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: 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: 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: 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: 基于MATLAB的ARIMA模型的源代码。ARIMA模型是自回归滑动平均求和模型，是时间序列分析模型，可以用于时间序列的预测。该代码实现了ARIMA模型的建模和谱分析过程-The ARIMA model based on MATLAB source code. ARIMA model is the sum of autoregressive moving average model is time series analysis models, can be used for time series prediction. The code to achieve the ARIMA models and spectral analysis of the modeling process Platform: |
Size: 2048 |
Author:王二 |
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Description: 一份关于自回归滑动平均模型(ARMA)的课程讲义。自回归滑动平均模型是时间序列分析中最重要的模型之一，这份文档详细介绍了ARMA模型的数学原理、构造及其应用。-A report on the autoregressive moving average model (ARMA) in the course notes. Autoregressive moving average model is a time series analysis of one of the most important model, this document details the ARMA model of the mathematical principles, structure and application. Platform: |
Size: 296960 |
Author:王二 |
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Description: Calculates adaptive autoregressive (AAR) and adaptive autoregressive moving average estimates (AARMA) of real-valued data series using Kalman filter algorithm.
REFERENCE:
A. Schloegl (2000), The electroencephalogram and the adaptive autoregressive model: theory and applications.ISBN 3-8265-7640-3 Shaker Verlag, Aachen, Germany. Platform: |
Size: 3072 |
Author:Pubo |
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Description:
模型包括三种基本类型：自
回归模型、移动平均模型和
自回归移动平均模型
-The model consists of three basic types: the regression model, moving average and autoregressive moving average model Platform: |
Size: 207872 |
Author:毛玉凤 |
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Description: Parameter identifi cation for a single-degree-of-freedom
system using autoregressive moving average model:
Application to cutting system Platform: |
Size: 146432 |
Author:ramana |
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Description: Parameter identifi cation for a singledegreeoffreedom
system using autoregressive moving average model
Platform: |
Size: 719872 |
Author:ramana |
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Description: 受控自回归滑动平均模型的梯度迭代算法，经过多次迭代计算之后，能够有效的逼近真实值-Controlled autoregressive moving average model of gradient iterative algorithm, after several iterations, can effectively approach the true value Platform: |
Size: 1024 |
Author:Ke |
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Description: Parameter identification for a single-degree-of-freedom system using autoregressive moving average model: Application to cutting system Platform: |
Size: 715776 |
Author:ramana |
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Description: 根据地震记录的统计特征和相应假设，本文采用
ARMA
模型描述地震子波，基于
高阶累积量的
ARMA
模型地震子波提取方法不仅可在压制高斯色噪声的同时保留所需
地震信号的相位信息-For the cumulant based ARMA (autoregressive moving average ) model seismic wavelet
extraction method could not only retain the pahse information of the seismic wavlet while
eliminating the colored Gaussian noise, but also provide a parsimonious, more efficient
Platform: |
Size: 3493888 |
Author:杨明 |
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Description: 自回归滑动平均模型，能很好地建立随机风速模型，产生随机序列。用于电力系统可靠性分析。-Autoregressive moving average model, stochastic wind energy is well established model, generate a random sequence. Power system reliability analysis. Platform: |
Size: 331776 |
Author:张文秀 |
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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: 7168 |
Author:chixiaohang |
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Search - autoregressive moving average model