Description: Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to
％ Baddour s work: \"Autoregressive modeling for fading channel simulation\"-Program to simulate using Rayleigh fading a p-th order autoregressive model AR (p) accord % ing to Baddour's work : "autoregressive modeling for fading channel's imulation " Platform: |
Size: 1088 |
Author:cqj |
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Description: Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to Baddour s work: \"Autoregressive modeling for fading channel simulation\", IEEE Transaction on Wireless Communications, July 2005. Platform: |
Size: 1169 |
Author:Feng |
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Description: Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to
％ Baddour s work: "Autoregressive modeling for fading channel simulation"-Program to simulate using Rayleigh fading a p-th order autoregressive model AR (p) accord % ing to Baddour's work : "autoregressive modeling for fading channel's imulation " Platform: |
Size: 1024 |
Author:cqj |
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Description: ARMA模型时间序列分析法简称为时序分析法，是一种利用参数模型对有序随机振动响应数据进行处理，从而进行模态参数识别的方法。参数模型包括AR自回归模型、MA滑动平均模型和ARMA自回归滑动平均模型。这里给出了一个求出ARMA模型参数的MATLAB程序。-ARMA model for time series analysis method referred to as time series analysis is a parametric model for the orderly use of random vibration data in response to treatment, thereby to carry out modal parameter identification method. Parameter model including the autoregressive AR model, MA model and ARMA moving average Autoregressive Moving Average Model. Here gives an ARMA model parameters are obtained MATLAB procedures. Platform: |
Size: 35840 |
Author:宋知用 |
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Description: 用二阶自回归（AR2）模型估计信号的瞬时频率-Using second-order autoregressive (AR2) model estimates the instantaneous frequency signal Platform: |
Size: 1024 |
Author:刘清艳 |
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Description: Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to Baddour s work: "Autoregressive modeling for fading channel simulation", IEEE Transaction on Wireless Communications, July 2005.-Program to simulate Rayleigh fading using a p-th order autoregressive model AR (p) according to Baddour s work: Autoregressive modeling for fading channel simulation , IEEE Transaction on Wireless Communications, July 2005. Platform: |
Size: 1024 |
Author:Feng |
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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 |
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Description: 二阶自回归信号模型AR（2） 希望能对大家有用 献给大家了-Signal model of second-order autoregressive AR (2) useful for all of us hope that we all have had a dedicated Platform: |
Size: 97280 |
Author:fangxiao |
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Description: 采用自回归滑动模型进行风速时程的模拟，本程序主要是针对的Davenport谱-Using autoregressive moving model of the simulated wind speed time history, the program is mainly directed against the Davenport spectrum Platform: |
Size: 3072 |
Author:李利孝 |
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Description: 运用自回归滑动平均模型进行预测的matlab
程序-The use of autoregressive moving average model to predict the matlab program Platform: |
Size: 4096 |
Author:史剑 |
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Description: Autoregressive Markov Switching Model函数用于评估、仿真及预测自回归的马尔可夫转换模型。可以选择用于模型估计的分布函数。用于研究时间序列结构性变化，分析金融、股市乃至通货膨胀的研究-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 Platform: |
Size: 84992 |
Author:lili |
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Description: 自回归移动平均模型(Autoregressive Integrated Moving Average Model)的Matlab实现,时间序列分析代码-Autoregressive moving average model (Autoregressive Integrated Moving Average Model) to achieve the Matlab Platform: |
Size: 8192 |
Author:Peter |
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Description: Color-Guided Depth Recovery From RGB-D Data Using an Adaptive Autoregressive Model 这篇论文的源代码(source code of Color-Guided Depth Recovery From RGB-D Data Using an Adaptive Autoregressive Model) Platform: |
Size: 138240 |
Author:羞羞1234 |
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Description: The code allows to estimate the Clarck model by maximum likelihood. It is assumed that the series has 2 unobservable components: a trend and a cycle. In the case of the trend, an autoregressive process of order 2 is assumed and for the case of the cycle a random walk is assumed. An example is made with the data of Peru Platform: |
Size: 1604 |
Author:franciscososasotomayor123 |
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Description: This code performs multiple ARCH models in order to model the second moment of time series. It is implemented in Matlab and it is used to model variance of returns in S&P 500 and returns of Latin American countries. Platform: |
Size: 891606 |
Author:franciscososasotomayor123 |
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