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Description: 函数ARMA(data, p, q)， 纯java代码。
里面有main函数，可以直接测试。
根据教科书的c++代码改的java代码。
只有一个文件，使用非常方便。
（注：这个代码应该不好找，因为matlab的armax转换成jar包是无法使用的，JSML又不是开源的）
对于想用java实现arma的程序员无疑还是很有用的。
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Size: 6424 |
Author: disheng222 |
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Description: ARMAX辨识，利用输入输出数据辨识系统模型-ARMAX identification using input and output data to identify
Platform: |
Size: 1024 |
Author: han_ |
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Description: 实现了求ARMA模型的两种算法，用matlab实现-ARMA model for the realization of the two algorithms, with the realization of matlab
Platform: |
Size: 17408 |
Author: mahongmei |
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Description: Matlab在系統辨識中的應用,以ARMAX Model為實例(內含Matlab code)-Matlab application in system identification in order to ARMAX Model as an example (containing Matlab code)
Platform: |
Size: 1374208 |
Author: KHC |
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Description: 系统辨识作业，仿真比较OE模型 ARMAX模型 和ARX模型的便是效果，内涵ppt。-System identification operation, the simulation model compared OE and ARX model ARMAX model is the effect, meaning ppt.
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Size: 319488 |
Author: Jimmy Lau |
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Description: Here,we want to estimate a system with ARX and ARMAX.
the euation of system is : 2(s+1)/s^2+2s+2
so first, we find the discrete equation that sampling frequency is 100ms.
Here,in our sample,na=nb=2,nc=1
also ,this algorithm find the poles and zeros of the system.
Platform: |
Size: 39936 |
Author: maysam |
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Description: MATLAB GARCH工具箱，是学习MATLAB工具箱的首选工具书。-The GARCH Toolbox, combined with MATLAB and the Optimization and
Statistics Toolboxes, provides an integrated computing environment for
modeling the volatility of univariate economic time series. The GARCH
Toolbox uses a general ARMAX conditional mean model combined with a
conditional variance model of GARCH, GJR, or EGARCH form to perform
simulation, forecasting, and parameter estimation of univariate time series in
the presence of conditional heteroscedasticity. Supporting functions perform
tasks such as pre- and postestimation diagnostic testing, hypothesis testing of
residuals, model order selection, and time-series transformations. Graphics
capabilities let you plot correlation functions and visually compare matched
innovations, volatility, and return series.
Platform: |
Size: 1173504 |
Author: hfhf911 |
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Description: 本例程为系统辨识中的增广最小二乘法的matlab实现，用于解决ARMAX模型的辨识。(This routine as augmented least-square method in the identification of the system of matlab, is used to solve the ARMAX model identification.)
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Size: 1024 |
Author: jhy |
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