Description: Autoregressive Markov Switching Model function for the assessment, simulation and forecasting autoregressive Markov switching model. Estimates for the model can choose the distribution function. Used to study structural changes in time series analysis of financial, stock exchange and inflation Research
- [ofdm_programme] - Abstract: Noise frequency modulation (FM
- [stock_market_forecasting] - A fusion model of HMM, ANN and GA for st
- [Markovprocesses] - markov matlab code, give a detail implet
- [HMM] - Hidden Markov Model to achieve viterby a
- [mr] - matlab autoregressive Markov switching m
- [RealTimeViewer] - realtime viewr ticker...so you can get i
- [K_MA] - Stock forecast mapping k line 5 average,
- [Viterbi] - The Viterbi algorithm is a dynamic progr
- [DEMC] - A Markov Chain Monte Carlo version of th
- [NTSAcode] - For nonlinear time series analysis of th
File list (Check if you may need any files):
马尔科夫预测
............\MS_AR_FEX
............\.........\About_the_MS_AR_Models.pdf
............\.........\Example_Data.mat
............\.........\Example_MS_AR_Fit.m
............\.........\Example_MS_AR_Fit_t_dist.m
............\.........\Example_MS_AR_Fit_with_MEX.m
............\.........\Example_MS_AR_For.m
............\.........\Example_MS_AR_Simul_2_States.m
............\.........\Example_MS_AR_Simul_2_States_t_dist.m
............\.........\Example_MS_AR_Simul_3_States.m
............\.........\Example_MS_AR_Simul_and_Fit_2_States.m
............\.........\Example_MS_AR_Simul_and_Fit_2_States_t_dist.m
............\.........\Example_MS_AR_Simul_and_Fit_3_States.m
............\.........\Example_MS_AR_Simul_and_Fit_4_States.m
............\.........\m_Files
............\.........\.......\confuneq_MS_AR.m
............\.........\.......\getvarMatrix_MS_AR.m
............\.........\.......\mex_MS_Filter.cpp
............\.........\.......\MS_AR_Fit.m
............\.........\.......\MS_AR_For.m
............\.........\.......\MS_AR_Lik.m
............\.........\.......\MS_AR_Sim.m
............\.........\.......\nr3matlab.h
............\.........\备份属于 新建 Microsoft Word 文档.wbk
............\.........\新建 Microsoft Word 文档.doc
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