搜索资源列表
ARMAtest
- 一个检测ARMA的matlab程序，可以显示p,q的值- a test program to calculate the parameters of ARMA
forecast
- 利用matlab软件建立模型，利用ARMA模型对数据进行预测-Using matlab software to model the data using the ARMA model prediction
signal-modeling
- this program helps you to perform signal modeling for AR, MA and ARMA signals
ARMA_AR_MA_-kalman
- 卡尔曼滤波下的的ARMA、MA、AR模型，比较全面，特别适合初学者入门-Kalman filtering under the ARMA, MA, AR model, a more comprehensive, especially for beginners
Rate_ARMA
- ARMA Time Series Analysis
source
- 输入信号为方波信号+高斯白噪声，方波信号基 频为1kHz，幅值为1，高斯白噪声方差为0.2， 均值为0，采样频率为20kHz。试用周期图法和 ARMA谱估计法(SVD-TLS)估计此信号的功率 谱，并分析比较其结果-The input signal is a square wave signal+ Gaussian white noise, square wave signal fundamental frequency 1kHz, amplitude is a Gaussian white n
Levinson
- 用Levinson算法，Burg算法，ARMA模型法，MUSIC算法来估算功率谱。并进行比较。-With Levinson algorithm, Burg algorithm, ARMA model method, MUSIC algorithm to estimate the power spectrum. And compared.
ARMA_predict
- MATLAB编写的ARMA建模程序，可实现UI打开EXCEL文件，自动选取合适滞后阶数ARMA建模和任意几期预测。-ARMA modeling program written in MATLAB, enabling the UI Open EXCEL file and automatically selects the appropriate number of lags several of ARMA modeling and forecasting arbitrary.
ARMAforecast
- 用matlab做时间序列分析，建立ARMA模型的示例程序，清晰易懂，备注完整。-Using matlab to do time series analysis, ARMA model sample program, lucid, notes intact.
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
Programm-Matlab
- Matlab programm:ARMA parameter program,solair pannel
ArmaII-Memory-Hack-v2
- This is sample code of memory hooks for "Arma II".
arma_gm
- arma和gm模型，根据论文写得，效果和论文结果一样，可以参考-arma and gm model, based on written papers, and papers effect the same results, you can refer to
ARMA_adaptive_gm
- 自适应，arma ，gm ，都是根据论文写得，结果和论文一样，仅供参考。-Adaptive, arma, gm, are based on written papers, and papers as a result, are for reference only.
RadomDisplacement
- 本软件根据路面功率谱，采用ARMA模型给出车辆路面激励随机位移，能够根据不同车辆类型生成路面激励位移，车辆振动荷载-Power spectum density for arma model
MARMACH
- 用Cholesky分解求ARMA模型的参数并作谱估计。-Using Cholesky decomposition for ARMA model parameters and for spectral estimation.
wangyuetestnew
- 时间序列ARMA建模实例，包含对数据的平稳性检验、白噪声检验及依据ARMA模型的预测。-ARMA time series modeling examples, including the data stationary test, white noise testing and forecasting based on ARMA model.
arma_model
- 时间序列建模-ar模型，arma建模,消除周期趋势-Time series modeling-ar model, arma modeling, eliminate cyclical trends
Spectrum_Analysis
- 关于谱分析的一些算法，其中包括周期图法、Blackman-Turkey法、Yule-Walker方程求解、最小二乘AR、最小二乘ARMA、ESPRIT、MUSIC、Root-MUSIC、Capon、和AIC准则等等经典算法。-Classical algorithm on Spectral Analysis, including periodigram, Blackman-Trukey, Yule-Walker,LSAR, LSARMA,ESPRIT, MUSIC, Root-MUSIC, Cap
modern-spectral-estimation
- 现代谱估值中YULE-Walker法，Levision-durbin法与ARMA法比较，以及与经典谱估值的比较。-Compared with the classical spectrum valuation modern spectrum valuation YULE-Walker law, comparative law and Levision-durbin ARMA method, as well.