搜索资源列表
e4
- state space时间序列分析工具包,包含有Kalman filter, Extended Kalman filter.
KPMstats
- 非常好的MATLAB-KALMAN工具包，KPMstats is a directory of miscellaneous statistics functions written by Kevin Patrick Murphy and various other people
Captain_for_matlab7_0
- 动态时间序列分析工具包.包括有ARMA,harmonic model,kalman filter等方法
beta_estimation
- Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter
kalman
- 利用kalman滤波进行股票预测，并与灰色预测，及神经网络算法的预测结果进行比较。-Use kalman filter for stock forecasting, and with gray prediction, and neural network algorithm to predict the results were compared.
State_Space_Models_FEX
- State Space/ Kalman Filter Toolbox,Author: Marcelo Perlin / (PhD Student) / ICMA – Reading University,This toolbox was designed to simulate and fit linear state space models with the kalman filter approach. The main literature I used for this parti