Description: A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary -- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.
A set of commands is provided. For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/. Platform: |
Size: 38711 |
Author:yupenghui |
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Description: Calculates the Variance Ratio Test of a time series, with or without the heteroskedasticity correction. Platform: |
Size: 1535 |
Author:白洋 |
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Description: A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary -- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.
A set of commands is provided. For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/. -A series of. C and. M files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.A set of commands is provided . For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/. Platform: |
Size: 37888 |
Author:yupenghui |
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Description: 为了提高使用精度，研究了某型号MEMS陀螺仪的随机漂移模型。采用游程检验法分析了
该陀螺仪随机漂移数据的平稳性，并根据该漂移为均值非平稳、方差平稳的随机过程的结论，
采用梯度径向基（RBF）神经网络对漂移数据进行了建模。实验结果表明：相比经典RBF网络模
型而言，这种方法建立的模型能更好地描述MEMS陀螺仪的漂移特；相对于季节时间序列模型而
言，其补偿效果提高了大约15％。-In order to improve accuracy, to study a particular model of the MEMS gyroscope random drift model. Using run-length analysis of the test gyro random drift data stationarity, and in accordance with the drift for the average non-stationary, the variance of the random process a smooth conclusion, the use of gradient radial basis (RBF) neural network drift data to build mode. The experimental results show that: compared to the classical RBF network model, this method of establishing a model to better describe the MEMS gyroscope drift special compared with the seasonal time series model, the effect of their compensation increased by approximately 15. Platform: |
Size: 129024 |
Author:程正 |
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Description: 典型时间序列模型分析
设有ARMA(2,2)模型，
X（n）+0.3X(n-1)-0.2X(n-2)=W(n)+0.5W（n-1）-0.2W(n-2)
W(n)是零均值正态白噪声，方差为4
（1）用MATLAB模型产生X（n）的500观测点的样本函数，并会出波形；
（2）用你产生的500个观测点估计X（n）的均值和方差；
（3）画出理论的功率谱
（4）估计X（n）的相关函数和功率谱
-Analysis of typical time series model with ARMA (2,2) model, X (n)+0.3 X (n-1)-0.2X (n-2) = W (n)+0.5 W (n-1)-0.2 W (n-2) W (n) is zero mean normal white noise, variance of 4 (1) generated by MATLAB model X (n) of the 500 observation points, the sample function and the waveform (2) You generated an estimated 500 observation points X (n) the mean and variance (3) draw the theory of power spectrum (4) of the estimated X (n) of the correlation function and power spectrum Platform: |
Size: 3072 |
Author:qiuxue |
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Description: The Kalman filter30 is a minimum-variance filter in which time-series measurements are incorporated recursively into estimates of state variables it is the optimal, Bayesian least-squares estimator for linear dynamic systems.-text Platform: |
Size: 265216 |
Author:刘海海 |
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Description: The Kalman filter30 is a minimum-variance filter in
which time-series measurements are incorporated recursively
into estimates of state variables it is the
optimal, Bayesian least-squares estimator for linear
dynamic systems.-The Kalman filter30 is a minimum-variance filter in
which time-series measurements are incorporated recursively
into estimates of state variables it is the
optimal, Bayesian least-squares estimator for linear
dynamic systems. Platform: |
Size: 202752 |
Author:刘海海 |
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Description: The Kalman filter30 is a minimum-variance filter in
which time-series measurements are incorporated recursively
into estimates of state variables it is the
optimal, Bayesian least-squares estimator for linear
dynamic systems.-dd Platform: |
Size: 158720 |
Author:刘海海 |
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Description: 算法大全 全书分30章及2附录（在MATLAB中实现）对常用数学算法进行汇总介绍。
主要包括：线性规划、非线性规划、动态规划、图与网络、排队论、对策论、层次分析法、插值与拟合、数据的统计描述和分析、方差分析、回归分析、微分方程建模、稳定状态模型、常微分方程解法、差分方程模型、马氏链模型、变分法模型、神经网络模型、偏微分方程的数值解、目标规划、模糊数值模型、现代优化算法、时间序列模型、存贮论、经济与金融的优化问题、生产与服务运作管理中的优化问题、灰色系统理论及其应用、多元分析、偏最小二乘回归以及附录-Complete collection of algorithm including 30 chapters and 2 appendices: linear programming, nonlinear programming, dynamic programming, graph and networks, queuing theory, game theory, the level of analysis, interpolation and fitting, statistical description and analysis of data , analysis of variance, regression analysis, differential equations modeling, steady-state model, ordinary differential equation solution, difference equation model, Markov chain model, variational method model, neural network model, the numerical solution of partial differential equations, goal programming, fuzzy numerical model, modern optimization algorithms, time series models, storage theory, the optimization of economic and financial issues, production and service operations management in the optimization problem, gray system theory and its applications, multivariate analysis, partial least squares regression, and Appendix
Platform: |
Size: 7684096 |
Author:商志远 |
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Description: EOF正交分解分析 可以得到特征的空间向量场 时间序列数 以及方差贡献值-The EOF orthogonal decomposition analysis of the space vector fields can be characterized the number of time series and variance values Platform: |
Size: 3072 |
Author:wmm |
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Description: 算法大全 全书分30章及2附录（在MATLAB中实现）对常用数学算法进行汇总介绍。 主要包括：线性规划、非线性规划、动态规划、图与网络、排队论、对策论、层次分析法、插值与拟合、数据的统计描述和分析、方差分析、回归分析、微分方程建模、稳定状态模型、常微分方程解法、差分方程模型、马氏链模型、变分法模型、神经网络模型、偏微分方程的数值解、目标规划、模糊数值模型、现代优化算法、时间序列模型、存贮论、经济与金融的优化问题、生产与服务运作管理中的优化问题、灰色系统理论及其应用、多元分析、偏最小二乘回归以及附录-
Algorithm Daquan book in the 30 chapter and appendix (in MATLAB) summary of commonly used mathematical algorithms introduced. Include: linear programming, nonlinear programming, dynamic programming, maps and networks, queuing theory, game theory, the Analytic Hierarchy Process, interpolation and fitting, the statistical description and analysis of the data analysis of variance, regression analysis, differential equations built mode, steady-state model, the solution of ordinary differential equations, differential equation model, Markov chain model, the model of the variational method, neural network model, partial differential equations, numerical solution, goal programming, fuzzy numerical model, modern optimization algorithms, time series models stored on the economic and financial optimization problems, optimization problems in production and service operations management, the gray system theory and its applications, multivariate analysis, partial least squares regression and Appe Platform: |
Size: 4254720 |
Author:烈马 |
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Description: MATLAB GARCH工具箱，是学习MATLAB工具箱的首选工具书。-The GARCH Toolbox, combined with MATLAB and the Optimization and
Statistics Toolboxes, provides an integrated computing environment for
modeling the volatility of univariate economic time series. The GARCH
Toolbox uses a general ARMAX conditional mean model combined with a
conditional variance model of GARCH, GJR, or EGARCH form to perform
simulation, forecasting, and parameter estimation of univariate time series in
the presence of conditional heteroscedasticity. Supporting functions perform
tasks such as pre- and postestimation diagnostic testing, hypothesis testing of
residuals, model order selection, and time-series transformations. Graphics
capabilities let you plot correlation functions and visually compare matched
innovations, volatility, and return series. Platform: |
Size: 1173504 |
Author:hfhf911 |
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Description: Time series statistical analysis, used to obtain various statistics,include Variance
Median
The maximum value
The minimum value
Standard deviation
Skewness
Kurtosis
Jarque-Bera test
Concomitant probability of Jarque-Bera test Platform: |
Size: 2048 |
Author:盛爱晶 |
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Description: 鲁棒性好，性能优越，使用拉亚普诺夫指数的公式，主要为数据分析和统计，时间序列数据分析中的梅林变换工具，计算多重分形非趋势波动分析，光纤陀螺输出误差的allan方差分析。- Robustness, superior performance, Raya Punuo Fu index using the formula, Mainly for data analysis and statistics, Time series data analysis Mellin transform tool, Calculate the multifractal trend fluctuation analysis, allan FOG output error variance analysis. Platform: |
Size: 7168 |
Author:jsyuxm |
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Description: 光纤陀螺输出误差的allan方差分析，包含了阵列信号处理的常见算法，D-S证据理论数据融合，时间序列数据分析中的梅林变换工具，计算加权加速度,线性调频脉冲压缩的Matlab程序。-allan FOG output error variance analysis, Contains a common array signal processing algorithm, D-S evidence theory data fusion, Time series data analysis Mellin transform tool, Weighted acceleration, LFM pulse compression of the Matlab program. Platform: |
Size: 7168 |
Author:nkxqmy |
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Description: 进行逐步线性回归，时间序列数据分析中的梅林变换工具，对于初学matlab的同学会有帮助，PLS部分最小二乘工具箱,基于SVPWM的三电平逆变的matlab仿真，应用小区域方差对比，程序简单。- Stepwise linear regression, Time series data analysis Mellin transform tool, Matlab for beginner students will help, PLS PLS toolbox, Based on SVPWM three-level inverter matlab simulation, Application of small area variance comparison, simple procedures. Platform: |
Size: 5120 |
Author:qtrprm |
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Description: 应用小区域方差对比，程序简单，IMC-PID是利用内模控制原理来对PID参数进行计算，进行波形数据分析,可以动态调节运行环境的参数，相控阵天线的方向图（切比雪夫加权），时间序列数据分析中的梅林变换工具。- Application of small area variance comparison, simple procedures, The IMC- PID is using the internal model control principle for PID parameters is calculated, Waveform data analysis, Can dynamically adjust the parameters of the operating environment, Phased array antenna pattern (Chebyshev weights), Time series data analysis Mellin transform tool. Platform: |
Size: 6144 |
Author:yiqjnv |
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Description: 应用小区域方差对比，程序简单，结合PCA的尺度不变特征变换(SIFT)算法，最大似然（ML）准则和最大后验概率（MAP）准则，到达过程是的泊松过程，信号处理中的旋转不变子空间法，时间序列数据分析中的梅林变换工具。- Application of small area variance comparison, simple procedures, Combined with PCA scale invariant feature transform (SIFT) algorithm, Maximum Likelihood (ML) criteria and maximum a posteriori (MAP) criterion, Arrival process is a Poisson process, Signal Processing ESPRIT method, Time series data analysis Mellin transform tool. Platform: |
Size: 7168 |
Author:mfffam |
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Description: R语言在做有关时间序列在预测中二阶方差的处理(R language do about time series variance in the prediction of second order processing) Platform: |
Size: 11930624 |
Author:陈youyou
|
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Search - time series variance