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Description: 利用ARMA、AR、MA模型,以及周期图等进行系统参数估计-use ARMA, AR, MA model and cycle map for parameter estimation system
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Size: 1024 |
Author: 家家 |
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Description: 确定时间序列中的阶数的FPE或AIC准则的matlab代码。-Determine the order of time for the FPE or AIC criterion by matlab.
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Size: 1024 |
Author: 天外天 |
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Description: 用matlab 根据AIC准则确定arma模型阶数。-Matlab AIC criterion according to determine the arma model order number.
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Size: 11264 |
Author: 小子 |
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Description: 对于ARMA模型定阶方法AIC BIC的matlab程序,非常实用-For the ARMA model order methods AIC BIC matlab procedures, very practical
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Size: 1024 |
Author: a |
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Description: 时间序列分析的MATLAB程序,使用AIC准则确定最优ARMA(P,Q)模型,输出预测数据。-MATLAB program time series analysis, the use of AIC criterion to determine the optimal ARMA (P, Q) model output forecast data.
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Size: 2048 |
Author: 于金波 |
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Description: ARMA模型:用AIC方法定阶,以及模型参数识别。(ARMA model: the order of the AIC method, and the parameter identification of the model.)
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Size: 22528 |
Author: 小蘑菇12345 |
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