Description: 何振亚的现代谱估计.本书全面系统地论述了现代谱估计技术中的各种理论与方法。全书共九章，内容包括；纯连续谱沽计的AR与ARMA模型参量法、纯离散谱与混合谱估汁的正弦组合与阻尼复指数模型参量法、非参量法谱估计的最小方差法与奇异值/特征值分解处理法、应用信息论的墒谱估汁法、多谱(高阶谱)估计、二维潜估计与多维阵列谱估计。本书取材广泛，内容新颖，理论联系实际，系统性强。
-He Zhenya Modern spectral estimation. This book comprehensively and systematically discusses the modern spectral estimation techniques in a variety of theories and methods. Book a total of nine chapters, including pure continuous spectrum of sell ARMA model with AR parameter method, pure discrete spectrum and mixed spectrum estimation of sinusoidal juice combination of complex exponential model with the damping parameter method, non-parameter method of minimum variance spectral estimation method with the singular value/eigenvalue decomposition treatment method, the application of information theory the entropy spectrum estimation juice method, multi-spectral (HOS) estimates that two-dimensional latent estimation and multi-dimensional spectral estimation array. The book based on a wide range of content of a novel theory with practice, systemic strong. Platform: |
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Author:songzy41 |
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Description: This program uses Markowitz portofolio theory to find combination of stocks in a portfolio which has minimum variance for expected returns Platform: |
Size: 1024 |
Author:rajesh |
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Description: 在目前统计预测中，存在着非平稳序列分析效果差、多步预测误差较大、缺
乏系统的软件实现等问题。本文针对该类问题进行研究，提出了NARIMA方法，
该方法以ARIMA模型为基础，有效结合了游程平稳检验方法、差分平稳处理方法
、线性最小方差预测算法等，解决了传统统计预测方法中存在的上述问题
-In the current statistical forecast, there is a differential effect of non-stationary sequence analysis, multi-step prediction error, lack of system software implementation. For this kind of problem, NARIMA method, the ARIMA model, the effective combination of a smooth run-length test, the differential steady approach, the linear minimum variance prediction algorithm to solve the traditional statistical forecasting methods exist the above problems Platform: |
Size: 5672960 |
Author:毛玉凤 |
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