东南大学现代数字信号处理各种预测滤波的现成matlab函数，学这门课的人可以-Southeast University, a modern digital signal processing a variety of off-the-shelf filtering prediction matlab function, learning the course can take a look at

时间序列的基本模型的参数估计和预测 以及和谱分析的方法的相关程序-Copyright (c) 2009, Piet M T Broersen All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

在matlab中对时间序列进行AR建模后采用卡尔曼滤波对比预测和实际的差别。应用于嵌入式实时信号处理-Using the difference between the predicted and actual comparison of the Kalman filter AR modeling of time series.

用于matlab神经网络的预测，可以更加便捷的处理相关数据，对已有数据进行预测。(Artificial neural network prediction based on MATLAB)