搜索资源列表
arma_wind
- For generating wind speed model in ARMA
45665994ARMA
- matlab时间序列信号处理，自回归滑动平均模型-ARMA model
sm-matlab-2ed
- P. Stoica经典著作《Spectral Analysis of Signals》程序。包括AR模型、ARMA、MUSIC等40多个程序-P. Stoica classic " Spectral Analysis of Signals" procedures. Including the AR model, ARMA, MUSIC, such as more than 40 procedures
3
- 典型时间序列模型分析 设有ARMA(2,2)模型， X（n）+0.3X(n-1)-0.2X(n-2)=W(n)+0.5W（n-1）-0.2W(n-2) W(n)是零均值正态白噪声，方差为4 （1）用MATLAB模型产生X（n）的500观测点的样本函数，并会出波形； （2）用你产生的500个观测点估计X（n）的均值和方差； （3）画出理论的功率谱 （4）估计X（n）的相关函数和功率谱 -Analysis of typical time series model w
ref
- matlab实现的AR功率谱估计，ARMA功率谱估计。-matlab realized AR power spectrum estimation, ARMA power spectrum estimation.
ARMAKalman
- Several functions for evaluating the exact negative log-likelihood of ARMA models in O(n) time using the Kalman Filter
ar
- 一个用matlab实现的ARMA变换程序-a program of ARMA based on matlab
armaorder
- ARMA有理谱估计的阶数估计，用于估计用ARMA过程估计功率谱时要用几阶比较合适。-ARMA spectrum order estimation. It is used to compute the order of ARMA process that suited for signal estimation.
ARMA_Example
- ARMA 谱估计的若干种方法，ESPRIT.m bayesc.m AR.m 参数估计，阶数估计等等共9个文件-ARMA spectral estimation of a number of ways, ESPRIT.m bayesc.m AR.m parameter estimation, the order is estimated that a total of 9 files, etc.
bsp3
- Model Fitting using a Gui code in matlab. using AR,ARMA,MA models
5956452ARMAandARandMA
- 利用ARMA、AR、MA模型，以及周期图等进行系统参数估计-The use of ARMA, AR, MA model, as well as the periodogram estimation of system parameters such as
ARMA
- 确定时间序列中的阶数的FPE或AIC准则的matlab代码。-Determine the order of time for the FPE or AIC criterion by matlab.
program_web
- 免费试用版奇异熵矩阵束模态辨识软件 信号模态辨识在电力系统振荡和机械振荡中都有广泛的应用，传统的分析方法主要基于Prony算法，由于是强制性的指数多项式拟合，对信号模态的辨识性能不是很好，特别是一些集成辨识工具无法对模态阶数进行设置。prony算法、itd算法、arma算法和HHT方法对信号噪声敏感。-good
program
- 根据ARMA模型中Kaveh谱估计方法用C++求出仿真观测数据的功率谱密度-According to Kaveh ARMA model spectral estimation method using C++ simulation of the observation data obtained power spectral density
ARMA
- 四个不同参数的ARMA过程的零极点图和功率谱密度曲线-Four different parameters of ARMA process of pole-zero diagram and power spectrum density curve
aaa
- 基于pso算法在股票短期预测上应用，建立在arma模型的基础上-Pso algorithm based on short-term prediction in the stock application, built on the basis of arma models
ARMA_Analysis
- ARMA模型的构建、预测、示例数据及详细讲解-ARMA modeling forecasting data
WSForecast1.1
- ARMA预测算法，是C++的代码，很不错-ARMA prediction algorithm is the C++ code, very good
ARMAcprogram
- 这是一个可对时间序列实现ARMA拟合的c程序。-This is a fitting time series to achieve the c ARMA process.
ARMA
- 现代信号处理的基本模型，能够有效的处理信号-Modern signal processing basic model, to be able to effectively handle the signal