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计算hurst_exponent的matalb程序
用于检测时间序列的非线性特性-Procedures for calculating hurst_exponent of matalb time series for nonlinearity detection
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做时间序列预测的svm程序,matlab编的,多种时间序列预测模型-Time series prediction svm program, matlab code, and a variety of time-series forecasting model
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OpenTSTOOL is a software package for nonlinear time series analysis. It is
implemented mainly in MATLAB, with some time-critical parts written in
C/C++ (as MEX-functions).
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matlab金融时间序列ARMA建模
结果分析:
1.预测结果从第四步开始,预测值不再改变,因为ARMA是收敛的回归模型,而我们做的工作并不是模拟,所以,当预测步长足够长时,它最终将收敛于一个不变得预测值
2.既然预测值一样,为什么还原为成交量后,在置信区间下预测的最大值与预测均值的差比预测均值与最小值的差要大?因为将对数差分值还原时,需用到的指数函数为凹函数-matlab Financial Time Series the the ARMA modeling results Ana
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matlab下的kagi图函数。kagi图会显示一系列连接的垂直线,其中线条的粗细和方向会视价格值的动作而定。这个图表类型会忽略时间因素,用来强调资料趋势变动,例如股票市场的趋势。-matlab under kagi pattern function. kagi map will display a series of connecting vertical lines where the line thickness and direction of the price depending o
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