Levison-Durbin快速递推法和Burg算法的源程序。 -Modern spectral estimation spectral estimation parameters (AR model) to do spectrum analysis, based on Levison-Durbin fast recursive method and the Burg algorithm source.
My_AR_estimation
- 基于AR模型的现代谱估计仿真，非常有用。-Based on AR model modern spectral estimation simulation, very useful.
my_Burg_AR_estimation
- 基于BURG算法的AR模型的现代谱估计仿真代码，对学习现代谱估计很有帮助。-BURG algorithm of AR model based on modern spectral estimation simulation code, to learn modern spectral estimation helpful.
r-languge
- 本书通过案例讲述时间序列分析有关的概念和方法, 不仅介绍了ARMA模型、状态空间模型、Kalman滤波、单位根检验和GRACH模型等一元时间序列方法, 还介绍了很多最新的多元时间序列方法, 如线性协整、门限协整、VAR模型、Granger因果检验、神经网络模型、可加AR模型和谱估计等. 书中强调对真实的时间序列数据进行分析, 全程使用R软件分析了各个科学领域的实际数据, 还分析了金融和经济数据的例子. 本书例题用到的实际数据都可以从网上下载.-Book time series analysis
wind
- AR模型模拟风速时程，得到风荷载，风速符合达文波特谱-Davenport spectrum, wind speed simulation
11111
- DSP AR模型下的噪音消除。简单可行。-Noise cancellation DSP AR Model. Simple and workable.
MARBURG
- 用Burg算法求AR模型的参数。比自相关法有着较好的分辨率，但对于白噪声加正弦信号，有时可能会出现谱线分裂现象。-Algorithm for AR model parameters using the Burg. Than the autocorrelation has a better resolution, but the white noise added to sinusoidal signals, may sometimes appear as split.
MAR1PSD
- 由AR模型参数得到功率谱。AR，MA和ARMA是功率谱估计中最主要的参数模型。AR模型的正则方程是一组线性方程。-The AR model parameters obtained power spectrum. AR, MA and ARMA power spectrum estimation is the most important parameter model. Canonical equations AR model is a set of linear equations.
AIC
- 用于计算时间序列AR模型的系数和阶数，采用AIC算法-Calculate the coefficient of time series AR model and the order number
AR_predict
- 基于时间序列的自回归AR模型预测，有具体的注释-The autoregressive AR model based on time series prediction, a specific comments
Untitled2
- AR模型不同阶次和不同采样点数得到的功率谱图比较，并与周期图法进行比较。-AR model of different orders and different sampling points obtained the power spectrum comparison, and compared with the cycle diagram method.
Davenport
- AR模型Davenport风速时程分析程序-AR model Davenport wind speed time history analysis program
comparz-cower
- 这是在AR模型的功率谱估计,对比经典谱估计有明显的优点,是一种新的估计,-This is in the AR model power spectrum estimate, compare the classic spectrum estimation has obvious advantages, is a kind of new estimates,
pespxnwtorevowel
- 这是在AR模型的功率谱估计,对比经典谱估计有明显的优点,是一种新的估计,-This is in the AR model power spectrum estimate, compare the classic spectrum estimation has obvious advantages, is a kind of new estimates,
1
- 沉降监测中AR模型的阶数判断，自己编的，需要的欢迎下载。-Subsidence monitoring of AR model order judgment
ARMA
- ARMA 模型（Auto-Regressive and Moving Average Model）是研究时间序列的重要方法，由自回归模型（简称AR模型）与滑动平均模型（简称MA模型）为基础“混合”构成。在市场研究中常用于长期追踪资料的研究，如：Panel研究中，用于消费行为模式变迁研究；在零售研究中，用于具有季节变动特征的销售量、市场规模的预测等(ARMA model is an important method to study time series. It consists of auto
randomAR
- 随机水文学中一个AR模型的小程序，适合随机水文学的初级学习者学习。(it is used for Stochastic hydrology learning.it is a program for AR model.)
ar_duanshipingwen
- 循环建立armodel模型并提取armodel第一个参数，来表征肌肉疲劳程度。表征效果不错。(The armodel model is established by cycle and the first parameter of armodel is extracted to represent the degree of muscle fatigue. The effect is good.)