搜索资源列表
ARMA
- matlab代码关于ＡＲＭＡ时间序列模型-matlab code for ARMA time series model
arma_wind
- For generating wind speed model in ARMA
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
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
SVDTLS
- SVDTLS仿真 已知参数下用最小二乘法估计观测数据的ARMA模型的AR参数-SVDTLS simulation parameters are known observational data with least square method to estimate the AR parameters of ARMA model
DSP_FORTRANhuguangshu
- 《数字信号处理——理论、算法与实现》 胡广书 书配程序 本光盘共包含三个子目录，分别是DSP_FORTRAN, DSP_C和DSP_MATLAB。DSP_FORTRAN和DSP_C各含有约40个信号处理的子程序，概括了书中所涉及到的绝大部分算法。程序分别由FORTRAN语言和C语言编写（MA模型、ARMA模型及最小方差谱估计三个算法只给出了用C语言编写的程序, 没有给出相应的FORTRAN子程序），并在PC机上调试通过。编译环境是FORTRAN77 V5. 10和TURBO C2.
ARMA
- ARMA模型对信号处理的很好工具，对模型进行拟合，有很好的拟合效果-ARMA model a good tool for signal processing, model fitting, a good fitting
arma
- 实现了二维的ARMA/AR时序模型，可用于结构模态识别。-ARMA/AR timing of the two-dimensional model can be used to structure modal identification.
arma
- 随机产生一个时间序列，基于C语言的基础上建立ARMA模型，进行拟合和预测-Randomly generate a time series, based on the ARMA model is based on the C language, fitting and forecasting
ARMA_matlab
- 基于matlab的arma模型的拟合，没有参数的估计，需要自行估计好参数-Matlab arma model fitting parameter estimation, needs a good parameter is estimated
armamodelmatlab
- arma模型，利用matlab来实现的，arma模型的matlab代码实现。可以实现任意步数的预测。-arma model using matlab.You can achieve any number of steps predicted.
forecast
- 利用matlab软件建立模型，利用ARMA模型对数据进行预测-Using matlab software to model the data using the ARMA model prediction
Levinson
- 用Levinson算法，Burg算法，ARMA模型法，MUSIC算法来估算功率谱。并进行比较。-With Levinson algorithm, Burg algorithm, ARMA model method, MUSIC algorithm to estimate the power spectrum. And compared.
ARMA-model-spectrum-estimation
- ARMA模型谱估计 通过观测信号来观察信号的功率谱密度-ARMA model spectrum estimation
ARMA
- 基于C++的arma模型拟合，其主要是验证arma(1,1)预测的效果，侧重于ACF和PACF的角度编程，不是用计量经济学软件做的-C++ based arma model fitting, which is mainly to verify arma (1,1) prediction results, focusing on the perspective of ACF and PACF programming, do not use econometric software
work
- 利用LS-TLS算法估计ARMA模型中AR参数估计谱功率密度-Use LS-TLS algorithm to estimate the ARMA model parameter estimation AR spectral power density
ARMA
- 为建立完善的ARMA模型，进行的预处理，包括野点的分离去除，离散傅里叶变换去除周期项，以及正态性、平稳性检验-For the establishment of a perfect ARMA model, the pretreatment, including the separation of the wild point removal, discrete Fourier transform to remove the periodic term, as well as the normal
基于时间序列的ARMA预测模型matlab实例编程
- 基于时间序列的ARMA预测模型matlab实例编程(Matlab example programming of ARMA prediction model based on time series)
ARMA模型
- R语言ARMA模型编写范例，使用R语言对金融时间序列数据进行ARMA模型拟合(The example of analyze finicial data through ARMA model using R software)
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.)