搜索资源列表
AIC_MDL_or
- estimate the number of source using AIC and MDL criterion.
yc3
- 时间序列分析中AR模型的建立,可求的残差平方和,便于用AIC准则定阶。-Time series analysis of AR model, rectifiable the residual sum of squares, easy to use the AIC criterion to determine the order.
model-comparison
- 生成AR(p)过程模拟的参数。满足过程的弱稳定。模拟多条样本路径,利用AIC/BIC/IC进行定阶。比较三种标准的准确性。-Generate an AR (p) process simulation parameters. Meet process weakly stable. Simulation sample path, AIC/BIC/IC order determination. Three standard accuracy.
order_prediction
- FPE,AIC,CAT三种AR模型预测准则,可对同一个序列同时进行阶数分析并作图,相互比较。-FPE,AIC,CAT order prediction ,can be used on the same time series and contrast with each other