搜索资源列表
KalmFilter
- 卡尔曼滤波是一种高效率的递归滤波器(自回归滤波器), 它能够从一系列的不完全包含噪声的测量中，估计动态系统的状态。-Kalman filter is an efficient recursive filter (autoregressive filter), it can not completely contain from a series of noise measurements, the estimated dynamical systems.
varcode--jplv7
- 向量自回归是经济学统计分析中的一个一个软件-fdf
MARBURG
- 根据Burg算法估计AR（自回归）模型参数。-According to Burg algorithm to estimate AR (AR) model parameters.
MARMACH
- 估计ARMA(自回归滑动平均)模型参数及其功率谱密度（PSD）-Estimated ARMA (ARMA) model parameters and power spectral density (PSD)
matlab
- 对烈度的预测，采用自回归方法，包括最小二乘法及AIC的编程-Prediction of the intensity
BVAR_Gibbs
- 贝叶斯分析，比较复杂的自回归分析。VAR模型，注意比AR要先进的多！-Bayesian estimation, prediction and impulse response analysis in VAR models using the Gibbs sampler.
Thomas-for-AR1
- 一阶季节性自回归模型Thomas Fiering model，用于日、月径流等的随机模拟-First-order seasonal autoregressive model Thomas Fiering model, for the day, month, Stochastic Simulation of runoff
zihuigui
- 自回归模型，参数优化，应用预测，c#所写，测试准确-Since the regression model, parameter optimization, the application of prediction, c# written, accurate test
SFElikgarch
- 该程序代码，可以用于计算和描绘广义自回归异方差过程的条件对数似然函数。-SFElikgarch computes and plots values of the conditional log-likelihood function of a simulated GARCH(1,1) process
11
- 介绍了一种基于振动信号隐马尔可夫模型(HMM)的新的齿轮故障检测和诊断方案。 首先从振动信号中提取特征,这些信号既包括正常齿轮也包括故障齿轮,特征以振动信号自回归模 型的多项式传递函数的反射系数为基础。这些特征用来训练HMM归类各种齿轮状况。经过试验 验证,用这些特征判断故障的准确性很高。 -:A newgear fault detection and diagnosis scheme based on Hidden MarkovModel (HMM) of vibra- t
ARMA
- 时间序列中的自回归移动平均模型（ＡＲＭＡ），可以进行实时预测-A sequence of time regression moving average (ARMA) model, can real-time prediction
Ox-MSVAR
- 基于OX的马尔可夫向量自回归模型,估计、预测马尔可夫向量自回归。-OX based on the Markovian vector auto regression model
LMS
- 自适应的LMS算法及其应用 本实验通过一个二阶自回归过程来研究实时数据集平均对LMS算法的影响 包含MATLAB代码-LMS algorithm
Wavelet
- 用Java编写的网络流量预测的源程序，其中用到了Mallat快速小波变换和自回归AR模型。-Jmichelle network traffic prediction of the source program, including the use of the Mallat fast wavelet transform and regression AR model.
grnn
- 一个用于集装箱预测的广义自回归神经网络,效果挺好，也可以用于其他领域的非线性预测-It is a GRNN algorithm used to forecast container throughput with satisfactory performance, which can also be apllied in the other forecast areas.
1xy7z.ZIP
- 基于多元线性自回归模型的流量预测Multiple linear regression model based on traffic prediction-Multiple linear regression model based on traffic prediction
COMBINED-REGRESSION
- 混合回归模型，进行自回归和因子回归，同时考虑。数据从EXCEL中读入-Combined regression model
AR
- 一阶自回归滑动序列，随机过程作业，计算其自相关函数。-The first order autoregression sliding sequence of operations of stochastic processes, to calculate the autocorrelation function.
ARMA-model
- 模型包括三种基本类型：自 回归模型、移动平均模型和 自回归移动平均模型 -The model consists of three basic types: the regression model, moving average and autoregressive moving average model
AR_fburg
- 该程序模拟了雷达照射区域存在多个点目标，利用线性自回归的方法进行目标估计，包括burg,Yule-Walker法AR 谱估计和修正的协方差谱估计。-The program simulates the radar of the irradiated region there are multiple points of the target, using linear target is estimated from the regression method, including burg, Y