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 |
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Description: 混沌时间序列局域法多步预报模型.doc(有程序下载)
针对混沌时间序列预测中用加权一阶局域法单步预报模型进行多步预报时计算量大且存在误差累积效应的不足，本文提出了基于相空间重构技术的局域法多步预报模型，包括加权一阶局域法多步预报模型和RBF神经网络多步预报模型。对几种典型混沌序列的预测仿真表明，两种模型对混沌时间序列的多步预报均较有效。
-chaotic time series Local Law multi-step prediction model. Doc (with the download) against chaotic time series prediction using a weighted-Local law single-step prediction model multi-step forecast at large calculation error and the cumulative effect of the shortage, In this paper, based on the phase-space reconstruction of local law multi-step prediction model Weighted including a local law-order multi-step prediction model and RBFNN multi-step prediction model. Several typical of the chaotic sequence forecast simulation shows that the two models of chaotic time series multi-step prediction than effective. Platform: |
Size: 143360 |
Author:呆雁 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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Description: SOM-BASED TIME SERIES PREDICTION
Training Time Series
Testing Time Series
Local Linear Mapping (LLM)
Vector-Quantized Temporal Associative Memory (VQTAM)
Global RBF (GRBF, download here) and Local RBF (KRBF)
Local AR predictors using data vectors (LARD)
Local AR predictors using weigth vectors (LARW) Platform: |
Size: 39936 |
Author:Carlos Wilson |
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Description: 时间序列预测的一个c编小程序，可以实现短期预测。效果良好-Time series prediction of a small c program code can achieve short-term forecasts. Good results Platform: |
Size: 136192 |
Author:绵羊音 |
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Description: 采用模糊神经网络anfis预测混沌时间序列的源程序。-The source program of Using fuzzy ANFIS neural network for predicting chaotic time series. Platform: |
Size: 571392 |
Author:胡玉霞 |
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Description: 针对神经网络的瓦斯预测模型存在的泛化性能差且存在易陷入局部最优的缺点，提出了
基于最小二乘支持向量机(LS-SVM)时间序列瓦斯预测方法．由于标准最小二乘支持向量机
(L孓SVM)要求样本误差分布服从高斯分布，且标准LS-SVM丧失鲁棒性与稀疏性等特点，提出
了基于加权LS-SVM的瓦斯时间序列预测的方法，从而提高了标准L孓SVM模型的鲁棒性．其
中时间序列的嵌入维数与延迟时间采用了微熵率最小原则进行选取，在此基础上给出了基于加
权L孓SVM实现多步时间序列预测的算法实现步骤．最后利用MATLAB 7．1对其进行仿真研
究，通过鹤壁十矿1个突出工作面的瓦斯涌出数据实例对模型进行了验证．结果表明，加权
SVM模型比标准的L§SVM明显提高了鲁棒性，可较好地实现时间序列数据的多步预测．-The neural network gas prediction model is poor in generalization performance and
easy in fafling into the local optimal value．In order to overcome these shortcomings，we pro—
pose the time series gas prediction method of least squares support vector machine(L§SVM)．
However，in the LS-SVM case，the sparseness and robustness may lose，and the estimation of
the support values iS optimal only in the case of a Gaussian distribution of the error variables．
So，this paper proposes the weighted L孓SVM tO overcome these tWO drawbacks．Meanwhile，
the optimal embedding dimension and delay time of time series are obtained by the smallest dif—
ferential entropy method．On this basis，multi-step time series prediction algorithm steps are
given based on the weighted LS-SVM．Finally，the data of gas outburst in working face of Hebi
lOth mine iS adopted to validate this model．The results show that the predict effect of shortterm
the face gas emission is better using the weighted LS-SVM model than using Platform: |
Size: 490496 |
Author:wanggen |
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Description: 时间序列预测模型，适合各种数据预测分析，对于数模爱好者十分好用-Time series prediction model for a variety of data to predict, very easy to use for digital-to-analog lovers Platform: |
Size: 6144 |
Author:张勇 |
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Search - time series prediction