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[Mathimatics-Numerical algorithms混沌时间序列预测

Description: 1、该工具箱包括了混沌时间序列分析与预测的常用方法,有: (1)产生混沌时间序列(chaotic time series) Logistic映射 - \ChaosAttractors\Main_Logistic.m Henon映射 - \ChaosAttractors\Main_Henon.m Lorenz吸引子 - \ChaosAttractors\Main_Lorenz.m Duffing吸引子 - \ChaosAttractors\Main_Duffing.m Duffing2吸引子 - \ChaosAttractors\Main_Duffing2.m Rossler吸引子 - \ChaosAttractors\Main_Rossler.m Chens吸引子 - \ChaosAttractors\Main_Chens.m Ikeda吸引子 - \ChaosAttractors\Main_Ikeda.m MackeyGLass序列 - \ChaosAttractors\Main_MackeyGLass.m Quadratic序列 - \ChaosAttractors\Main_Quadratic.m (2)求时延(delay time) 自相关法 - \DelayTime_Others\Main_AutoCorrelation.m 平均位移法 - \DelayTime_Others\Main_AverageDisplacement.m (去偏)复自相关法 - \DelayTime_Others\Main_ComplexAutoCorrelation.m 互信息法 - \DelayTime_MutualInformation\Main_Mutual_Information.m (3)求嵌入维(embedding dimension) 假近邻法 - \EmbeddingDimension_FNN\Main_FNN.m Cao方法 - \EmbeddingDimension_Cao\Main_EmbeddingDimension_Cao.m (4)同时求时延与嵌入窗(delay time & embedding window) CC方法 - \C-C Method\Main_CC_Luzhenbo.m (5)求关联维(correlation dimension) GP算法 - \CorrelationDimension_GP\Main_CorrelationDimension_GP.m (6)求K熵(Kolmogorov Entropy) GP算法 - \KolmogorovEntropy_GP\Main_KolmogorovEntropy_GP.m STB算法 - \KolmogorovEntropy_STB\Main_KolmogorovEntropy_STB.m (7)求最大Lyapunov指数(largest Lyapunov exponent) 小数据量法 - \LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein1.m \LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein2.m \LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein3.m \LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein4.m (8)求Lyapunov指数谱(Lyapunov exponent spectrum) BBA算法 - \LyapunovSpectrum_BBA\Main_LyapunovSpectrum_BBA1.m \LyapunovSpectrum_BBA\Main_LyapunovSpectrum_BBA2.m (9)求二进制图形的盒子维(box dimension)和广义维(genealized dimension) 覆盖法 - \BoxDimension_2D\Main_BoxDimension_2D.m \GeneralizedDimension_2D\Main_GeneralizedDimension_2D.m (10)求时间序列的盒子维(box dimension)和广义维(genealized dimension) 覆盖法 - \BoxDimension_TS\Main_BoxDimension_TS.m \GeneralizedDimension_TS\Main_GeneralizedDimension_TS.m (11)混沌时间序列预测(chaotic time series prediction) RBF神经网络一步预测 - \Prediction_RBF\Main_RBF.m RBF神经网络多步预测 - \Prediction_RBF\Main_RBF_MultiStepPred.m Volterra级数一步预测 - \Prediction_Volterra\Main_Volterra.m Volterra级数多步预测 - \Prediction_Volterra\Main_Volterra_MultiStepPred.m (12)产生替代数据(Surrogate Data) 随机相位法 - \SurrogateData\Main_SurrogateData.m 2、在matlab环境中首先运行install.m,将工具箱所在路径添加至matlab 3、各子目录下以Main_开头的文件即是主程序文件,直接按快捷键F5运行即可 4、工具箱中所有程序均在Matlab6.5和Matlab7.1环境中调试通过,不能保证在Matlab其它版本正确运行。 5、工具箱中部分功能为试用版,敬请谅解! 6、 作者:陆振波,海军工程大学 欢迎同行来信交流与合作,更多文章与程序下载请访问我的个人主页
Platform: | Size: 579972 | Author: niuchao0511 | Hits:

[Other一种多尺度的时间序列相似模式匹配算法

Description: 提出一种多尺度的时间序列相似模式匹配算法.该算法用离散小波变换对时间序列进行多分辨分析,在多尺度上提取序列的形状特征.然后在不同的尺度上找出相似的序列和子序列模式.该算法可以匹配不同长度的序列,并能支持垂直平移变换和幅度伸缩变换.
Platform: | Size: 143816 | Author: zhuyiming@msn.com | Hits:

[Report papers基于RBF神经网络的CPI预测

Description: 采用RBF神经网络的结构、特性和训练算法,根据CPI(消费者物价指数)与其影响因素之间存在的映射关系,应用神经 网络建立了多因素非线性时间序列预测模型。最后通过仿真实验和研究,把RBF神经网络与传统的BP网络预测结果进行比较,结果证明,该模型的预测精确度更高,结果令人满意。
Platform: | Size: 295664 | Author: gigixufy@hotmail.com | Hits:

[Algorithm自适应算法

Description: matlab程序,用于计算时间序列中的自适应问题可以进行预测-Matlab procedures used in the calculation of time-series of adaptive problems can be predicted
Platform: | Size: 3072 | Author: 孙兵 | Hits:

[JSP/Javatime_serial

Description: 哦用java写的时间序列模型预测的算法程序,(基于季节波动的时间序列模型)-used to write java time series model predictive algorithm procedures (based on the seasonal fluctuations of the time series model)
Platform: | Size: 7168 | Author: 雷天无 | Hits:

[AI-NN-PRAOLMM

Description: 基于局域法多步预报模型的混沌时间序列预报模型,对多个典型混沌序列的仿真测试表明,本算法具有良好的多步预测精度和较好的抗噪声能力-based multi-step prediction model of chaotic time series prediction model, a number of typical chaotic sequence of simulation tests show that the algorithm has a good multi-step forecast accuracy and better noise immunity
Platform: | Size: 227328 | Author: 蔡烽 | Hits:

[Otherpredict_fun

Description: 基于均值生成函数时间序列预测算法程序 1. predict_fun.m为主程序 2. timeseries.m和 seriesexpan.m为调用的子程序 -function based on the mean generation time series prediction algorithm for a procedure. Predict_fun.m mainly procedures 2. Timeseries.m seriesexpan.m and called for the subprogram
Platform: | Size: 1024 | Author: helen14 | Hits:

[matlabVolterra_hwg

Description: 在MATLAB上实现混沌时间序列的Volterra预测算法-in MATLAB achieve chaotic time series prediction algorithm Volterra
Platform: | Size: 13312 | Author: 胡维刚 | Hits:

[Mathimatics-Numerical algorithmsApEn

Description: 针对时间序列的复杂性测试,实现近似熵算法,可以分析确定信号和随机信号-time series against the complexity of testing, achieving approximate entropy algorithm, can be analyzed to determine signal and random signals
Platform: | Size: 1024 | Author: 魏娜 | Hits:

[Mathimatics-Numerical algorithmsfast_ApEn

Description: 针对时间序列的复杂性测试,实现快速近似熵算法,可以分析确定信号和随机信号,速度打打提高-time series against the complexity of testing, rapid approximate entropy algorithm, can be analyzed to determine signal and random signals, improving speed of play
Platform: | Size: 1024 | Author: 魏娜 | Hits:

[Fractal programRSana

Description: RS分形算法matlab代码实现,既利用RS方法计算时间序列的分形hurst指数-RS fractal algorithm to achieve Matlab code, both RS calculated using time series fractal Hurst index
Platform: | Size: 2048 | Author: 方健 | Hits:

[matlabhundunshjian

Description: 基于matlab的混沌时间序列源代码,比较有价值。-based on Matlab chaotic time series source code, quite valuable.
Platform: | Size: 16384 | Author: zhoujx | Hits:

[matlabspectrum

Description: 功能: 功率谱分析 算法参考文献:黄嘉佑,《气象时间序列分析》-functions : power spectral analysis algorithm References : Geophysics, "meteorological time series analysis"
Platform: | Size: 31744 | Author: 邱军 | Hits:

[matlabssa

Description: 不同算法对时间序列进行奇异谱分解的源程序代码,matlab2006a平台调试通过-different algorithms on time series singular spectral decomposition of the source code, matlab2006a through debugging platform
Platform: | Size: 6144 | Author: mapleyu | Hits:

[Mathimatics-Numerical algorithmsARMA-Model-for-oil-price

Description: 数据挖掘中的重要算法:自回归滑动平均时间序列算法,用于时序数据挖掘-An important data mining algorithms: autoregressive moving average time series algorithm for time series data mining
Platform: | Size: 4096 | Author: wanghuaqiu | Hits:

[AlgorithmregrRR

Description: Ridge Regression RR 岭回归估计,是非常有用的非线性时间序列算法,在局部多项式预测中非常有用。-Ridge Regression RR ridge regression estimates, it is useful to nonlinear time series algorithms, in Local Polynomial prediction in very useful.
Platform: | Size: 1024 | Author: zhxj | Hits:

[matlab混沌时间序列方面的程序

Description: 混沌时间序列方面的程序分析版
Platform: | Size: 101285 | Author: kongdefang@126.com | Hits:

[matlabperduct算法

Description: 用于AR模型预测,是基于时间序列的一种预测算法,希望对大家有用(this is very good .there is some very ennomous data black .if you have some worst problem .you can aquire ours)
Platform: | Size: 427008 | Author: 未来栋梁 | Hits:

[matlab《混沌时间序列分析及其应用》吕金虎

Description: 里面涉及很多的混沌数据处理的算法,可以提供给大家使用(There are many chaotic data processing algorithms involved.)
Platform: | Size: 4189184 | Author: 919191 | Hits:

[OtherC-C算法的matlab程序,时间序列分解,相空间重构

Description: CC_methodCC法,用于非线性时间序列中,相空间重构,求取时间延迟tau(CCmethodcc method, used for phase space reconstruction in nonlinear time series, to find the time delay Tau)
Platform: | Size: 1024 | Author: usst2019zp_L@163.com | Hits:
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