Description: 针对金融时间序列分析中注重快速作出趋势判断的特点,利用数据挖掘的思想和工具,提出
一种金融时间序列模式快速发现算法. 与传统的预测算法相比较,该算法对数据的分布和平稳性等
方面的要求不高,不基于任何假设,能够非常快速地发现时间序列中的频繁模式,经过模式匹配后,
可以用于金融时间序列的分析与预测. 以实际汇率数据为例,证明了该算法的有效性-Financial time series analysis for rapid prediction of trend-oriented features, use of data mining ideas and tools of financial time series model is proposed Fast algorithm for discovering. With the traditional prediction method compared to the algorithm of data distribution and stability etc. do not ask, do not based on any assumptions, can very quickly find that the frequent time series patterns, by matching patterns can be used for financial time series analysis and prediction. to exchange rate data, show that the algorithm Platform: |
Size: 168960 |
Author:zhangjunhai |
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Description: 该源码实现对时间序列进行算法复杂性计算，近似熵计算等功能。-computes the algorithmic complexity on the time series，the approximate entropy that measures the
so-called "pattern similarity" in a given time series and so on. Platform: |
Size: 14336 |
Author:王丽 |
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Description: 关于非线性时间序列数据分析与应用英文文献资料-On nonlinear time series data analysis and application of English literature Platform: |
Size: 2850816 |
Author:ldw |
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Description: 文章展示了一种新的方法用于功率系统中短期负载预测。提出的方案使用混沌时间序列分析基于确定性混沌去捕捉复杂的负载行为特征。确定性的混沌允许我们重构一个时间序列并决定输入的变量个数。这篇文章描述了混沌时间序列对日间功率系统峰值的分析。确定性混沌的非线性图形通过多层感知器的神经网络得到。提出的方案在一个例子中具体阐述。-This paper presents a new approach to short-term load forecasting in power systems. The proposed method makes use of chaos time series analysis that is based on deterministic chaos to capture characteristics of complicated load behavior. Deterministic chaos allows us to reconstruct a time series and determine the number of input variables. This paper describes chaos time series analysis of daily power system peak loads. The nonlinear
mapping of deterministic chaos is identified by the multilayer perceptron of an artificial neural network. The proposed approach is demonstrated in an example. Platform: |
Size: 382976 |
Author:will |
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Description: 动态时间序列周期分析预测模型将多层递阶方法与逐步回归周期分析的基本原理相结合，可以对时间序列做较长周期的预测-Dynamic time series cycle analysis of the predictive model using multi-layer hierarchical approach Platform: |
Size: 1617920 |
Author:毛玉凤 |
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Description: 时间序列分析的matlab代码，带有文字说明，简单易懂-Matlab code, time series analysis with text descriptions, simple and easy to understand Platform: |
Size: 7168 |
Author:洪文渊 |
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Description: 运用神经网络与时间序列分析对风电功率进行预测的一个matlab程序。-Using neural network and time series analysis forecast wind power Platform: |
Size: 41984 |
Author:年兴 |
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Description: 金融时间序列分析讲义，徐占东 《金融时间序列模型》-Financial time series analysis handouts, Xu Zhandong financial time series model " Platform: |
Size: 715776 |
Author:蒋志伟 |
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Description: 《MATLAB在时间序列分析中的应用》一书结合MATLAB仿真，讲述了时间序列分析的应用。-《MATLAB application in time series analysis》is a book with MATLAB simulation, about the application of time series analysis. Platform: |
Size: 6940672 |
Author:李赛 |
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Description: 一本关于非线性时间序列分析的书籍，本来论坛有人上传过，但不能下载了。-One on nonlinear time series analysis of books，Originally it was uploaded, but can not download Platform: |
Size: 2875392 |
Author:陈寒 |
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Description: 时间序列分析的工程应用上，与控制方法相结合-Time series analysis of engineering applications, combined with the control methods Platform: |
Size: 12592128 |
Author:bai |
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Description: 混沌时间序列的分析和应用，对于混沌研究者很有用的一本书-Analysis and application of chaotic time series, chaos researcher useful for a book Platform: |
Size: 3356672 |
Author: |
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Description: 基于MATLAB的时间序列模型算法。时间序列是按时间顺序排列的、随时间变化且相互关联的数据序列。分析时间序列的方法构成数据分析的一个重要领域，即时间序列分析。-Time series model algorithm based on MATLAB. Time series are arranged in chronological order, with time and sequence of interrelated data. An important area to analyze time series data analysis constituted, namely time series analysis. Platform: |
Size: 273408 |
Author:梁家理 |
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Description: 时间序列分析方面的书，主要内容包括：时序分析工程应用的基础理论，时序分析工程应用的基本技术，时序分析工程应用的各个专题-The book is about time series analysis (TSA).The content mainly includes:the fundamental theory of TSA,the basic technique of TSA in engineering application,some topics about TSA application. Platform: |
Size: 12491776 |
Author:李伟 |
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Description: 混沌时间序列Matlab源程序,包含时间序列的时间延迟计算，关联积分计算，相空间重构，时间序列分解，Heaviside函数的计算，延迟时间和时间窗口计算，混沌吸引子关联维计算，重构相空间进行K_L变换，混沌吸引子关联维计算，Hurst指数分析，关联维和Kolmogorov熵计算，FFT计算序列平均周期，最大lyapunov指数计算，利用互信息法求时间延迟，混沌和噪声识别的源程序。-Matlab chaotic time series source, time includes the time series of delay calculation, correlation integral calculation, phase space reconstruction, time series decomposition, calculated Heaviside function, the delay time and the time window calculated correlation dimension of chaotic attractors calculated reconstruction phase space K_L transform computing correlation dimension of chaotic attractors, Hurst exponent analysis, correlation dimension and Kolmogorov entropy calculation, FFT calculation sequence averaging period, maximum lyapunov index, mutual information method the time delay, chaos and noise source identification. Platform: |
Size: 26624 |
Author:马喆 |
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Description: matlab编程的SAX程序，实现时间序列的离散化。(Matlab programming SAX program to realize the discretization of time series.) Platform: |
Size: 32768 |
Author:CU_smile
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Description: 基于时间序列分析ARIMA和SVR组合模型的预测(Prediction of ARIMA and SVR combined models based on time series analysis) Platform: |
Size: 134144 |
Author:yongqiang123 |
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