搜索资源列表
AICBIC
- 对于ARMA模型定阶方法AIC BIC的matlab程序，非常实用-For the ARMA model order methods AIC BIC matlab procedures, very practical
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
xitongbianshi
- 对系统进行辨识，用最小二乘法，aic原则定阶-For system identification, with the least square method, aic principles set order
time_series
- 学习时间序列的同学时候，从预处理到建模到定阶到预测，这里都有程序代码 不错-When students learn time series, from pretreatment to modeling to predict given the order to, here are a good program code
FPE-algorithm
- 按FPE定阶的依阶次递推算法程序。先用依模型阶次递推算法估计模型的参数，再用fpe方法判断模型的阶次。-By order given by FPE order recursive algorithm. First with a recursive algorithm to estimate model parameters according to model order, then fpe way to determine the order of the model.
F-test
- 用残差法（F检验法）,残差检验法来辨识模型阶次，在模型阶次确定的情况下，依据递推法辨识出模型参数。这种利用残差定阶的方法需要在获得模型参数值之后，求得模型残差序列，并借以统计假设检验方法对残差的方差进行显著性检验来确定模型的阶次。-Extrapolation identified model parameters. This use of the residual method needs to be in order after obtaining the model parameter va
arima_pw
- ARIMA建模，主要包括平稳化、模式识别、模型定阶几个步骤-ARIMA modeling, including smoothing, pattern recognition, model order several steps
GS
- 基于地统计半变异函数的单Y拓阶程序,由MATLAB编写,调用定阶来确定拓阶数,调用拓阶来完成Y的拓阶,输出为M*N矩阵-Single Y statistical semi variation function extension order based procedures, prepared by MATLAB, call order to determine the extension order number, call the extension order to complete th
ARMAX
- 根据输入输出数据，进行ARMA定阶、辨识，可用于SISO的最小方差控制系统性能评价-According to the input and output data, ARMA order determination, identification, control systems can be used to minimize the variance of performance uation SISO
levy
- 利用Levy法进行系统的阶次辨识，为系统辨识进行定阶次-Levy method utilizing order identification system, were given the order for the system identification
ARMA
- ARMA模型定阶的资料，书中包含MATLAB中ARMA定阶代码，十分详细-ARMA model order information, the book contains a set of MATLAB ARMA order code, very detailed
ARburg
- 基于burg法的AR建模，根据信号序列x和阶次p计算AR模型参数和误差，返回模型参数及误差功率。方便定阶及功率谱计算。-Time series analysis of AR model, based on burg method，rectifiable the power of residual squares, easy to determine the model order and compute the power spectral density.
arima
- matlab ARIMA模型 模型定阶也就是输入的r，m要适当，我按你的数据保留前七个后，输入R=1，M=2 -arima model
AICdingjie
- 此程序是基于AIC定阶的系统辨识程序，是在MATLAB环境下编写的-This procedure is based on AIC given order system identification program is written in MATLAB
CanCaBaiSeDingJie
- 此程序是基于按残差白色定阶的系统辨识程序，是在MATLAB环境下编写的-This procedure is based on the order given by the residual white system identification procedure is to write in the MATLAB environment
granger_cause_BIC
- Granger因果检验的程序，用BIC信息准则进行定阶，很实用。-Granger causality test procedures, using BIC information criterion to determine the order, it is practical！
xitongbianshi
- 系统辨识数据辨识模块方法程序汇总包括最小二乘残差白色定阶-System identification data identification module comprises a method of least squares residual white rollup order determination
arma
- ARMA的MATLAB代码，包含自动定阶和参数识别等，代入数据可直接用，不坑。-ARMA MATLAB code, including automatic order and parameter identification, etc., can be used directly into the data, not pit.
四阶
- 4阶定步长龙格库塔,数值算法专用程序,实测可靠(4 order constant step Runge Kutta)
tvd
- 二维非定常激波管问题数值模拟方法的TVD(A numerical method for two-dimensional unsteady shock tube problems TVD)