搜索资源列表
arma_analysis
- ARMA模型时间序列分析法简称为时序分析法，是一种利用参数模型对有序随机振动响应数据进行处理，从而进行模态参数识别的方法。参数模型包括AR自回归模型、MA滑动平均模型和ARMA自回归滑动平均模型。这里给出了一个求出ARMA模型参数的MATLAB程序。
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
LogOn
- c#实现线性回归预测,线性回归时一个有用的技术，本文展示了一种带权重的自回归模型-Linear regression is a useful technique for representing observed data by a mathematical equation This article presents a C# implementation of a weighted linear regression c sharp AR auto regression predictio
menxian
- 门限自回归模型,利用MATLAB求解门限自回归模型,利用MATLAB求解-menxian zi huigui moxing
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
estimate_AR
- 采用L-D算法，估算自回归模型（AR模型）系数。L-D法是一种矩阵递推估计法-LD algorithm to estimate the coefficients of the autoregressive model (AR model). The LD method is a matrix recursive estimation method
ar
- AR模型的定阶和自回归参数，模型方差的估计-Fixed-order AR model and estimated from the regression parameters, the model variance
MS_AR_FEX
- MS-AR：马尔科夫取值转移自回归模型，状态可取两种状态，也可以取多种状态。-MS-AR：the program of Markov Switching autoregressive model.
CARMA_GI
- 受控自回归滑动平均模型的梯度迭代算法，经过多次迭代计算之后，能够有效的逼近真实值-Controlled autoregressive moving average model of gradient iterative algorithm, after several iterations, can effectively approach the true value
AR_model
- 自回归模型得到的谱与yulear法、burg法、协方差法、改进协方差法等方法得到的谱进行对比 -Autoregression model spectra obtained with yulear method, burg method, covariance method, modified covariance method and other methods to compare the obtained spectrum
ar_model
- AR自回归模型，观察分析因子的滞后情况，拟合情况-AR MODEL
TREGM
- 水利预测中的门限自回归模型，根据川大王文圣的论文编写-THRESHOLD AUTOREGRESSIVE MODEL
m_Files_tvtp_20121113
- 时变转化概率马尔科夫区制转向量自回归模型- time varing markov switching vector auto regression
FFRLS
- 开环系统参数辨识，带遗忘因子的递推最小二乘估计法（FFRLS)，系统为单入单出的CAR(带控制量的自回归模型）模型,三阶系统-Open-loop system parameter identification, recursive least squares estimation method with forgetting factor (FFRLS), SISO system of CAR (with a controlled amount of autoregressive model)
自回归模型课件与程序
- 自回归模型，向量自回归模型是AR模型的推广。[1] 这个概念应当区别于金融风险管理的VaR模型。VaR模型是用于衡量市场风险和信用风险的大小，辅助金融机构进行风险管理和监管部门有效监管的工具(Autoregressive model and vector autoregressive model are the extension of AR model)
gonglvpuguji
- 用matlab做各种功率谱分析，传统方法和自回归模型等(Power spectrum analysis)
gdfm_toolbox_1.3
- 基于虑子方法拟合平滑转换向量自回归模型，包含若干分解算法(Fitting smooth transformation vector autoregressive model)
SSTVARToolbox
- 平滑转换向量自回归模型的估计、检验以及应用，包含若干子代码(The estimation, inspection and application of the smoothing transformation vector auto regression model contain several sub codes.)
TVP-VAR
- 包含了目前主流的时变参数向量自回归模型代码以及文献(Including the current mainstream time-varying parameter vector autoregressive model code and Literature)
模拟验证一阶自回归模型中自回归系数
- 运用Python的数组和矩阵操作模拟验证一阶自回归模型中，自回归系数OLS估计量的有限样本偏差问题。(Python array and matrix operations are used to simulate and verify the finite sample bias of OLS estimator of autoregressive coefficient in the first-order autoregressive model.)