资源列表
[matlab例程] NSGAⅡ
说明:利用NSGAⅡ算法处理多目标优化问题,测试函数包括ZDT1,2,3; DTLZ1,2,3。包含测试函数的真实前沿面数据。(NSGA II algorithm is used to deal with multi-objective optimization problems. The test functions include ZDT1,2,3 and DTLZ1,2,3. Contains the real frontier data of the test function.)<陈情11> 在 2025-06-15 上传 | 大小:1.04mb | 下载:0
[matlab例程] Clark (1989) model for estimating unobservable components model
说明:The code allows to estimate the Clarck model by maximum likelihood. It is assumed that the series has 2 unobservable components: a trend and a cycle. In the case of the trend, an autoregressive process of order 2 is assumed and for the case of the cy<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:1.57kb | 下载:0
[matlab例程] Autocorrelation Function and Partial Autocorrelation Function
说明:The code allows calculating the autocorrelation function and the partial autocorrelation function of a time series. The algorithm is based on the Schwartz selection criteria, also called the BIC criterion. Also, the code allows to project the time se<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:3.08kb | 下载:0
[matlab例程] Newton-Rapshon Optimization
说明:The following code allows you to optimize non-linear functions using the algorithm of newton raphson. Analytical derivatives are used, the gradient and the Hessian matrix of the function to find maxima and minima. Two examples are provided, one basic<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:1.93kb | 下载:0
[matlab例程] Estimation codes of Econometric Modelling with Time Series: Specification, Estimation and Testing
说明:The present codes allow for estimation of multiple model in time series analysis. Among the principal models are ARMA, Vector Error Correction and Vector Autoregressive. The codes are written in Matlab.<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:3.33mb | 下载:0
[matlab例程] Kalman filter: Multivariate and Univariate
说明:This code allows to calculate the recursive kalman filter and to estimate kalman filter. The files are: 1) Calculate recursive univariate kalman filter 2) Calculate recurisve multivariate kalman filter 3) Estimate kalman filter parameters<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:4.28kb | 下载:0
[matlab例程] Markov-Switching
说明:This code performs the univariate analysis of Markov-Switching model. The model shows step by step the implementation of Markov Chains to estimate multiple states and asymmetries in time series. The example is performed ovr the United States GNP.<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:2.3kb | 下载:0
[matlab例程] Autoregressive Conditional Heterocedasticity
说明:This code performs multiple ARCH models in order to model the second moment of time series. It is implemented in Matlab and it is used to model variance of returns in S&P 500 and returns of Latin American countries.<franciscososasotomayor123> 在 2018-11-25 上传 | 大小:870.71kb | 下载:0
[matlab例程] promethee code
说明:this is promethee code used for multi criterion decision making<prakhar098> 在 2025-06-15 上传 | 大小:606kb | 下载:0
[matlab例程] Example_3_SOR
说明:使用有限体积法,并通过sor方法求解简单二维非稳态传热问题应用示例(an example of two dimensional heat transfer issue solved by sor method)<ddsdsdssd> 在 2025-06-15 上传 | 大小:1kb | 下载:0