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psd
- 计算ARMA(p,q)模型的功率谱密度。 形参说明: b——双精度实型一维数组,长度为(q+1),存放ARMA(p,q)模型的滑动平均系数。 a——双精度实型一维数组,长度为(p+1),存放ARMA(p,q)模型的自回归系数。 q——整型变量,ARMA(p,q)模型的滑动平均阶数。 p——整型变量,ARMA(p,q)模型的自回归阶数。 sigma2——双精度实型变量,ARMA(p,q)模型白噪声激励的方差。 fs——双精度实型变量,采样频率(Hz)。
tfarma10
- 用于模拟时变非平稳的ARMA过程,根据Doppler频移和时变参数计算ARMA过程的系数,可以用来模拟非平稳的多径衰落信道-used to simulate nonstationary time-varying ARMA process, according to Doppler frequency shift and the time-varying parameters ARMA process coefficient, can be used to simulate the non-sta
现代信号处理实验一_谐波恢复
- 此程序为MATLAB实现的现代信号处理中几种常用的谐波恢复方法,所附文档中还有理论及算法介绍(Pisarenko,ARMA)实验步骤及实验结果-MATLAB this procedure for the realization of modern signal processing used several methods to restore the harmonics, the accompanying documentation and algorithm theory also intr
signal1
- 利用ARMA、AR、MA模型,以及周期图等进行系统参数估计-use ARMA, AR, MA model and cycle map for parameter estimation system
LSARMA
- Least Square - ARMA 算法的MATLAB代码, 是频谱分析(通常是在高级DSP这门课中会用到的)的常用算法-Least Square-ARMA algorithm MATLAB code, Analysis of the spectrum (usually at the senior DSP This class will be used) to the commonly used algorithm
MYWARMA
- MYW - ARMA 算法的MATLAB代码, 是频谱分析(通常是在高级DSP这门课中会用到的)的常用算法-MYW - ARMA algorithm MATLAB code, Analysis of the spectrum (usually at the senior DSP This class will be used) to the commonly used algorithm
sourcewt
- arma模型的功率谱估计代码。还包括系统的极零点分析等完整软件包。-arma model of the power spectrum estimation code. The system also includes a very complete analysis of 0.1 package.
chengxuzjf
- 实现矩阵的Cholesky分解,用Cholesky分解求ARMA模型的参数并作谱估计,利用分裂基算法求复序列 的DFT.将得到的 解卷绕,得到无跳变的相频特性.计算七类窗函数并给出归一化对数幅频曲线-achieve Matrix Cholesky decomposition, Cholesky decomposition used for ARMA model and the parameters for spectral estimation, the use of split-based a
zjf147
- 用来产生均匀分布或高斯分布的伪随机数 (近似白噪声),它们可具有不同的均值和方差。用REMEZ算法求交错点组。用Cholesky分解求ARMA模型的参数并作谱估计。求MA模型的参数 并估计功率谱。 用最小方差法估计序列 的功率谱。-used to produce uniform or Gaussian distribution of the pseudo-random number (similar to white noise). They may have a different mean
ARMA-kalman
- 先对数据进行ARMA建模,再在ARMA建模的基础上进行Kalman滤波已经运行通过,而且效果很好-ARMA modeling data first, and then on the basis of ARMA modeling performed by the Kalman filter has been running, and the effect is very good
ARMA-model-and-random-Walk-model
- 使用ARMA模型进行时间序列数据进行建模并预测-ARMA model is used to model and predict the time series data
ARMA
- ARMA时间序列模型,matlab源程序,有参考价值-ARMA time series model, matlab source, a reference value
ARMA
- ARMA模型,人工智能算法,用于做数据预测,效率高,预测相对精确-arma model
RCode
- 基于R语言的时间序列分析,建立ARMA模型,和R安装包(Time series analysis based on R language)
ARIMAtest
- 对于时间序列模型建立ARMA预测模型,可对未来值进行预报。(For the time series model, the ARMA prediction model is established, and the future value can be forecasted.)
RLSKF
- 递推最小二乘拟合算法 用于实时拟合时间序列ARMA模型参数 例如 陀螺仪随机噪声 股票 交通等模型的参数拟合(Recursive least square fitting algorithm is used to fit the parameters of time series ARMA model, such as gyroscope, random noise, stock traffic and so on)
ARMA_model
- 自回归滑动平均模型(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(Auto-Regressive and Moving Average Model)
arma
- arma数据建模,预测数据,有数据,亲测有效(ARMA data modeling, prediction data)
simulink+代码
- 利用输入输出数据,进行ARMA算法,评价单输入单输出系统的性能指标(Using the input and output data, the ARMA algorithm is used to evaluate the performance index of the single input and single output system.)
ARMAFocecastStockIndex
- 从网页抓取大盘数据并用ARMA模型进行拟合和预测(Grab data from web pages and use ARMA model to fit and predict.)