Description: 用对数似然估计法求解时间序列分析中的ARIMA模型的matlab源代码-with several likelihood estimation method Time Series Analysis of the ARIMA model Matlab source code Platform: |
Size: 1020 |
Author:温泉 |
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Description: 用对数似然估计法求解时间序列分析中的ARIMA模型的matlab源代码-with several likelihood estimation method Time Series Analysis of the ARIMA model Matlab source code Platform: |
Size: 1024 |
Author:温泉 |
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Description: ARIMA模型，用来对非平稳信号的功率谱估计，很有用！-ARIMA model, used for non-stationary signals in power spectrum estimation, very useful! Platform: |
Size: 2048 |
Author:yaoshuyou |
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Description: 用Cholesky分解求ARMA模型的参数并作谱估计,这个程序是用C来实现的-Using Cholesky decomposition for ARMA model parameters and for spectral estimation, this procedure is achieved using C Platform: |
Size: 2048 |
Author:dh |
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Description: 对称Alpha稳定分布arima随机过程的产生与参数化谱估计M算法matlab程序-Symmetrical Alpha stable distributions of appearance and random process arima parametric spectral estimation M matlab algorithm
Platform: |
Size: 1024 |
Author:冯讯 |
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Description: After trying tones of codes for ARIMA model parameter estimation and prediction, I found this code could be the best one that fit my purpose of predicting temperature. I would like to share it to you. Thanks Platform: |
Size: 8192 |
Author:biencan |
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Description: 利用加速度信号测量位移是油田抽油井光杆位移测量的主要方法 而加速度信号的随机噪声和趋势项是影响
测量精度的主要因素 本文提出了一种基于学习的实时消噪和剔除趋势项方法 学习时先获取一段时间的加速度信
号 再通过时间序列分析技术得出 ARIMA 模型及其参数 最后基于 FFT 变换的 Rife-Jane 频率估计方法求出加速度
信号的周期 在线实时消噪和剔除趋势项方法是基于学习阶段所得模型参数 运用卡尔曼滤波技术消除加速度信号
随机噪声 按周期两次积分得到光杆位移 用加窗递推最小二乘法在线消除趋势项 通过抽油机半实物仿真平台测试
和分析加速度信号 结果表明 该方法有效地去除了加速度信号中的噪声和趋势项 极大地提高了位移的测量精度-Acceleration signal based approach is a main approach used to measure the displacement of polish rod in the
oilfield pumping wells. In this study a learning based real time noise immunization and trend term elimination approach is
proposed. During the learning acceleration signal within a period of time are firstly acquired then corresponding ARIMA
model and its parameters are derived finally the period of the acceleration signal is computed by using FFT transformation
and Rife Jane frequency estimation. The proposed approach bases the model obtained parameters uses Kalman filtering
techniques to remove random noise computes the polish rod displacement by a quadratic integration of the period and
eliminates the trend term by windowed recursive least squares method. Eventually an experiment over a pumping unit
hardware in the loop plant is carried out which indicates that the proposed approach can effectively eliminate noise and trend
term and obviously improve the measuring pre Platform: |
Size: 1443840 |
Author:lantian |
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Description: Matlab有关于ARIMA的源代码，内含几个M文件，包括估计、滤波、预报等。(It is the source code of arima by Matlab, which contains several M files, including estimation, filtering, prediction, etc.) Platform: |
Size: 51200 |
Author:逸清雅阳 |
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