搜索资源列表
ASA
- 自动谱分析:可用于丢失/采样/子束光谱分析;矢量自动迭代,可用于建模,故障诊断;-The applications of this additional toolbox are: - Automatic spectral analysis for Irregular sampling/Missing data, analysis of spectral subbands, - Vector Autoregressive modeling and Detection [uses ARMA
ARMA_Analysis
- ARMA模型的构建、预测、示例数据及详细讲解-ARMA modeling forecasting data
MATLAB
- matlab中的一些参数建模的方法,例如AR模型,ARMA模型,周期图法,多窗口法,最大熵法,以及小波分析的应用举例。-Some of the parameters of the matlab modeling methods, such as AR model, ARMA model, a periodic chart, window method, the maximum entropy method, as well as the application of wavelet analys
signal
- 产生一个随机信号和两个不同频率但频率间隔很小的正弦信号,要求对两信号之和进行如下分析: (1) 求该随机信号的自相关性系数、自相关函数,画出对应的图形; (2) 利用不同的参数建模方法求出两个随机信号的功率谱; (3) 利用极大似然估计、递推最小二乘法等常用的参数估计方法估计所建模型,包括AR模型、MA模型和ARMA模型的的参数,阶次自定;并与Matlab工具箱里的一些建模函数的运算结果进行比较; (4) 利用陷波滤波和MUSIC滤波方法对该信号的频谱进行估计; (5) 利
arma
- ARMA模型的建模, 对数据进行的预处理,对模型进行了定阶,参数估计,检验,利用该模型对未来的数据进行了预测。-ARMA model modeling the data preprocessing, model order determination , parameter estimation , testing , using the model to predict future data
vol
- matlab金融时间序列ARMA建模 结果分析: 1.预测结果从第四步开始,预测值不再改变,因为ARMA是收敛的回归模型,而我们做的工作并不是模拟,所以,当预测步长足够长时,它最终将收敛于一个不变得预测值 2.既然预测值一样,为什么还原为成交量后,在置信区间下预测的最大值与预测均值的差比预测均值与最小值的差要大?因为将对数差分值还原时,需用到的指数函数为凹函数-matlab Financial Time Series the the ARMA modeling results Ana
arfima_est_v2
- 对ARMA 模型进行建模,在使用whittle estimator 的情况下-modeling arma
signal-modeling
- this program helps you to perform signal modeling for AR, MA and ARMA signals
ARMA_predict
- MATLAB编写的ARMA建模程序,可实现UI打开EXCEL文件,自动选取合适滞后阶数ARMA建模和任意几期预测。-ARMA modeling program written in MATLAB, enabling the UI Open EXCEL file and automatically selects the appropriate number of lags several of ARMA modeling and forecasting arbitrary.
wangyuetestnew
- 时间序列ARMA建模实例,包含对数据的平稳性检验、白噪声检验及依据ARMA模型的预测。-ARMA time series modeling examples, including the data stationary test, white noise testing and forecasting based on ARMA model.
arma_model
- 时间序列建模-ar模型,arma建模,消除周期趋势-Time series modeling-ar model, arma modeling, eliminate cyclical trends
ARMAmodel
- 时间序列ARMA建模,适用于各种ARMA建模,非常好用的通用程序-Time series ARMA modeling, suitable for all kinds of ARMA model, general program is very nice
ARMA_Stmcb
- Stmcb函数是使用Steiglitz-McBride迭代方法的ARMA参数建模。-Stmcb function using the Steiglitz-McBride iteration method of ARMA parametric modeling.
ARMAre
- AMRA建模,主要包括平稳化,判断阶数,建立模型,利用模型进行预测-ARMA modeling beginner when used, including smoothing determine the order is appropriate, modeling, prediction
Arma
- 风速预测,ARMA建模,基于时间序列法的风速预测MATLAB程序-Wind speed forecasting, ARMA modeling, wind speed prediction based on time series method matlab program
ero-modeling
- 这是基于ARMA模型算法的有色噪声信号处理方法研究毕设论文。里面内容详细,各章对各种信号处理算法均有详细解释并附带matlab仿真代码。这篇论文有幸成为北航优秀论文,也是正在做毕设的同学不可多得的模板资料。-This is based on the ARMA model algorithm of colored noise signal processing method research. Detailed explanation of the contents of the contents
whitenoise
- 使用周期图法、ARMA方法对色噪声建模,以及协方差法白化色噪声的python代码。ARMA建模可用于估计随机过程对股票变化进行建模等应用。- Cycle diagram method, ARMA method of colored noise modeling, and colored noise covariance method albino python code. ARMA modeling can be used to estimate changes in the stock r
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
- 采用MATLAB实现arma时间序列的建模与预报(Modeling and forecasting of ARMA implementation time series)
arma
- arma数据建模,预测数据,有数据,亲测有效(ARMA data modeling, prediction data)