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ARMA 模型最大似然估计MATLAB例程
- ARMA 模型最大似然估计MATLAB例程,ARMA model maximum likelihood estimation
arma.rar
- ARMA模型建立程序，给出自相关序列，指定ARMA模型的P阶，Q阶参数，得出相应的参数值 function [bq ,ap]=armahat(rx,p,q),ARMA model for the establishment of procedures, to come from related sequences, designated the P-order ARMA model, Q-order parameters, the corresponding parameter value
arma.rar
- 实现了求ARMA模型的两种算法，用matlab实现,ARMA model for the realization of the two algorithms, with the realization of matlab
ARMA
- 使用VC++对大量数据进行ARMA模型拟合，参数估计，检验-Use VC++ on the large amount of data ARMA model fitting, parameter estimation, testing
ARMA
- ARMA模型的求解，visual C++ 2010编写-ARMA model solving, visual C++ 2010 write
ARMA
- 基于matlab语言环境下的ARMA模型的参数估计 -Matlab language environment based on the ARMA model parameter estimation
ARandARMA
- 实现了数据从文件的输入，ar模型预测，arma模型预测，卡尔曼滤波器模型预测，利用图形用户界面编写-Realized the data from the file input, ar model predictions, arma model prediction, Kalman filter model predictions, using a graphical user interface for the preparation of
SVD_TLS
- 一种用总体最小二乘法来估计ARMA模型的实例，在MATLAB中进行了仿真，附有MATLAB仿真程序-A total least squares method to estimate the ARMA model examples were carried out in the MATLAB simulation, with a MATLAB simulation program
yefu_tuoluo_jianmofenxi
- 采用时间序列分析理论,利用实际测量的数据,建立了液浮陀螺随机漂移的ARMA模型。最终,为便于将模型应用于卡尔曼滤波器中,本文给出了一种实际可行的液浮陀螺漂移模型 -Using time series analysis theory, the use of actual measurement data, the establishment of a liquid floating gyro random drift of the ARMA model. Ultimately, in orde
Arma
- 这是arma模型进行图像处理的一个文章，讲的非常详细，希望有所帮助-Arma model this is an image processing articles, very detailed talk about the hope that help
arma
- ARMA模型的建立程序，适合初学者研究，欢迎下载-ARMA model program for beginners of, welcome to download
ARMApq
- 指定ARMA阶数p，q值 估计ARMA模型的参数值-ARMA order of the specified p, q value estimated ARMA model parameters
ARMA
- 该程序是对在已知和未知参数的情况下用最小二乘法估计观测数据的ARMA模型的AR参数的仿真。-The program is known and the unknown parameters in the case of observational data with least square method to estimate the ARMA model of AR parameters of simulation.
ARMA
- ARMA model. GARCH. stitionary. LBQtest.
ARMA
- Builds the ARMA model by inputs and outputs, and finds the errorof the model.
arma
- ARMA模型并画图 实现误差分析并验证实验结果-ARMA model
arma
- arma模型，很不错的M文件，有助于学习提高-arma model, very good M-file help learning to improve
New-ARMA-model-
- 运用粒子群优化算法对ARMA(p,q)模型的阶数进行优化是可行的，且利用优化后的ARMA模型对航空发电机状态趋势进行分析的结果十分准确，与原始数据所表现出的航空发电机状态变化趋势基本一致。经计算，此时分析结果的平均相对误差较小，仅为1.38 ，与优化前构建的ARMA模型相比，平均相对误差降低0.23个百分点，优化效果明显。-Using particle swarm optimization algorithm to optimize the order of the ARMA (p, q) mo
Based-genetic-algorithm-ARMA-model
- 利用遗传算法对ARMA(p,q)模型进行优化，减少人为因素在模型定阶过程的影响，通过构建基于遗传算法的ARMA(p,q)模型，确定ARMA模型的具体阶数，并对航空发电机的状态趋势进行分析。-ARMA (p, q) model to optimize the use of genetic algorithms to reduce the impact of human factors in the process of model order, by constructing ARMA (p, q
ARMA-model-matlab-code
- ARMA模型的matlab代码，详细，有注释-ARMA model matlab code, detailed, annotated