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TVAR_matlab
- 用于时变结构的AR模型建立,即TVAR 的matlab程序-AR model for time variable structure established that TVAR matlab program
TVAR
- 基于期望最大化的时变参数建模,时频分辨率高-Based on expectation maximization of time-varying parameter modeling, high time-frequency resolution
tvar1
- 非平稳信号分析与处理,可用于特征提取,将AR模型扩展应用于非平稳时间序列,得到具有时变系数的时变自回归(time-varying autoregressive, TVAR)模型。(nonstationary random signal analysis and processing)
TVAR
- Two regime threshold VAR model estimated via the algorithm in Chen and Lee (2004) . Code is in Matlab