搜索资源列表
GARCH-Matlab
- 基于GARCH的预测例程，对解决存在异方差的时间序列很好。-GARCH forecasts based on routine, there is heteroscedasticity in solving the time series well.
Lyapunov_MATLAB
- 检测时间序列的平稳性，可以说是一种新的检测混沌的方法-Detect stationary time series, it can be said is a new method of detection of Chaos
FunctionChaosPredict
- 利用一阶局域加权法进行混沌时间序列的预测。-Using a weighted-rank local-region method of forecasting chaotic time series.
waveletentropy
- 该程序是基于小波变换的熵谱，用来提取时间序列的周期成分。熵谱相对于小波谱来说在提取周期成分上有一定优势-The program is based on spectral entropy of wavelet transform to extract time series of the periodic component. Entropy is relative to the small spectral component in the extraction cycle, there are
ARIMA
- 自回归移动平均模型(Autoregressive Integrated Moving Average Model)的Matlab实现,时间序列分析代码-Autoregressive moving average model (Autoregressive Integrated Moving Average Model) to achieve the Matlab
2010-02-05(C-C)
- C-C算法应用关联积分能够同时估计出时间延迟和嵌入维数，是相空间重构的前提。 本程序通过C-C算法计算duffing方程产生的混沌时间序列的时间延迟和嵌入维数。-CC algorithm is used to simultaneously estimate the correlation integral time delay and embedding dimension, is a prerequisite for phase space reconstruction. T
Prediction_RBF
- matlab编写的基于混沌时间序列的神经网络预测，包括一步和多步预测算法。-matlab prepared chaotic time series based on the neural network to predict, including step and multi-step prediction algorithm.
ChaosToolbVer.2.0
- 混沌工具箱 C-C方法计算时间延迟和嵌入维数 混沌时间序列预测-Chaos Toolbox CC method to calculate time delay and embedding dimension of chaotic time series prediction
Ann5
- 基于小波神经网络的时间序列预测的短时交通流量预测的matlab源程序与数据-Based on wavelet neural network time series forecasting short-term traffic flow prediction matlab source code and data
Fqushi10
- 小波分解和重构，matlab编写，主要处理时间序列的数据-小波分解和重构
ar
- ar模型的一个例子，详细描述了时间序列预测的步骤，且成功实现预测功能-ar model of an example of a detailed descr iption of the steps time series prediction and forecasting function successfully
DoubleSpectrum_Analysis
- 计算时间序列双谱的三维图和二维图，用于研究非线性过程非常管用！-Bispectrum calculation of three-dimensional time series graph and two-dimensional maps, used to study the nonlinear process is very useful!
gujia
- 如何用ARMA模型拟合股价时间序列?我在MATLAB2007上建立了ARMA模型，分析股价时间序列，模型已经有了，但是不知道如何得到拟合输出时序。分析需要拟合输出图，作拟合误差分析。-stock price estimation
RBF
- matlab格式源代码。功能：径向基神经网络算法源码和应用于时间序列模型建立和预测问题。-matlab source code format. Function: RBF neural network algorithm source code and applies to time-series model and prediction of the problem.
dtw
- 用java写的DTW程序组合，可用于进行动态弯曲路径的计算和时间序列相似性比较-Using java to write the DTW procedure combinations that can be used for dynamic bending path calculation and comparison of time series similarity
基于模糊模型支持向量机的混沌时间序列预测
- 基于模糊模型支持向量机的混沌时间序列预测，很好的期刊
Model_ARIMA1
- 季节性移动自回归模型 可以进行时间序列的预测 尤其是季节性数据-S-Arima seaonal Arima model in matlab
GM11
- 多年前写的一个灰色系统－时间序列预测模型，学习灰色系统的可以参考，内有测试数据，程序可执行。-Many years ago written by a gray system- time-series forecasting model, learning can refer to the gray system with a test data, the program executable.
Matlab-arima
- 金融时间序列分析，常用的一些模型分析过程，此仅对ARIMA 做了一些参考-Do time-series.look for some progrom refer to time series of Finalcial data,espeically using ARIMA model.
matlabARMA
- 在matlab下时间序列分析ARMA模型的建立和预测程序ARMA-Under the matlab time series analysis and forecasting ARMA model procedures for ARMA