Description: 利用AR模型进行时间序列预测的程序源代码,使用最小二乘估计法进行参数估计。拟合效果非常好。-use AR model for time series prediction of the source code, the use of least squares estimation method to estimate parameters. Fitting very good results. Platform: |
Size: 4096 |
Author:李洁薇 |
Hits:
Description: matlab时间序列预测,本程序采用遗忘因子算法的方式实现-Matlab time series prediction that the adoption of the forgotten factor algorithm in a way Platform: |
Size: 22528 |
Author:xbx |
Hits:
Description: 这是一个在matlab下时间序列分析ARMA模型的建立和预测程序。-This is a time series analysis matlab under the ARMA model and prediction procedures. Platform: |
Size: 2048 |
Author:www |
Hits:
Description: 混沌时间序列预测中用gp算法求借嵌入维和分形维。-Chaotic time series prediction by using gp algorithm for embedding dimension and fractal dimension. Platform: |
Size: 3072 |
Author:章楷桦 |
Hits:
Description: 资源分配神经网络解决Mackey-Glass时间序列预测函数逼近问题-Neural network to solve the allocation of resources Mackey-Glass time series prediction function approximation problem Platform: |
Size: 1024 |
Author:吴强 |
Hits:
Description: 利用神经网络预测时间序列,以太阳黑子和实际的转子故障信号为例,matlab编程-Using neural network time series prediction to sunspots and the actual rotor fault signal as an example, matlab programming Platform: |
Size: 195584 |
Author:苏文胜 |
Hits:
Description: 对平稳时间序列中的参数估计方法(包括矩估计,极大似然估计)和预测方法(包括差分方程预测方法,逆函数预测方法,格林函数预测方法)应用matlab进行编程,大家可以方便使用-For stationary time series in the parameter estimation methods (including moment estimation, maximum likelihood estimation) and forecasting methods (including the difference equation forecasting methods, inverse function of forecasting methods, Green s function prediction method) Application matlab program, we can easily use Platform: |
Size: 9216 |
Author:黄飞鸿 |
Hits:
Description: 混沌时间序列分析与预测工具箱,包括了混沌时间序列分析的很多方法和预测方法。-Chaotic time series analysis and prediction toolbox, including the analysis of chaotic time series prediction in many ways and methods. Platform: |
Size: 467968 |
Author:111111 |
Hits:
Description: matlab编写的基于混沌时间序列的神经网络预测,包括一步和多步预测算法。-matlab prepared chaotic time series based on the neural network to predict, including step and multi-step prediction algorithm. Platform: |
Size: 9216 |
Author:jcuaon |
Hits:
Description: MATLAB implementation of time series prediction Based on the VQTAM method described in the following papers:
G. A. Barreto & A. F. R. Araujo (2004)
"Identification and Control of Dynamical Systems Using the Self-Organizing Map"
IEEE Transactions on Neural Networks, vol. 15, no. 5. Platform: |
Size: 23552 |
Author:Carlos Wilson |
Hits:
Description: 基于支持向量机的时间序列工具箱,用svm作时间序列预测-Based on support vector machines time series toolbox for time series prediction using svm Platform: |
Size: 126976 |
Author:sunyzy |
Hits:
Description: 多变量混沌时间序列预测及其在股票市场中的应用 硕士论文-Multivariate Chaotic Time Series Prediction and Its Application in the stock market in the master' s thesis Platform: |
Size: 3132416 |
Author:周寒 |
Hits:
Description: 为了选择神经网络的最好结构以及增强模型的推广能力,提出一种自适应支持向量回归神经网络(SVR—NN)。SVR—NN 用支持向量回归(SVR)方法获得网络的初始结构和权值, 白适应地生
成网络隐层结点,然后用基于退火过程的鲁棒学习算法更新网络结点疹教和权 主。 SVR—NN有很
好的收敛性和鲁棒性,能抑制由于数据异常和参数选择不当所导致的“过拟合,’现象。将SVR—NN
应用到时间序列预测上。结果表明,SVR.NN预测模型能精确地预测混沌时间序列,具有很好的
理论和应用价值。-Abstract:To select the‘best’structure of the neural networks and enhance the generalization ability of models.a support
vector regression neural networks fSVR-NN)was proposed.Firstly,support vector regression approach was applied to
determine initial structure and initial weights of SVR.NN SO that the number of hidden layer nodes can be constructed
adaptively based on support vectors.Furthermore,an annealing robust learning algorithm was further presented to fine
tune the hidden node parameters and weights of SVR一ⅣM The adaptive SVR.NN has faSt convergence speed and robust
capability.and it can also suppress the ‘orerfitting’phenomena when the train data ncludes outliers.The adaptive
SVR.NN was then applied to time series prediction.Experimental results show that the adaptive SVR.ⅣⅣ can accurately
predict chaotic time series,and it iS valuable in both theory and application aspects. Platform: |
Size: 316416 |
Author:11 |
Hits:
Description: 时间序列分析是根据系统观测得到的时间序列数据,通过曲线拟合和参数估计来建立数学模型的理论和方法。它一般采用曲线拟合和参数估计方法(如非线性最小二乘法)进行。时间序列分析常用在国民经济宏观控制、区域综合发展规划、企业经营管理、市场潜量预测、气象预报、水文预报、地震前兆预报、农作物病虫灾害预报、环境污染控制、生态平衡、天文学和海洋学等方面。(Time series analysis is the theory and method of establishing mathematical model by curve fitting and parameter estimation according to time series data obtained from system observation. It usually uses curve fitting and parameter estimation methods (such as nonlinear least squares). Time series analysis is commonly used in the national economy macro control, regional comprehensive development planning, enterprise management and market potential prediction, weather forecasting, hydrological forecasting, earthquake prediction, pest disaster forecasting, environmental pollution control, ecological balance, astronomy and oceanography etc..) Platform: |
Size: 1555456 |
Author:Terrier
|
Hits: