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 matlab实现 ， 对时间序列进行预测分析，谢谢大家-ARIMA matlab realize, prediction of time series analysis, I would like to thank everyone Platform: |
Size: 1024 |
Author:朱文俊 |
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Description: 金融时间序列分析，常用的一些模型分析过程，此仅对ARIMA 做了一些参考-Do time-series.look for some progrom refer to time series of Finalcial data,espeically using ARIMA model. Platform: |
Size: 7168 |
Author:谭丽萍 |
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Description: 时间序列预测ARIMA模型，这是一种基于风速数据的预测程序。-ARIMA time series forecasting model, which is a program based on the forecast wind speed data. Platform: |
Size: 4096 |
Author:马峰 |
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Description: emd/wavelet信号处理的matlab程序
ARIMA时间序列matlab预测程序
单纯形法matlab程序
图论算法及其matlab代码
adaboost原理及代码-emd/wavelet signal processing matlab program ARIMA time series matlab prediction program simplex method matlab program graph theory algorithm matlab code adaboost principle and code Platform: |
Size: 1624064 |
Author:胡倩 |
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Description: 该文介绍了时间序列经典方法，ARMA,ARIMA,AR模型用于解决各种平稳预测问题，并且附上了相应的程序，方便读者运用-This paper introduces the classical time series methods, ARMA, ARIMA, AR model is used to solve a variety of stationary prediction problem, and attach the appropriate procedures to facilitate the use of the reader Platform: |
Size: 118784 |
Author:梁毅灵 |
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Description: ARIMA算法的Python实现，预测时间序列数据。
附两个数据：
AirPassengers
UK Traffic flow(The Python implementation of the ARIMA algorithm predicts the time series data.
Two data are attached.
AirPassengers
UK Traffic flow) Platform: |
Size: 13312 |
Author:Soryu
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Description: arima算法实现思路，主要用来进行时间序列预测(The realization of ARIMA algorithm is mainly used for time series prediction) Platform: |
Size: 505856 |
Author:aabbccddef |
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Description: 基于时间序列分析ARIMA和SVR组合模型的预测(Prediction of ARIMA and SVR combined models based on time series analysis) Platform: |
Size: 134144 |
Author:yongqiang123 |
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Description: 基于ARIMA模型和LSTM模型，提出一种高性能得时间序列预测算法(Based on ARIMA model and LSTM model, a high performance time series prediction algorithm is proposed.) Platform: |
Size: 30720 |
Author:zxzxchyl |
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Description: ARIMA整合移动平均自回归模型，时间序列预测分析方法之一，可用于股价预测。(ARIMA integrates moving average autoregressive model and time series forecasting analysis method, which can be used for stock price forecasting.) Platform: |
Size: 222208 |
Author:四夕c |
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Description: arima
- （平稳性检验）根据时间序列的散点图、自相关系数和偏自相关系数、单位根检验(ADF)，来判断数据的平稳性；
- （平稳化处理）对非平稳的时间序列数据进行差分处理，得到差分阶数d；
- （白噪声检测）为了验证序列中有用的信息是否已被提取完毕，如果为白噪声序列，(arima
arima
-(Stableness test) According to the time series of scatter plots, autocorrelation coefficients and partial autocorrelation coefficients, unit root test (ADF), to determine the stability of the data;
-(Model identification and ordering) Establish a corresponding time series model based on the identified features. After the smoothing process, if the partial autocorrelation function is censored, and the autocorrelation function is tailed, an AR model is established; if the partial autocorrelation function is tailed, and the autocorrelation function is truncated, it is established MA model; if both the partial autocorrelation function and the autocorrelation function are trailing, the sequence is suitable for the ARIMA model. You can use the BIC criterion to order the model and) Platform: |
Size: 4077568 |
Author:fanny123 |
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Search - Arima time series